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Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

Data-driven approaches which aim to identify and predict player engagement are becoming increasingly popular in games industry contexts. This is due to the growing practice of tracking and storing large volumes of in-game telemetries…

Machine Learning · Computer Science 2019-08-22 Valerio Bonometti , Charles Ringer , Mark Hall , Alex R. Wade , Anders Drachen

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic…

Applications · Statistics 2017-06-01 Robert R. Richardson , Michael A. Osborne , David A. Howey

Understanding large-scale patterns in student course enrollment is a problem of great interest to university administrators and educational researchers. Yet important decisions are often made without a good quantitative framework of the…

Machine Learning · Computer Science 2019-06-03 Nate Gruver , Ali Malik , Brahm Capoor , Chris Piech , Mitchell L. Stevens , Andreas Paepcke

In this paper, we address the "black-box" problem in predictive process analytics by building interpretable models that are capable to inform both what and why is a prediction. Predictive process analytics is a newly emerged discipline…

Machine Learning · Computer Science 2022-04-26 Bemali Wickramanayake , Zhipeng He , Chun Ouyang , Catarina Moreira , Yue Xu , Renuka Sindhgatta

Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…

Machine Learning · Computer Science 2024-03-20 Yuxin Chang , Alex Boyd , Padhraic Smyth

In this study, we utilize Gaussian processes, probabilistic neural network, natural gradient boosting, and quantile regression augmented gradient boosting to model lead times of laser manufacturing processes. We introduce probabilistic…

Machine Learning · Computer Science 2022-06-30 Recep Yusuf Bekci , Yacine Mahdid , Jinling Xing , Nikita Letov , Ying Zhang , Zahid Pasha

The importance of unspanned macroeconomic variables for Dynamic Term Structure Models has been intensively discussed in the literature. To our best knowledge the earlier studies considered only linear interactions between the economy and…

The digital economy implements complex incentive systems to retain users through point redemption. Understanding user behavior in such complex incentive structures presents a fundamental challenge, especially in estimating the value of…

Computers and Society · Computer Science 2025-09-19 Akira Matsui , Takashi Teramoto , Eiji Motohashi , Hiroyuki Tsurumi

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari

Predicting a customer's propensity-to-pay at an early point in the revenue cycle can provide organisations many opportunities to improve the customer experience, reduce hardship and reduce the risk of impaired cash flow and occurrence of…

Machine Learning · Computer Science 2025-05-28 Md Abul Bashar , Astin-Walmsley Kieren , Heath Kerina , Richi Nayak

Estimation of the response probability distributions of computer simulators in the presence of randomness is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge,…

Computation · Statistics 2024-09-04 Chao Dang , Marcos A. Valdebenito , Nataly A. Manque , Jun Xu , Matthias G. R. Faes

We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

Econometrics · Economics 2025-09-08 Tony Chernis , Niko Hauzenberger , Haroon Mumtaz , Michael Pfarrhofer

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated…

Mathematical Finance · Quantitative Finance 2023-07-26 Reza Hosseini , Samin Tajik , Zahra Koohi Lai , Tayeb Jamali , Emmanuel Haven , G. Reza Jafari

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

We consider time-series forecasting problems where data is scarce, difficult to gather, or induces a prohibitive computational cost. As a first attempt, we focus on short-term electricity consumption in France, which is of strategic…

Machine Learning · Computer Science 2024-09-11 Chloé Hashimoto-Cullen , Benjamin Guedj