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Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…

Optimization and Control · Mathematics 2019-09-26 Dimitris Boskos , Jorge Cortés , Sonia Martínez

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…

Methodology · Statistics 2013-11-11 Daniel Gervini , Patrick A. Carter

Use of generative models and deep learning for physics-based systems is currently dominated by the task of emulation. However, the remarkable flexibility offered by data-driven architectures would suggest to extend this representation to…

Machine Learning · Computer Science 2023-09-12 Guoxiang Grayson Tong , Carlos A. Sing Long , Daniele E. Schiavazzi

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

Methodology · Statistics 2018-09-05 Rodney V. Fonseca , Aluísio Pinheiro

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

Generative Flow Networks (GFlowNets) were developed to learn policies for efficiently sampling combinatorial candidates by interpreting their generative processes as trajectories in directed acyclic graphs. In the value-based training…

Machine Learning · Computer Science 2026-03-03 Puhua Niu , Shili Wu , Xiaoning Qian

We advance a variational method to prove qualitative properties such as symmetries, monotonicity, upper and lower bounds, sign properties, and comparison principles for a large class of doubly-nonlinear evolutionary problems including…

Analysis of PDEs · Mathematics 2016-11-08 Stefano Melchionna

We consider the statistical problem of estimating constituent curves from observations of their aggregated curves, referred to as \textit{aggregated functional data}, in models with strictly positive random errors following a Gamma…

As more and more network-structured data sets are available, the statistical analysis of valued graphs has become common place. Looking for a latent structure is one of the many strategies used to better understand the behavior of a…

Applications · Statistics 2010-11-09 Mahendra Mariadassou , Stéphane Robin , Corinne Vacher

The empirical wavelet transform is an adaptive multiresolution analysis tool based on the idea of building filters on a data-driven partition of the Fourier domain. However, existing 2D extensions are constrained by the shape of the…

Spectral Theory · Mathematics 2024-10-28 Basile Hurat , Zariluz Alvarado , Jerome Gilles

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Data valuation, especially quantifying data value in algorithmic prediction and decision-making, is a fundamental problem in data trading scenarios. The most widely used method is to define the data Shapley and approximate it by means of…

Machine Learning · Statistics 2023-05-23 Mengmeng Wu , Ruoxi Jia , Changle Lin , Wei Huang , Xiangyu Chang

Many materials, processes, and structures in science and engineering have important features at multiple scales of time and/or space; examples include biological tissues, active matter, oceans, networks, and images. Explicitly extracting,…

Fluid Dynamics · Physics 2021-01-12 Daniel Floryan , Michael D. Graham

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

Methodology · Statistics 2010-10-08 Thomas Brendan Murphy , Nema Dean , Adrian E. Raftery

In embedded control systems, the potential risks of software defects have been increasing because of software complexity which leads to, for example, timing related problems. These defects are rarely found by tests or simulations. To detect…

Logic in Computer Science · Computer Science 2013-01-03 Masahiro Matsubara , Kohei Sakurai , Fumio Narisawa , Masushi Enshoiwa , Yoshio Yamane , Hisamitsu Yamanaka

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi

A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic…

Data Analysis, Statistics and Probability · Physics 2008-12-02 Dilip P. Ahalpara , Amit Verma , Prasanta K. Panigrahi , Jitendra C. Parikh

Many real-world applications of flow-based generative models desire a diverse set of samples that cover multiple modes of the target distribution. However, the predominant approach for obtaining diverse sets is not sample-efficient, as it…

Machine Learning · Computer Science 2025-04-11 Mashrur M. Morshed , Vishnu Boddeti

This paper presents a novel machine learning approach to GDP prediction that incorporates volatility as a model weight. The proposed method is specifically designed to identify and select the most relevant macroeconomic variables for…

General Economics · Economics 2023-07-12 Ali Lashgari