Related papers: aHUGIN: A System Creating Adaptive Causal Probabil…
In this paper, a sample-based procedure for obtaining simple and computable approximations of chance-constrained sets is proposed. The procedure allows to control the complexity of the approximating set, by defining families of…
A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling include classification and nonparametric methods. However, both methods often require a large number…
This paper is concerned with the construction of prior free posterior distributions which rely on the use of one step ahead predictive distribution functions. These are typically more straightforward to motivate than prior distributions.…
We introduce a neural network conformal prediction method for time series that enhances adaptivity in non-stationary environments. Our approach acts as a neural controller designed to achieve desired target coverage, leveraging auxiliary…
The physical interpretation of the functioning of the adaptive immune system, which has been thoroughly characterized on genetic and molecular levels, provides a unique opportunity to define an adaptive self-organizing biological system in…
In financial engineering, portfolio optimization has been of consistent interest. Portfolio optimization is a process of modulating asset distributions to maximize expected returns and minimize risks. To obtain the expected returns, deep…
This work is concerned with the derivation of an a posteriori error estimator for Galerkin approximations to nonlinear initial value problems with an emphasis on finite-time existence in the context of blow-up. The stucture of the derived…
Machine learning systems are often used in settings where individuals adapt their features to obtain a desired outcome. In such settings, strategic behavior leads to a sharp loss in model performance in deployment. In this work, we aim to…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
The choices of hyperparameters have critical effects on the performance of machine learning models. In this paper, we present a general framework that is able to construct an adaptive optimizer, which automatically adjust the appropriate…
Especially in lattice structured populations, homogeneous mixing represents an inadequate assumption. Various improvements upon the ordinary pair approximation based on a number of assumptions concerning the higher-order correlations have…
We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…
Orthogonal convolutional layers are valuable components in multiple areas of machine learning, such as adversarial robustness, normalizing flows, GANs, and Lipschitz-constrained models. Their ability to preserve norms and ensure stable…
In this paper a variant of the classical hierarchical cluster analysis is reported. This agglomerative (bottom-up) cluster technique is referred to as the Adaptive Mean-Linkage Algorithm. It can be interpreted as a linkage algorithm where…
In this paper we develop and study adaptive empirical Bayesian smoothing splines. These are smoothing splines with both smoothing parameter and penalty order determined via the empirical Bayes method from the marginal likelihood of the…
In this essay, we provide an overview of methodological considerations necessary to lay out the foundation for our PhD research on uncertainty and risk-aware adaptation.
With neural networks being used to control safety-critical systems, they increasingly have to be both accurate (in the sense of matching inputs to outputs) and robust. However, these two properties are often at odds with each other and a…
Prior efforts to create an autonomous computer system capable of predicting what a human being is thinking or feeling from facial expression data have been largely based on outdated, inaccurate models of how emotions work that rely on many…
In this paper, the relationship between probabilistic graphical models, in particular Bayesian networks, and causal diagrams, also called structural causal models, is studied. Structural causal models are deterministic models, based on…
Survival models capture the relationship between an accumulating hazard and the occurrence of a singular event stimulated by that accumulation. When the model for the hazard is sufficiently flexible survival models can accommodate a wide…