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We propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…

Signal Processing · Electrical Eng. & Systems 2021-11-04 Anatoli Torokhti

Sensitivity analysis helps identify which model inputs convey the most uncertainty to the model output. One of the most authoritative measures in global sensitivity analysis is the Sobol' total-order index, which can be computed with…

Applications · Statistics 2021-07-30 Arnald Puy , William Becker , Samuele Lo Piano , Andrea Saltelli

Global sensitivity analysis aims at determining which uncertain input parameters of a computational model primarily drives the variance of the output quantities of interest. Sobol' indices are now routinely applied in this context when the…

Computation · Statistics 2017-05-30 R. Schöbi , B. Sudret

Sensitivity analysis (SA) is an important aspect of process automation. It often aims to identify the process inputs that influence the process output's variance significantly. Existing SA approaches typically consider the input-output…

Methodology · Statistics 2020-06-09 Zhanlin Liu , Ashis G. Banerjee , Youngjun Choe

This paper proposes an inverse optimal control method which enables a robot to incrementally learn a control objective function from a collection of trajectory segments. By saying incrementally, it means that the collection of trajectory…

Robotics · Computer Science 2022-02-03 Zihao Liang , Wanxin Jin , Shaoshuai Mou

In this study, importance of user inputs is studied in the context of personalizing human activity recognition models using incremental learning. Inertial sensor data from three body positions are used, and the classification is based on…

Machine Learning · Computer Science 2019-05-30 Pekka Siirtola , Heli Koskimäki , Juha Röning

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived…

Machine Learning · Statistics 2025-03-11 Gilles Blanchard , Jean-Baptiste Fermanian , Hannah Marienwald

We study two sensor assignment problems for multi-target tracking with the goal of improving the observability of the underlying estimator. We consider various measures of the observability matrix as the assignment value function. We first…

Robotics · Computer Science 2018-10-24 Lifeng Zhou , Pratap Tokekar

Let $X:=(X_1, \ldots, X_p)$ be random objects (the inputs), defined on some probability space $(\Omega,{\mathcal{F}}, \mathbb P)$ and valued in some measurable space $E=E_1\times\ldots \times E_p$. Further, let $Y:=Y = f(X_1, \ldots, X_p)$…

Applications · Statistics 2013-11-15 Fabrice Gamboa , Alexandre Janon , Thierry Klein , Agnès Lagnoux

In sparse target inference problems it has been shown that significant gains can be achieved by adaptive sensing using convex criteria. We generalize previous work on adaptive sensing to (a) include multiple classes of targets with…

Information Theory · Computer Science 2014-09-30 Gregory E. Newstadt , Beipeng Mu , Dennis Wei , Jonathan P. How , Alfred O. Hero

Individualized treatment rules aim to identify if, when, which, and to whom treatment should be applied. A globally aging population, rising healthcare costs, and increased access to patient-level data have created an urgent need for…

Methodology · Statistics 2019-01-04 Ying-Qi Zhao , Eric B. Laber , Yang Ning , Sumona Saha , Bruce Sands

We consider the estimation of two-sample integral functionals, of the type that occur naturally, for example, when the object of interest is a divergence between unknown probability densities. Our first main result is that, in wide…

Statistics Theory · Mathematics 2023-01-31 Thomas B. Berrett , Richard J. Samworth

We analyze stochastic conditional gradient methods for constrained optimization problems arising in over-parametrized machine learning. We show that one could leverage the interpolation-like conditions satisfied by such models to obtain…

Optimization and Control · Mathematics 2022-01-28 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

The occurrence of successive extreme observations can have an impact on society. In extreme value theory there are parameters to evaluate the effect of clustering of high values, such as the extremal index. The estimation of the extremal…

Methodology · Statistics 2021-08-03 Helena Ferreira , Marta Ferreira

We introduce a new global sensitivity measure, the global activity scores. The measure is based on finite differences of the underlying function, in contrast to several sensitivity measures in the literature that are based on derivatives of…

Statistics Theory · Mathematics 2026-04-08 Ruilong Yue , Giray Ökten

We present two new local differentially private algorithms for frequency estimation. One solves the fundamental frequency oracle problem; the other solves the well-known heavy hitters identification problem. Consistent with prior art, these…

Data Structures and Algorithms · Computer Science 2022-02-18 Hao Wu , Anthony Wirth

Global sensitivity analysis is now established as a powerful approach for determining the key random input parameters that drive the uncertainty of model output predictions. Yet the classical computation of the so-called Sobol' indices is…

Computation · Statistics 2016-06-16 L. Le Gratiet , S. Marelli , B. Sudret

We tackle the problem of estimating a regression function observed in an instrumental regression framework. This model is an inverse problem with unknown operator. We provide a spectral cut-off estimation procedure which enables to derive…

Statistics Theory · Mathematics 2009-01-28 Jean-Michel Loubes , Clément Marteau

Drawing parallels with the way biological networks are studied, we adapt the treatment--control paradigm to explainable artificial intelligence research and enrich it through multi-parametric input alterations. In this study, we propose a…

Machine Learning · Statistics 2026-01-16 Pavel Kharyuk , Sergey Matveev , Ivan Oseledets

Determining accurate and precise stellar ages is a major problem in astrophysics. These determinations are either obtained through empirical relations or model-dependent approaches. Currently, seismic modelling is one of the best ways of…

Solar and Stellar Astrophysics · Physics 2015-10-28 G. Buldgen , D. R. Reese , M. A. Dupret
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