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Recurrent neural networks are widely used in speech and language processing. Due to dependency on the past, standard algorithms for training these models, such as back-propagation through time (BPTT), cannot be efficiently parallelised.…
The DUCK-calculus presented here is a recent approach to cope with probabilistic uncertainty in a sound and efficient way. Uncertain rules with bounds for probabilities and explicit conditional independences can be maintained incrementally.…
The class of autoregressive (AR) processes is extensively used to model temporal dependence in observed time series. Such models are easily available and routinely fitted using freely available statistical software like R. A potential…
Discrete-time models are very convenient to simulate a nonlinear system on a computer. In order to build the discrete-time simulation models for the nonlinear feedback systems (which is a very important class of systems in many…
We consider the problem of estimating the transition rate matrix of a continuous-time Markov chain from a finite-duration realisation of this process. We approach this problem in an imprecise probabilistic framework, using a set of prior…
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these works are generally restricted to the assumption of…
For the formal verification and design of control systems, abstractions with quantified accuracy are crucial. This is especially the case when considering accurate deviation bounds between a stochastic continuous-state model and its finite…
We present an efficient phylogenetic reconstruction algorithm allowing insertions and deletions which provably achieves a sequence-length requirement (or sample complexity) growing polynomially in the number of taxa. Our algorithm is…
Generative models have achieved remarkable success across a range of applications, yet their evaluation still lacks principled uncertainty quantification. In this paper, we develop a method for comparing how close different generative…
We consider a system of Fokker-Planck-Kolmogorov (FPK) equations, where the dependence of the coefficients is nonlinear and nonlocal in time with respect to the unknowns. We extend the numerical scheme proposed and studied recently by the…
Adaptive Conformal Inference (ACI) provides finite-sample coverage guarantees, enhancing the prediction reliability under non-exchangeability. This study demonstrates that these desirable properties of ACI do not require the use of…
Conformal prediction constructs a confidence set for an unobserved response of a feature vector based on previous identically distributed and exchangeable observations of responses and features. It has a coverage guarantee at any nominal…
Nonlinear machine-learning models are increasingly used to discover causal relationships in time-series data, yet the interpretation of their outputs remains poorly understood. In particular, causal scores produced by regularized neural…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
Pursuing invariant prediction from heterogeneous environments opens the door to learning causality in a purely data-driven way and has several applications in causal discovery and robust transfer learning. However, existing methods such as…
We consider the problem of uncertainty quantification for prediction in a time series: if we use past data to forecast the next time point, can we provide valid prediction intervals around our forecasts? To avoid placing distributional…
Phylogenetic networks are a generalization of phylogenetic trees that allow for the representation of non-treelike evolutionary events, like recombination, hybridization, or lateral gene transfer. In this paper, we present and study a new…
We consider estimating the proportion of random variables for two types of composite null hypotheses: (i) the means or medians of the random variables belonging to a non-empty, bounded interval; (ii) the means or medians of the random…
Credible intervals and credible sets, such as highest posterior density (HPD) intervals, form an integral statistical tool in Bayesian phylogenetics, both for phylogenetic analyses and for development. Readily available for continuous…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…