Related papers: Rescaling, thinning or complementing? On goodness-…

Most complex machine learning and modelling techniques are prone to over-fitting and may subsequently generalise poorly to future data. Artificial neural networks are no different in this regard and, despite having a level of implicit…

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Fitting network models to neural activity is an important tool in neuroscience. A popular approach is to model a brain area with a probabilistic recurrent spiking network whose parameters maximize the likelihood of the recorded activity.…

This article proposes omnibus portmanteau tests for contrasting adequacy of time series models. The test statistics are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the…

Joint models for longitudinal and time-to-event data are widely used in many disciplines. Nonetheless, existing model comparison criteria do not indicate whether a model adequately fits the data or which components may be misspecified. We…

Multi-model mimicry (MMM) is a flexible model selection technique for comparison of multiple, non-nested models on any desired goodness-of-fit criteria. Applicable to any set of candidate models that are 1) able to be fit to observed data,…

Calibration is a fundamental property of a good predictive model: it requires that the model predicts correctly in proportion to its confidence. Modern neural networks, however, provide no strong guarantees on their calibration -- and can…

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Deep-learning models such as Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) have been successfully used for process-mining tasks. They have achieved better performance for different predictive tasks than traditional…

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

We present the first method for assessing the relevance of a model-based clustering result in a general framework. Standard validation criteria, like the adjusted Rand index, rely on external labels to assess partition accuracy;…

Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statistical inference in high dimension, sparsity inducing…

We study sequences of scaled edge-corrected empirical (generalized) K-functions (modifying Ripley's K-function) each of them constructed from a single observation of a $d$-dimensional fourth-order stationary point process in a sampling…

Verifiers or reward models are often used to enhance the reasoning performance of large language models (LLMs). A common approach is the Best-of-N method, where N candidate solutions generated by the LLM are ranked by a verifier, and the…

Model checking is essential to evaluate the adequacy of statistical models and the validity of inferences drawn from them. Particularly, hierarchical models such as latent Gaussian models (LGMs) pose unique challenges as it is difficult to…

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Numerous networks in the real world change over time, in the sense that nodes and edges enter and leave the networks. Various dynamic random graph models have been proposed to explain the macroscopic properties of these systems and to…

This paper introduces a class of generalised linear models (GLMs) driven by latent processes for modelling count, real-valued, binary, and positive continuous time series. Extending earlier latent-process regression frameworks based on…

This article focuses on large language models (LLMs) fine-tuning in the scarce data regime (also known as the "few-shot" learning setting). We propose a method to increase the generalization capabilities of LLMs based on neural network…