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Software is highly contextual. While there are cross-cutting `global' lessons, individual software projects exhibit many `local' properties. This data heterogeneity makes drawing local conclusions from global data dangerous. A key research…
We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…
Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…
We seek to extract a small number of representative scenarios from large panel data that are consistent with sample moments. Among two novel algorithms, the first identifies scenarios that have not been observed before, and comes with a…
With the rapid growth of Internet services, recommendation systems play a central role in delivering personalized content. Faced with massive user requests and complex model architectures, the key challenge for real-time recommendation…
Stochastic Kronecker graphs supply a parsimonious model for large sparse real world graphs. They can specify the distribution of a large random graph using only three or four parameters. Those parameters have however proved difficult to…
Adapting pretrained diffusion models to downstream objectives such as inverse problems often requires expensive test-time guidance or optimization. We propose a principled framework for generating high-quality reward-aligned samples at…
Modern applications have made ubiquitous high-dimensional data, especially time-dependent data, with more and more complicated structures, and it also has become more frequent to encounter the scenario of hierarchical relationships among…
We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…
Hierarchical forecasting methods have been widely used to support aligned decision-making by providing coherent forecasts at different aggregation levels. Traditional hierarchical forecasting approaches, such as the bottom-up and top-down…
In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…
In mortality modelling, cohort effects are often taken into consideration as they add insights about variations in mortality across different generations. Statistically speaking, models such as the Renshaw-Haberman model may provide a…
Hierarchical Bayesian models can be especially useful in precision medicine settings, where clinicians are interested in estimating the patient-level latent variables associated with an individual's current health state and its trajectory.…
COGARCH models are continuous time version of the well known GARCH models of financial returns. They are solution of a stochastic differential equation driven by a L\'evy process. The first aim of this paper is to show how the method of…
Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…
Dynamical models of cognition play an increasingly important role in driving theoretical and experimental research in psychology. Therefore, parameter estimation, model analysis and comparison of dynamical models are of essential…
The maximum likelihood estimation for a time-dependent nonstationary (NS) extreme value model is often too sensitive to influential observations, such as large values toward the end of a sample. Thus, alternative methods using L-moments…
Many techniques have been proposed to speedup the performance of classic Hough Transform. These techniques are primarily based on converting the voting procedure to a hierarchy based voting method. These methods use approximate…