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Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

Optimization and Control · Mathematics 2017-07-25 Peyman Mohajerin Esfahani , Soroosh Shafieezadeh-Abadeh , Grani Adiwena Hanasusanto , Daniel Kuhn

Empirical data on real complex systems are becoming increasingly available. Parallel to this is the need for new methods of reconstructing (inferring) the topology of networks from time-resolved observations of their node-dynamics. The…

Dynamical Systems · Mathematics 2019-09-16 Marc G. Leguia , Zoran Levnajic , Ljupco Todorovski , Bernard Zenko

The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Susanne Still

An important use of machine learning is to learn what people value. What posts or photos should a user be shown? Which jobs or activities would a person find rewarding? In each case, observations of people's past choices can inform our…

Artificial Intelligence · Computer Science 2015-12-21 Owain Evans , Andreas Stuhlmueller , Noah D. Goodman

Networks are models representing relationships between entities. Often these relationships are explicitly given, or we must learn a representation which generalizes and predicts observed behavior in underlying individual data (e.g.…

Social and Information Networks · Computer Science 2017-09-19 Ivan Brugere , Chris Kanich , Tanya Y. Berger-Wolf

In the studies of network structures, much attention has been devoted to developing approaches to reconstruct networks and predict missing links when edge-related information is given. However, such approaches are not applicable when we are…

Networking and Internet Architecture · Computer Science 2022-12-09 Junyao Kuang , Caterina Scoglio , Kristin Michel

Complex networks have been found to provide a good representation of the structure of knowledge, as understood in terms of discoverable concepts and their relationships. In this context, the discovery process can be modeled as agents…

Social and Information Networks · Computer Science 2017-09-07 Henrique F. de Arruda , Filipi N. Silva , Luciano da F. Costa , Diego R. Amancio

We propose a framework for the joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems from multi-trajectory data. This learning task is a challenging…

Machine Learning · Statistics 2026-02-05 Quanjun Lang , Xiong Wang , Fei Lu , Mauro Maggioni

Data quality is critical to Intelligent Transportation Systems (ITS), as complete and accurate traffic data underpin reliable decision-making in traffic control and management. Recent advances in low-rank tensor recovery algorithms have…

Machine Learning · Computer Science 2025-11-04 Yiyang Yang , Xiejian Chi , Shanxing Gao , Kaidong Wang , Yao Wang

Many relationships requiring mutual agreement between pairs of actors produce observable networks that are symmetric and undirected. Nevertheless the unobserved, asymmetric network is often of primary scientific interest. We propose a…

Methodology · Statistics 2019-04-03 Arturas Rozenas , Shahryar Minhas , John Ahlquist

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

A challenging problem in complex networks is the network reconstruction problem from data. This work deals with a class of networks denoted as conserved networks, in which a flow associated with every edge and the flows are conserved at all…

Machine Learning · Computer Science 2020-04-14 Satya Jayadev P. , Shankar Narasimhan , Nirav Bhatt

Functional and effective networks inferred from time series are at the core of network neuroscience. Interpreting their properties requires inferred network models to reflect key underlying structural features; however, even a few spurious…

Neurons and Cognition · Quantitative Biology 2022-09-22 Leonardo Novelli , Joseph T. Lizier

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

Consider the following estimation problem: there are $n$ entities, each with an unknown parameter $p_i \in [0,1]$, and we observe $n$ independent random variables, $X_1,\ldots,X_n$, with $X_i \sim $ Binomial$(t, p_i)$. How accurately can…

Machine Learning · Computer Science 2017-11-23 Kevin Tian , Weihao Kong , Gregory Valiant

In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…

Optimization and Control · Mathematics 2011-11-10 Tansu Alpcan

Bayesian neural networks with latent variables are scalable and flexible probabilistic models: They account for uncertainty in the estimation of the network weights and, by making use of latent variables, can capture complex noise patterns…

Machine Learning · Statistics 2018-06-19 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher
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