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In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…
Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
Modeling count data is important in physics and other scientific disciplines, where measurements often involve discrete, non-negative quantities such as photon or neutrino detection events. Traditional parametric approaches can be trained…
Large language models (LLMs) have shown promise in synthetic tabular data generation, yet existing methods struggle to preserve complex feature dependencies, particularly among categorical variables. This work introduces a…
This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…
We consider a problem of ecological inference, in which individual-level covariates are known, but labeled data is available only at the aggregate level. The intended application is modeling voter preferences in elections. In Rosenman and…
Partially Observable Markov Decision Processes (POMDPs) model decision making under uncertainty. While there are many approaches to approximately solving POMDPs, we aim to address the problem of learning such models. In particular, we are…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
This article describes posterior maximization for topic models, identifying computational and conceptual gains from inference under a non-standard parametrization. We then show that fitted parameters can be used as the basis for a novel…
We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…
Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…
Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…
This article introduces a model-based approach to distributed computing for multinomial logistic (softmax) regression. We treat counts for each response category as independent Poisson regressions via plug-in estimates for fixed effects…
Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize log-linear models for contingency tables, which are the fundamental tools for modelling the…
This paper presents an integrated framework for estimation and inference from generalized linear models using adjusted score equations that result in mean and median bias reduction. The framework unifies theoretical and methodological…
Modern data sets in various domains often include units that were sampled non-randomly from the population and have a latent correlation structure. Here we investigate a common form of this setting, where every unit is associated with a…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
Mixture transition distribution time series models build high-order dependence through a weighted combination of first-order transition densities for each one of a specified number of lags. We present a framework to construct stationary…