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A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

In medical risk modeling, typical data are "scarce": they have relatively small number of training instances (N), censoring, and high dimensionality (M). We show that the problem may be effectively simplified by reducing it to bipartite…

Machine Learning · Computer Science 2012-01-31 Marina Sapir

We emphasize that it is possible to improve the principle of unbiased risk estimation for model selection by addressing excess risk deviations in the design of penalization procedures. Indeed, we propose a modification of Akaike's…

Statistics Theory · Mathematics 2018-07-23 Adrien Saumard , Fabien Navarro

We consider the system identification problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation…

Quantum Physics · Physics 2015-06-17 Catalin Catana , Theodore Kypraios , Madalin Guta

Quantum state tomography, an important task in quantum information processing, aims at reconstructing a state from prepared measurement data. Bayesian methods are recognized to be one of the good and reliable choice in estimating quantum…

Statistics Theory · Mathematics 2017-06-15 The Tien Mai , Pierre Alquier

We consider the problem of quantum-state tomography under the assumption that the state is pure, and more generally that its rank is bounded by a given value $r$. In this scenario two notions of informationally complete measurements emerge:…

Quantum Physics · Physics 2016-05-10 Charles H. Baldwin , Ivan H. Deutsch , Amir Kalev

A number of problems in quantum state and system identification are addressed. Specifically, it is shown that the maximum likelihood estimation (MLE) approach, already known to apply to quantum state tomography, is also applicable to…

Quantum Physics · Physics 2007-05-23 Robert Kosut , Ian A. Walmsley , Herschel Rabitz

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implicitly that the model is correctly specified or of fixed…

Statistics Theory · Mathematics 2014-12-24 Pallavi Basu , Yang Feng , Jinchi Lv

Model selection is a fundamental part of the applied Bayesian statistical methodology. Metrics such as the Akaike Information Criterion are commonly used in practice to select models but do not incorporate the uncertainty of the models'…

Applications · Statistics 2021-01-11 Iwona Hawryluk , Swapnil Mishra , Seth Flaxman , Samir Bhatt , Thomas A. Mellan

We propose a novel approach to select the best model of the data. Based on the exclusive properties of the nested models, we find the most parsimonious model containing the risk minimizer predictor. We prove the existence of probable…

Machine Learning · Computer Science 2024-09-17 Mohammad Ali Hajiani , Babak Seyfe

Models with fewer parameters are often easier to interpret and more robust. Parsimony can be achieved through optimizing objectives like the AIC or BIC, which are functions of the the number of free parameters in the model. Optimizing this…

Methodology · Statistics 2026-04-21 Mateen R Shaikh

Variable selection is essential for improving inference and interpretation in multivariate linear regression. Although a number of alternative regressor selection criteria have been suggested, the most prominent and widely used are the…

Statistics Theory · Mathematics 2020-01-07 Zhidong Bai , Yasunori Fujikoshi , Jiang Hu

Statistical inference and information processing of high-dimensional data often require efficient and accurate estimation of their second-order statistics. With rapidly changing data, limited processing power and storage at the acquisition…

Information Theory · Computer Science 2015-03-23 Yuxin Chen , Yuejie Chi , Andrea Goldsmith

A key requirement for scalable quantum computing is that elementary quantum gates can be implemented with sufficiently low error. One method for determining the error behavior of a gate implementation is to perform process tomography.…

Data-driven, machine learning (ML) models of atomistic interactions are often based on flexible and non-physical functions that can relate nuanced aspects of atomic arrangements into predictions of energies and forces. As a result, these…

Materials Science · Physics 2024-05-15 Bartosz Barzdajn , Christopher P. Race

Due to increased awareness of data protection and corresponding laws many data, especially involving sensitive personal information, are not publicly accessible. Accordingly, many data collecting agencies only release aggregated data, e.g.…

Methodology · Statistics 2022-04-12 Rajbir-Singh Nirwan , Nils Bertschinger

Online learning to rank is a sequential decision-making problem where in each round the learning agent chooses a list of items and receives feedback in the form of clicks from the user. Many sample-efficient algorithms have been proposed…

Machine Learning · Statistics 2019-03-20 Tor Lattimore , Branislav Kveton , Shuai Li , Csaba Szepesvari

The Fisher information approximation (FIA) is an implementation of the minimum description length principle for model selection. Unlike information criteria such as AIC or BIC, it has the advantage of taking the functional form of a model…

Methodology · Statistics 2018-08-02 Daniel W. Heck , Morten Moshagen , Edgar Erdfelder

We discuss a Bayesian model selection approach to high dimensional data in the deep under sampling regime. The data is based on a representation of the possible discrete states $s$, as defined by the observer, and it consists of $M$…

Data Analysis, Statistics and Probability · Physics 2015-10-28 Ariel Haimovici , Matteo Marsili