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A recent development in extreme value modeling uses the geometry of the dataset to perform inference on the multivariate tail. A key quantity in this inference is the gauge function, whose values define this geometry. Methodology proposed…
Data collection often results in records that have missing values or variables. This investigation compares 3 different data imputation models and identifies their merits by using accuracy measures. Autoencoder Neural Networks, Principal…
Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…
Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can…
This paper considers the estimation and inference of the low-rank components in high-dimensional matrix-variate factor models, where each dimension of the matrix-variates ($p \times q$) is comparable to or greater than the number of…
A partial combinatory algebra (PCA) is a set equipped with a partial binary operation that models a notion of computability. This paper studies a generalization of PCAs, introduced by W. Stekelenburg, where a PCA is not a set but an object…
Autonomous agents must be able to safely interact with other vehicles to integrate into urban environments. The safety of these agents is dependent on their ability to predict collisions with other vehicles' future trajectories for…
Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…
Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…
We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…
We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…
We propose probabilistic task modelling -- a generative probabilistic model for collections of tasks used in meta-learning. The proposed model combines variational auto-encoding and latent Dirichlet allocation to model each task as a…
Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…
Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…
We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…
We develop a technique for generalising from data in which models are samplers represented as program text. We establish encouraging empirical results that suggest that Markov chain Monte Carlo probabilistic programming inference techniques…
Principal Component Analysis (PCA) is a cornerstone of dimensionality reduction, yet its classical formulation relies critically on second-order moments and is therefore fragile in the presence of heavy-tailed data and impulsive noise.…
In the course of the last century, Principal Component Analysis (PCA) have become one of the pillars of modern scientific methods. Although PCA is normally addressed as a statistical tool aiming at finding orthogonal directions on which the…
It is shown that Principal Component Analysis (PCA) applied to event-by-event single-particle distributions in A-A collisions allows establishing the most optimal basis for anisotropic flow studies from data itself, in contrast to manual…
Images encode both the state of the world and its content. The former is useful for tasks such as planning and control, and the latter for classification. The automatic extraction of this information is challenging because of the…