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Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

An approach is presented for making predictions about functional time series. The method is applied to data coming from periodically correlated processes and electricity demand, obtaining accurate point forecasts and narrow prediction bands…

Methodology · Statistics 2018-06-29 Antonio Elías , Raúl Jiménez

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Analysis of PDEs · Mathematics 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

Samples of dynamic or time-varying networks and other random object data such as time-varying probability distributions are increasingly encountered in modern data analysis. Common methods for time-varying data such as functional data…

Methodology · Statistics 2024-07-23 Paromita Dubey , Hans-Georg Müller

Fixed tree topologies are widely used in phylodynamic analyses to reduce computational burden, yet the consequences of this assumption remain insufficiently understood. Here, we systematically assess the impact of various fixed-topology…

Populations and Evolution · Quantitative Biology 2025-12-01 Mathieu Fourment , Jiansi Gao , Marc A Suchard , Frederick A Matsen

When partitioning workflows in realistic scenarios, the knowledge of the processing units is often vague or unknown. A naive approach to addressing this issue is to perform many controlled experiments for different workloads, each…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-03 Freddy C. Chua , Bernardo A. Huberman

The first part of this paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In…

Optimization and Control · Mathematics 2016-01-01 Robert Baier , Thuy Thi Thien Le

The regression discontinuity design (RDD) is a quasi-experimental design that can be used to identify and estimate the causal effect of a treatment using observational data. In an RDD, a pre-specified rule is used for treatment assignment,…

Methodology · Statistics 2016-01-05 Panayiota Constantinou , Aidan G. O'Keeffe

A key fact in the theory of Boolean functions $f : \{0,1\}^n \to \{0,1\}$ is that they often undergo sharp thresholds. For example: if the function $f : \{0,1\}^n \to \{0,1\}$ is monotone and symmetric under a transitive action with…

Combinatorics · Mathematics 2010-11-17 Gil Kalai , Elchanan Mossel

We present a loss function for neural networks that encompasses an idea of trivial versus non-trivial predictions, such that the network jointly determines its own prediction goals and learns to satisfy them. This permits the network to…

Artificial Intelligence · Computer Science 2016-12-15 Nicholas Guttenberg , Martin Biehl , Ryota Kanai

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Determining functionals are tools to describe the finite dimensional long-term dynamics of infinite dimensional dynamical systems. There also exist several applications to infinite dimensional {\em random} dynamical systems. In these…

Dynamical Systems · Mathematics 2016-08-16 Igor Chueshov , Jinqiao Duan , Björn Schmalfuß

Drift theory is an intuitive tool for reasoning about random processes: It allows turning expected stepwise changes into expected first-hitting times. While drift theory is used extensively by the community studying randomized search…

Probability · Mathematics 2023-07-07 Andreas Göbel , Timo Kötzing , Martin S. Krejca

Research on asymptotic model selection in the context of stochastic differential equations (SDEs) is almost non-existent in the literature. In particular, when a collection of SDEs is considered, the problem of asymptotic model selection…

Statistics Theory · Mathematics 2018-04-18 Trisha Maitra , Sourabh Bhattacharya

Relational query optimisers rely on cost models to choose between different query execution plans. Selectivity estimates are known to be a crucial input to the cost model. In practice, standard selectivity estimation procedures are prone to…

Databases · Computer Science 2020-09-22 Max Halford , Philippe Saint-Pierre , Franck Morvan

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Nowadays, deep learning is the standard approach for a wide range of problems, including biometrics, such as face recognition and speech recognition, etc. Biometric problems often use deep learning models to extract features from images,…

Computer Vision and Pattern Recognition · Computer Science 2022-02-14 Pedro Silva , Gladston Moreira , Vander Freitas , Rodrigo Silva , David Menotti , Eduardo Luz

The main result of this paper is a semi-analytic approximation for the chord distribution functions of three-dimensional models of microstructure derived from Gaussian random fields. In the simplest case the chord functions are equivalent…

Disordered Systems and Neural Networks · Physics 2009-10-31 Anthony Roberts , S. Torquato

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju