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Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…

Statistics Theory · Mathematics 2015-01-22 Kevin Judd

The capability of imagining internally with a mental model of the world is vitally important for human cognition. If a machine intelligent agent can learn a world model to create a "dream" environment, it can then internally ask what-if…

Machine Learning · Computer Science 2020-12-29 Minne Li , Mengyue Yang , Furui Liu , Xu Chen , Zhitang Chen , Jun Wang

The notion of concept drift refers to the phenomenon that the distribution generating the observed data changes over time. If drift is present, machine learning models can become inaccurate and need adjustment. While there do exist methods…

Machine Learning · Computer Science 2023-03-17 Fabian Hinder , Valerie Vaquet , Johannes Brinkrolf , Barbara Hammer

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…

Machine Learning · Statistics 2024-12-02 Naimeng Ye , Hongseok Namkoong

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

This paper explores a new research problem of unsupervised transfer learning across multiple spatiotemporal prediction tasks. Unlike most existing transfer learning methods that focus on fixing the discrepancy between supervised tasks, we…

Machine Learning · Computer Science 2020-09-25 Zhiyu Yao , Yunbo Wang , Mingsheng Long , Jianmin Wang

Despite their growing popularity, data-driven models of real-world dynamical systems require lots of data. However, due to sensing limitations as well as privacy concerns, this data is not always available, especially in domains such as…

Machine Learning · Computer Science 2023-02-24 Hussain Kazmi , Pierre Pinson

A modelling language is described which is suitable for the correlation of information when the underlying functional model of the system is incomplete or uncertain and the temporal dependencies are imprecise. An efficient and incremental…

Artificial Intelligence · Computer Science 2013-02-08 John Bigham

Recently, evolving networks are becoming a suitable form to model many real-world complex systems, due to their peculiarities to represent the systems and their constituting entities, the interactions between the entities and the…

Artificial Intelligence · Computer Science 2017-09-21 Angelo Impedovo , Corrado Loglisci , Michelangelo Ceci

With nonignorable missing data, likelihood-based inference should be based on the joint distribution of the study variables and their missingness indicators. These joint models cannot be estimated from the data alone, thus requiring the…

Statistics Theory · Mathematics 2017-01-06 Mauricio Sadinle , Jerome P. Reiter

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Optimization and Control · Mathematics 2022-10-14 Vyacheslav Kungurtsev , Jakub Marecek , Robert Shorten

The latest developments in Artificial Intelligence include diffusion generative models, quite popular tools which can produce original images both unconditionally and, in some cases, conditioned by some inputs provided by the user. Apart…

Computer Vision and Pattern Recognition · Computer Science 2023-02-13 Stefano Scotta , Alberto Messina

Mixture models have been around for over 150 years, as an intuitively simple and practical tool for enriching the collection of probability distributions available for modelling data. In this chapter we describe the basic ideas of the…

Methodology · Statistics 2018-05-08 Peter J. Green

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of…

Machine Learning · Computer Science 2023-04-03 Raoul Heese , Sascha Mücke , Matthias Jakobs , Thore Gerlach , Nico Piatkowski

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Performative prediction is an emerging paradigm in machine learning that addresses scenarios where the model's prediction may induce a shift in the distribution of the data it aims to predict. Current works in this field often rely on…

Machine Learning · Computer Science 2025-09-03 Guangzheng Zhong , Yang Liu , Jiming Liu

In this paper, we try to solve the problem of temporal link prediction in information networks. This implies predicting the time it takes for a link to appear in the future, given its features that have been extracted at the current network…

Machine Learning · Computer Science 2017-06-22 Sina Sajadmanesh , Jiawei Zhang , Hamid R. Rabiee

This paper presents a probabilistic model for reasoning about the state of a system as it changes over time, both due to exogenous and endogenous influences. Our target domain is a class of medical prediction problems that are neither so…

Artificial Intelligence · Computer Science 2013-02-21 Steve Hanks , David Madigan , Jonathan Gavrin

This paper provides a nonparametric analysis for several classes of models, with cases such as classical measurement error, regression with errors in variables, factor models and other models that may be represented in a form involving…

Methodology · Statistics 2012-09-10 Victoria Zinde-Walsh