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Any data modeling exercise has two main components: parameter estimation and model selection. The latter will be the topic of this lecture note. More concretely we will introduce several Monte-Carlo sampling-based rules for model selection…

Methodology · Statistics 2022-09-28 Petre Stoica , Xiaolei Shang , Yuanbo Cheng

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

Networks are ubiquitous in biology and computational approaches have been largely investigated for their inference. In particular, supervised machine learning methods can be used to complete a partially known network by integrating various…

Machine Learning · Computer Science 2014-04-25 Marie Schrynemackers , Louis Wehenkel , M. Madan Babu , Pierre Geurts

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein

Many modern tools in machine learning and signal processing, such as sparse dictionary learning, principal component analysis (PCA), non-negative matrix factorization (NMF), $K$-means clustering, etc., rely on the factorization of a matrix…

Machine Learning · Statistics 2015-04-10 Rémi Gribonval , Rodolphe Jenatton , Francis Bach , Martin Kleinsteuber , Matthias Seibert

Based on an idea in [4] we propose a new iterative multiplicative filtering algorithm for label assignment matrices which can be used for the supervised partitioning of data. Starting with a row-normalized matrix containing the averaged…

Numerical Analysis · Mathematics 2018-12-10 Ronny Bergmann , Jan Henrik Fitschen , Johannes Persch , Gabriele Steidl

Finite population inference is a central goal in survey sampling. Probability sampling is the main statistical approach to finite population inference. Challenges arise due to high cost and increasing non-response rates. Data integration…

Methodology · Statistics 2020-01-13 Shu Yang , Jae Kwang Kim

Causal inference plays an important role in explanatory analysis and decision making across various fields like statistics, marketing, health care, and education. Its main task is to estimate treatment effects and make intervention…

Methodology · Statistics 2024-07-22 Yingrong Wang , Haoxuan Li , Minqin Zhu , Anpeng Wu , Ruoxuan Xiong , Fei Wu , Kun Kuang

This paper focuses on a comparative evaluation of the most common and modern methods for text classification, including the recent deep learning strategies and ensemble methods. The study is motivated by a challenging real data problem,…

Computation and Language · Computer Science 2019-02-20 Laura Anderlucci , Lucia Guastadisegni , Cinzia Viroli

This paper develops a new global optimisation method that applies to a family of criteria that are not entirely known. This family includes the criteria obtained from the class of posteriors that have nor-malising constants that are…

Statistics Theory · Mathematics 2019-07-16 R. Stoica , Madalina Deaconu , Anne Philippe , Lluis Hurtado

We consider the topic of data imputation, a foundational task in machine learning that addresses issues with missing data. To that end, we propose MCFlow, a deep framework for imputation that leverages normalizing flow generative models and…

Machine Learning · Computer Science 2020-03-31 Trevor W. Richardson , Wencheng Wu , Lei Lin , Beilei Xu , Edgar A. Bernal

This survey presents an overview of integrating prior knowledge into machine learning systems in order to improve explainability. The complexity of machine learning models has elicited research to make them more explainable. However, most…

Uncertainty is unavoidable in modeling dynamical systems and it may be represented mathematically by differential inclusions. In the past, we proposed an algorithm to compute validated solutions of differential inclusions; here we provide…

Numerical Analysis · Mathematics 2020-01-31 Sanja Zivanovic Gonzalez , Pieter Collins , Luca Geretti , Davide Bresolin , Tiziano Villa

Issues concerning intelligent data analysis occurring in machine learning are investigated. A scheme for synthesizing correct supervised classification procedures is proposed. These procedures are focused on specifying partial order…

Discrete Mathematics · Computer Science 2019-07-23 Elena V. Djukova , Gleb O. Masliakov , Petr A. Prokofyev

The most common approach to implementing data analysis pipelines involves obtaining point estimates from the upstream modules and then treating these as known quantities when working with the downstream ones. This approach is…

Methodology · Statistics 2024-02-19 Erin Lipman , Abel Rodriguez

Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to…

Computation · Statistics 2022-06-20 Chenguang Dai , Jeremy Heng , Pierre E. Jacob , Nick Whiteley

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…

Artificial Intelligence · Computer Science 2014-07-11 Yura N. Perov , Frank D. Wood

We consider a generalization of an important class of high-dimensional inference problems, namely spiked symmetric matrix models, often used as probabilistic models for principal component analysis. Such paradigmatic models have recently…

Information Theory · Computer Science 2020-05-19 Jean Barbier , Galen Reeves

To build intelligent machine learning systems, there are two broad approaches. One approach is to build inherently interpretable models, as endeavored by the growing field of causal representation learning. The other approach is to build…

Machine Learning · Computer Science 2024-12-10 Goutham Rajendran , Simon Buchholz , Bryon Aragam , Bernhard Schölkopf , Pradeep Ravikumar

Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good…

Statistical Mechanics · Physics 2021-11-11 Dian Wu , Riccardo Rossi , Giuseppe Carleo
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