Related papers: Discrete MDL Predicts in Total Variation
Existing granular-ball classification methods are often driven by handcrafted quality measures, neighborhood rules, or heuristic splitting and stopping criteria, which may reduce the transparency of local construction decisions and hinder…
To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…
Deep Neural Networks (DNNs) deployed to the real world are regularly subject to out-of-distribution (OoD) data, various types of noise, and shifting conceptual objectives. This paper proposes a framework for adapting to data distribution…
We consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a common underlying dictionary. In particular, we derive lower bounds on the minimum…
Learning from a label distribution has achieved promising results on ordinal regression tasks such as facial age and head pose estimation wherein, the concept of adaptive label distribution learning (ALDL) has drawn lots of attention…
Within the realm of rapidly advancing wireless sensor networks (WSNs), distributed detection assumes a significant role in various practical applications. However, critical challenge lies in maintaining robust detection performance while…
Evidential Deep Learning (EDL) is a popular framework for uncertainty-aware classification that models predictive uncertainty via Dirichlet distributions parameterized by neural networks. Despite its popularity, its theoretical foundations…
We study computational and statistical aspects of learning Latent Markov Decision Processes (LMDPs). In this model, the learner interacts with an MDP drawn at the beginning of each epoch from an unknown mixture of MDPs. To sidestep known…
This article considers the problem of modeling a class of nonstationary count time series using multiple change-points generalized integer-valued autoregressive (MCP-GINAR) processes. The minimum description length principle (MDL) is…
We propose a new sufficient dimension reduction approach designed deliberately for high-dimensional classification. This novel method is named maximal mean variance (MMV), inspired by the mean variance index first proposed by Cui, Li and…
Feature selection of high-dimensional labeled data with limited observations is critical for making powerful predictive modeling accessible, scalable, and interpretable for domain experts. Spectroscopy data, which records the interaction…
Exponential models of distributions are widely used in machine learning for classiffication and modelling. It is well known that they can be interpreted as maximum entropy models under empirical expectation constraints. In this work, we…
We tackle the problem of penalty selection of regularization on the basis of the minimum description length (MDL) principle. In particular, we consider that the design space of the penalty function is high-dimensional. In this situation,…
Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…
We develop a flexible feature selection framework based on deep neural networks that approximately controls the false discovery rate (FDR), a measure of Type-I error. The method applies to architectures whose first layer is fully connected.…
Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data,…
In this article we study the asymptotic predictive optimality of a model selection criterion based on the cross-validatory predictive density, already available in the literature. For a dependent variable and associated explanatory…
Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…