Related papers: TMB: Automatic Differentiation and Laplace Approxi…

Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…

Recently proposed generative models for discrete data, such as Masked Diffusion Models (MDMs), exploit conditional independence approximations to reduce the computational cost of popular Auto-Regressive Models (ARMs), at the price of some…

In a tie-breaker design (TBD), subjects with high values of a running variable are given some (usually desirable) treatment, subjects with low values are not, and subjects in the middle are randomized. TBDs are intermediate between…

Model ensembling is a well-established technique for improving the performance of machine learning models. Conventionally, this involves averaging the output distributions of multiple models and selecting the most probable label. This idea…

Continuous Time Random Maxima (CTRM) are a generalization of classical extreme value theory: Instead of observing random events at regular intervals in time, the waiting times between the events are also random variables with arbitrary…

This paper proposes a smooth-trajectory estimator for the labelled multi-Bernoulli (LMB) filter by exploiting the special structure of the generalised labelled multi-Bernoulli (GLMB) filter. We devise a simple and intuitive approach to…

High-level autonomy requires discrete and continuous reasoning to decide both what actions to take and how to execute them. Integrated Task and Motion Planning (TMP) algorithms solve these hybrid problems jointly to consider constraints…

Stochastic programming is often challenged by epistemic uncertainty, where critical probability distributions are poorly characterized or unknown due to a lack of data. To address this, we pioneer a novel framework for stochastic…

A vital problem in solving classification or regression problem is to apply feature engineering and variable selection on data before fed into models.One of a most popular feature engineering method is to discretisize continous variable…

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

Contemporary empirical applications frequently require flexible regression models for complex response types and large tabular or non-tabular, including image or text, data. Classical regression models either break down under the…

Task and Motion Planning (TAMP) algorithms can generate plans that combine logic and motion aspects for robots. However, these plans are sensitive to interference and control errors. To make TAMP more applicable in real-world, we propose…

A C library for random number generation, Randompack, is presented. The library implements several modern random number generators (engines), including xoshiro256, PCG64, Philox, ranlux++, and sfc64; 14 continuous distributions including…

Restricted Boltzmann machines (RBMs) are powerful machine learning models, but learning and some kinds of inference in the model require sampling-based approximations, which, in classical digital computers, are implemented using expensive…

We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and…

In this article, we introduce the BNPqte R package which implements the Bayesian nonparametric approach of Xu, Daniels and Winterstein (2018) for estimating quantile treatment effects in observational studies. This approach provides…

Thompson sampling (TS) is a popular heuristic for action selection, but it requires sampling from a posterior distribution. Unfortunately, this can become computationally intractable in complex environments, such as those modeled using…

Existing pre-trained language models (PLMs) are often computationally expensive in inference, making them impractical in various resource-limited real-world applications. To address this issue, we propose a dynamic token reduction approach…

The AMIDST Toolbox is a software for scalable probabilistic machine learning with a spe- cial focus on (massive) streaming data. The toolbox supports a flexible modeling language based on probabilistic graphical models with latent variables…