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We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…

Numerical Analysis · Mathematics 2019-12-25 Christopher Beattie , Serkan Gugercin , Zoran Tomljanovic

We study a class of evolution models, where the breeding process involves an arbitrary exchangeable process, allowing for mutations to appear. The population size $n$ is fixed, hence after breeding, selection is applied. Individuals are…

Probability · Mathematics 2022-05-03 Daniela Bertacchi , Juri Lember , Fabio Zucca

Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

We introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…

Probability · Mathematics 2018-01-17 Ivan Bardet , Cécilia Lancien , Ion Nechita

Recent years, transfer learning has attracted much attention in the community of machine learning. In this paper, we mainly focus on the tasks of parameter transfer under the framework of extreme learning machine (ELM). Unlike the existing…

Machine Learning · Computer Science 2018-10-24 Chao Chen , Boyuan Jiang , Xinyu Jin

Linear logical frameworks with subexponentials have been used for the specification of among other systems, proof systems, concurrent programming languages and linear authorization logics. In these frameworks, subexponentials can be…

Logic · Mathematics 2019-10-09 Max Kanovich , Stepan Kuznetsov , Vivek Nigam , Andre Scedrov

In this paper, we introduce a probabilistic model for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix factors are latent…

Machine Learning · Computer Science 2022-06-22 Jun Lu , Xuanyu Ye

Factor models are widely used for dimension reduction in the analysis of multivariate data. This is achieved through decomposition of a p x p covariance matrix into the sum of two components. Through a latent factor representation, they can…

Methodology · Statistics 2024-07-01 Sarah Elizabeth Heaps , Ian Hyla Jermyn

It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use…

Pricing of Securities · Quantitative Finance 2016-01-12 Robert Howley , Robert Storer , Juan Vera , Luis F. Zuluaga

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Methodology · Statistics 2025-09-19 Daniele Tancini , Riccardo Rastelli , Francesco Bartolucci

Many common correlation structures assumed for data can be described through latent Gaussian models. When Bayesian inference is carried out, it is required to set the prior distribution for scale parameters that rules the model components,…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…

Machine Learning · Statistics 2025-06-10 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

Methodology · Statistics 2014-11-11 Ju Hyun Kim

Computing expected predictions of discriminative models is a fundamental task in machine learning that appears in many interesting applications such as fairness, handling missing values, and data analysis. Unfortunately, computing…

Machine Learning · Computer Science 2019-11-04 Pasha Khosravi , YooJung Choi , Yitao Liang , Antonio Vergari , Guy Van den Broeck

Human learners have the natural ability to use knowledge gained in one setting for learning in a different but related setting. This ability to transfer knowledge from one task to another is essential for effective learning. In this paper,…

Statistics Theory · Mathematics 2019-06-10 T. Tony Cai , Hongji Wei

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of…

Machine Learning · Computer Science 2024-06-04 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

Advances in neural variational inference have facilitated the learning of powerful directed graphical models with continuous latent variables, such as variational autoencoders. The hope is that such models will learn to represent rich,…

Computation and Language · Computer Science 2017-09-26 Iulian V. Serban , Alexander G. Ororbia , Joelle Pineau , Aaron Courville

Using insights from parametric integer linear programming, we significantly improve on our previous work [Proc. ACM EC 2019] on high-multiplicity fair allocation. Therein, answering an open question from previous work, we proved that the…

Computer Science and Game Theory · Computer Science 2024-01-22 Robert Bredereck , Andrzej Kaczmarczyk , Dušan Knop , Rolf Niedermeier

Considering discrete models, the univariate framework has been studied in depth compared to the multivariate one. This paper first proposes two criteria to define a sensu stricto multivariate discrete distribution. It then introduces the…

Statistics Theory · Mathematics 2018-02-07 Pierre Fernique , Jean Peyhardi , Jean-Baptiste Durand
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