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The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

We address the problem of constructing varying-coefficient models based on basis expansions along with the technique of regularization. A crucial point in our modeling procedure is the selection of smoothing parameters in the regularization…

Methodology · Statistics 2015-02-19 Hidetoshi Matsui , Toshihiro Misumi , Shuichi Kawano

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the…

Methodology · Statistics 2023-04-12 Fernando Delbianco , Fernando Tohmé

In this paper, we prove multiplicity of solutions for a class of quasilinear problems in $ \mathbb{R}^{N} $ involving variable exponents and nonlinearities of concave-convex type. The main tools used are variational methods, more precisely,…

Analysis of PDEs · Mathematics 2014-09-04 Claudianor O. Alves , José L. P. Barreiro , José V. A. Gonçalves

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

Econometrics · Economics 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

We show that nonlinear problems including nonlinear partial differential equations can be efficiently solved by variational quantum computing. We achieve this by utilizing multiple copies of variational quantum states to treat…

Quantum Physics · Physics 2020-01-15 Michael Lubasch , Jaewoo Joo , Pierre Moinier , Martin Kiffner , Dieter Jaksch

The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which limits its applicability to large choice data sets. This…

Econometrics · Economics 2022-10-18 Rubén Loaiza-Maya , Didier Nibbering

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Machine Learning · Computer Science 2025-03-19 Yulun Wu , Louie McConnell , Claudia Iriondo

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

Reward function specification, which requires considerable human effort and iteration, remains a major impediment for learning behaviors through deep reinforcement learning. In contrast, providing visual demonstrations of desired behaviors…

Machine Learning · Computer Science 2022-06-29 Rafael Rafailov , Tianhe Yu , Aravind Rajeswaran , Chelsea Finn

An important problem in many domains is to predict how a system will respond to interventions. This task is inherently linked to estimating the system's underlying causal structure. To this end, Invariant Causal Prediction (ICP) (Peters et…

Methodology · Statistics 2018-09-21 Christina Heinze-Deml , Jonas Peters , Nicolai Meinshausen

The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant…

Methodology · Statistics 2022-06-15 Xufei Wang , Bo Jiang , Jun S. Liu

A non-periodic version of the one-predator two-prey system model presented in [L.T.H. Nguyen, Q.H. Ta, T.V. T\d{a}, Existence and stability of periodic solutions of a Lotka-Volterra system, SICE International Symposium on Control Systems,…

Dynamical Systems · Mathematics 2017-09-12 Linh Thi Hoai Nguyen , Quang Hong Ta , Ton Viet Ta

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the likelihood is tractable, which precludes the use of VB in many…

Methodology · Statistics 2016-08-05 Minh-Ngoc Tran , David J. Nott , Robert Kohn

We study existence and uniqueness of the fixed points solutions of a large class of non-linear variable discounted transfer operators associated to a sequential decision-making process. We establish regularity properties of these solutions,…

Dynamical Systems · Mathematics 2019-02-20 L. Cioletti , Elismar R. Oliveira
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