Related papers: The Plateau Problem in the Heteroskedastic Probit …
Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…
In the paper, several concrete examples, as well as their numerical simulations, are given to show that parameter identification based on the so-called adaptive synchronization techniques might be failed if those functions with parameters…
Many physical phenomena are modeled as stochastic searchers looking for targets. In these models, the probability that a searcher finds a particular target, its so-called hitting probability, is often of considerable interest. In this work…
This paper studies parametric bootstrap methods for network data, with the goal of quantifying the uncertainty of network statistics of interest. While existing network resampling methods primarily focus on count statistics under…
We investigate the performance of the empirical median for location estimation in heteroscedastic settings. Specifically, we consider independent symmetric real-valued random variables that share a common but unknown location parameter…
The problem of detecting anomalies in multiple processes is considered. We consider a composite hypothesis case, in which the measurements drawn when observing a process follow a common distribution with an unknown parameter (vector), whose…
Beam search is widely used for approximate decoding in structured prediction problems. Models often use a beam at test time but ignore its existence at train time, and therefore do not explicitly learn how to use the beam. We develop an…
Constrained Optimum Path (COP) problems appear in many real-life applications, especially on communication networks. Some of these problems have been considered and solved by specific techniques which are usually difficult to extend. In…
Hyperparameter optimization in machine learning is often achieved using naive techniques that only lead to an approximate set of hyperparameters. Although techniques such as Bayesian optimization perform an intelligent search on a given…
Local learning methods are a popular class of machine learning algorithms. The basic idea for the entire cadre is to choose some non-local model family, to train many of them on small sections of neighboring data, and then to `stitch' the…
Brittle optimization has been observed to adversely impact model likelihoods for regression and VAEs when simultaneously fitting neural network mappings from a (random) variable onto the mean and variance of a dependent Gaussian variable.…
In this research a continuous model for resource allocations in a queuing system is considered and a local prediction on the system behavior is developed. As a result we obtain a set of possible cases, some of which lead to quite clear…
Previous studies have used a specific success metric within an algorithmic search framework to prove machine learning impossibility results. However, this specific success metric prevents us from applying these results on other forms of…
In model-based reinforcement learning, planning with an imperfect model of the environment has the potential to harm learning progress. But even when a model is imperfect, it may still contain information that is useful for planning. In…
As technology scaling is approaching the physical limit, lithography hotspot detection has become an essential task in design for manufacturability. While the deployment of pattern matching or machine learning in hotspot detection can help…
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…
This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for…
Model selection is a central task in statistics, but standard methods are not robust in misspecified settings where the true data-generating process (DGP) is not in the set of candidate models. The key limitation is that existing methods --…
Surrogate Optimization (SO) algorithms have shown promise for optimizing expensive black-box functions. However, their performance is heavily influenced by hyperparameters related to sampling and surrogate fitting, which poses a challenge…
ProbLog is a state-of-art combination of logic programming and probabilities; in particular ProbLog offers parameter learning through a variant of the EM algorithm. However, the resulting learning algorithm is rather slow, even when the…