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There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…

Computation · Statistics 2024-05-01 Simon L. Cotter

We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as a latent-factor model for time series, where the latent…

Machine Learning · Statistics 2019-02-12 Cristobal Valenzuela , Felipe Tobar

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

Methodology · Statistics 2023-04-10 Joseph Feldman , Daniel R. Kowal

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Nonlinear regression analysis is a popular and important tool for scientists and engineers. In this article, we introduce theories and methods of nonlinear regression and its statistical inferences using the frequentist and Bayesian…

Methodology · Statistics 2024-02-09 Hsin-Hsiung Huang , Qing He

Replicated network data are increasingly available in many research fields. In connectomic applications, inter-connections among brain regions are collected for each patient under study, motivating statistical models which can flexibly…

Methodology · Statistics 2018-09-11 Daniele Durante , David B. Dunson , Joshua T. Vogelstein

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Signal processing traditionally relies on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and additional domain knowledge. Simple…

Signal Processing · Electrical Eng. & Systems 2023-06-08 Nir Shlezinger , Yonina C. Eldar

This article addresses the following problems: 1) First, a nonlinearity analysis is made looking for the presence of nonlinearities in an early phase of the identification process. The level and the nature of the nonlinearities should be…

Systems and Control · Computer Science 2018-04-26 Johan Schoukens , Mark Vaes , Rik Pintelon

Safe and reliable disclosure of information from confidential data is a challenging statistical problem. A common approach considers the generation of synthetic data, to be disclosed instead of the original data. Efficient approaches ought…

Methodology · Statistics 2024-03-04 Larissa N. A. Martins , Flávio B. Gonçalves , Thais P. Galletti

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…

Machine Learning · Statistics 2021-06-25 Cooper Lorsung

We take an information theoretic perspective on a classical sparse-sampling noisy linear model and present an analytical expression for the mutual information, which plays central role in a variety of communications/processing problems.…

Information Theory · Computer Science 2014-03-25 Wasim Huleihel , Neri Merhav , Shlomo Shamai

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

Robust environment perception is essential for decision-making on robots operating in complex domains. Principled treatment of uncertainty sources in a robot's observation model is necessary for accurate mapping and object detection. This…

Computer Vision and Pattern Recognition · Computer Science 2016-07-15 Shayegan Omidshafiei , Brett T. Lopez , Jonathan P. How , John Vian

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…

chao-dyn · Physics 2015-06-24 J. Timmer

Discovering causal genetic variants from large genetic association studies poses many difficult challenges. Assessing which genetic markers are involved in determining trait status is a computationally demanding task, especially in the…

Genomics · Quantitative Biology 2015-04-09 Andrew L. Beam , Alison Motsinger-Reif , Jon Doyle

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

Nonlinear optimization methods are typically iterative and make use of gradient information to determine a direction of improvement and function information to effectively check for progress. When this information is corrupted by noise,…

Optimization and Control · Mathematics 2025-10-21 Albert S. Berahas , Michael J. O'Neill , Clément W. Royer

Deep neural networks (DNNs) have garnered significant attention in financial asset pricing, due to their strong capacity for modeling complex nonlinear relationships within financial data. However, sophisticated models are prone to…

Computational Engineering, Finance, and Science · Computer Science 2025-08-01 Che Sun