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We provide the first information theoretic tight analysis for inference of latent community structure given a sparse graph along with high dimensional node covariates, correlated with the same latent communities. Our work bridges recent…
This paper demonstrates the advantages of sharing information about unknown features of covariates across multiple model components in various nonparametric regression problems including multivariate, heteroscedastic, and semi-continuous…
In classification and forecasting with tabular data, one often utilizes tree-based models. Those can be competitive with deep neural networks on tabular data and, under some conditions, explainable. The explainability depends on the depth…
Graphical model selection is a seemingly impossible task when many pairs of variables are never jointly observed; this requires inference of conditional dependencies with no observations of corresponding marginal dependencies. This…
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…
The dynamics of a rain forest is extremely complex involving births, deaths and growth of trees with complex interactions between trees, animals, climate, and environment. We consider the patterns of recruits (new trees) and dead trees…
We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood function of the Gaussian random field with a…
Low-rank tensor approximations have shown great potential for uncertainty quantification in high dimensions, for example, to build surrogate models that can be used to speed up large-scale inference problems (Eigel et al., Inverse Problems…
We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…
In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
We introduce a variational algorithm to simulate quantum many-body states based on a tree tensor network ansatz which releases the isometry constraint usually imposed by the real-space renormalization coarse-graining: This additional…
The decision tree recursively partitions the input space into regions and derives axis-aligned decision boundaries from data. Despite its simplicity and interpretability, decision trees lack parameterized representation, which makes it…
This paper proposes FREEtree, a tree-based method for high dimensional longitudinal data with correlated features. Popular machine learning approaches, like Random Forests, commonly used for variable selection do not perform well when there…
The goal of these lectures is to review some mathematical aspects of random tree models used in evolutionary biology to model gene trees or species trees. We start with stochastic models of tree shapes (finite trees without edge lengths),…
This paper develops on-line inference for the multivariate local level model, with the focus being placed on covariance estimation of the innovations. We assess the application of the inverse Wishart prior distribution in this context and…
Regression on manifolds, and, more broadly, statistics on manifolds, has garnered significant importance in recent years due to the vast number of applications for non Euclidean data. Circular data is a classic example, but so is data in…
Current work in lexical distributed representations maps each word to a point vector in low-dimensional space. Mapping instead to a density provides many interesting advantages, including better capturing uncertainty about a representation…
When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…