Related papers: TMB: Automatic Differentiation and Laplace Approxi…

Multivariate random effects with unstructured variance-covariance matrices of large dimensions, $q$, can be a major challenge to estimate. In this paper, we introduce a new implementation of a reduced-rank approach to fit large dimensional…

In Bayesian statistics, the marginal likelihood (ML) is the key ingredient needed for model comparison and model averaging. Unfortunately, estimating MLs accurately is notoriously difficult, especially for models where posterior simulation…

This paper discusses the implementation of a tactical network simulation tool. The tool is called Tactical Network Modeller (TNM). TNM uses some novel techniques to simplify the building of the network model using graph theory constrained…

This paper introduces an R package ForecastTB that can be used to compare the accuracy of different forecasting methods as related to the characteristics of a time series dataset. The ForecastTB is a plug-and-play structured module, and…

Temporal point process (TPP) models combined with recurrent neural networks provide a powerful framework for modeling continuous-time event data. While such models are flexible, they are inherently sequential and therefore cannot benefit…

Model agnostic meta-learning (MAML) is a popular state-of-the-art meta-learning algorithm that provides good weight initialization of a model given a variety of learning tasks. The model initialized by provided weight can be fine-tuned to…

Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bayesian Computation (ABC) is devoted to these complex…

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

This paper proposes a task-oriented model predictive control (ToMPC) framework for safe and efficient robotic manipulation in open workspaces. The framework unifies collision-free motion and robot-environment interaction to address diverse…

The R package merlin performs flexible joint modelling of hierarchical multi-outcome data. Increasingly, multiple longitudinal biomarker measurements, possibly censored time-to-event outcomes and baseline characteristics are available.…

Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear expectation, we consider a linear regression model where the…

The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…

Random permutation is observed to be powerful for optimization algorithms: for multi-block ADMM (alternating direction method of multipliers), while the classical cyclic version divergence, the randomly permuted version converges in…

Black-box deep neural networks excel in text classification, yet their application in high-stakes domains is hindered by their lack of interpretability. To address this, we propose Text Bottleneck Models (TBM), an intrinsically…

The interest in combining model-based control approaches with diffusion models has been growing. Although we have seen many impressive robotic control results in difficult tasks, the performance of diffusion models is highly sensitive to…

In this paper, we present a new idea for Transfer Learning (TL) based on Gibbs Sampling. Gibbs sampling is an algorithm in which instances are likely to transfer to a new state with a higher possibility with respect to a probability…

The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used for nonparametric tests and estimation. Recently, it has also been studied as an objective function for parametric estimation, as it has been shown to yield robust…

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…

We present a machine learning (ML)-assisted framework bridging manifold learning, neural networks, Gaussian processes, and Equation-Free multiscale modeling, for (a) detecting tipping points in the emergent behavior of complex systems, and…

The use of Bayesian adaptive designs for randomised controlled trials has been hindered by the lack of software readily available to statisticians. We have developed a new software package (Bayesian Adaptive Trials Simulator Software -…