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Data augmentation is commonly used to encode invariances in learning methods. However, this process is often performed in an inefficient manner, as artificial examples are created by applying a number of transformations to all points in the…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…
Parameter estimation and inference from complex survey samples typically focuses on global model parameters whose estimators have asymptotic properties, such as from fixed effects regression models. The central challenge is to both mitigate…
Stochastic optimization problems with unknown decision-dependent distributions have attracted increasing attention in recent years due to its importance in applications. Since the gradient of the objective function is inaccessible as a…
Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…
Machine learning classification techniques have been used widely to recognize the feasible design domain and discover hidden patterns in engineering design. An accurate classification model needs a large dataset; however, generating a large…
Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to…
A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…
Estimating the test performance of a model, possibly under distribution shift, without having access to the ground-truth labels is a challenging, yet very important problem for the safe deployment of machine learning algorithms in the wild.…
We present a technique for constructing suitable posterior probability distributions in situations for which the sampling distribution of the data is not known. This is very useful for modern scientific data analysis in the era of "big…
Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…
Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data…
As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…
Multi-level modeling is an important approach for analyzing complex survey data using multi-stage sampling. However, estimation of multi-level models can be challenging when we combine several datasets with distinct hierarchies with…
There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…
With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…
Class imbalance and distributional differences in large datasets present significant challenges for classification tasks machine learning, often leading to biased models and poor predictive performance for minority classes. This work…