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The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Inferring information related to users enables to highly improve the quality of many mobile services. For example, knowing the demographic characteristics of a user allows a service to display more accurate information. According to the…

Social and Information Networks · Computer Science 2018-03-13 Arielle Moro , Benoît Garbinato , Valérie Chavez-Demoulin

Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends…

Artificial Intelligence · Computer Science 2016-08-19 Feras Saad , Vikash Mansinghka

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Methodology · Statistics 2020-01-09 Nilabja Guha , Veera Baladandayuthapani , Bani K. Mallick

Discrete Choice Modelling serves as a robust framework for modelling human choice behaviour across various disciplines. Building a choice model is a semi structured research process that involves a combination of a priori assumptions,…

Econometrics · Economics 2025-06-09 Gabriel Nova , Sander van Cranenburgh , Stephane Hess

One of the most crucial yet challenging tasks for autonomous vehicles in urban environments is predicting the future behaviour of nearby pedestrians, especially at points of crossing. Predicting behaviour depends on many social and…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Tiffany Yau , Saber Malekmohammadi , Amir Rasouli , Peter Lakner , Mohsen Rohani , Jun Luo

Joint models of longitudinal and event-time data have been extensively studied and applied in many different fields. Estimation of joint models is challenging, most present procedures are computational expensive and have a strict…

Methodology · Statistics 2018-09-05 Yanqiao Zheng , Xiaobing Zhao , Xiaoqi Zhang

We develop a non-parametric multivariate time series model that remains agnostic on the precise relationship between a (possibly) large set of macroeconomic time series and their lagged values. The main building block of our model is a…

Econometrics · Economics 2022-11-07 Niko Hauzenberger , Florian Huber , Massimiliano Marcellino , Nico Petz

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

Alzheimer's disease (AD) is characterized by a sequence of pathological changes, which are commonly assessed in vivo using MRI and PET. Currently, the most approaches to analyze statistical associations between brain regions rely on Pearson…

Neurons and Cognition · Quantitative Biology 2020-03-30 Martin Dyrba , Reza Mohammadi , Michel J. Grothe , Thomas Kirste , Stefan J. Teipel

Probabilistic models are often used to make predictions in regions of the data space where no observations are available, but it is not always clear whether such predictions are well-informed by previously seen data. In this paper, we…

Machine Learning · Statistics 2026-02-24 Kurt Butler , Guanchao Feng , Tong Chen , Petar Djuric

To validate the safety of automated vehicles (AV), scenario-based testing aims to systematically describe driving scenarios an AV might encounter. In this process, continuous inputs such as velocities result in an infinite number of…

Machine Learning · Computer Science 2022-12-08 Max Winkelmann , Mike Kohlhoff , Hadj Hamma Tadjine , Steffen Müller

Multi-agent-based simulations (MABS) of electric vehicle (EV) home charging ecosystems generate large, complex, and stochastic time-series datasets that capture interactions between households, grid infrastructure, and energy markets. These…

Multiagent Systems · Computer Science 2025-06-26 Kristoffer Christensen , Bo Nørregaard Jørgensen , Zheng Grace Ma

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

In this paper, we introduce a suite of models for price-aware automated market making platforms willing to optimize their quotes. These models incorporate advanced price dynamics, including stochastic volatility, jumps, and microstructural…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Philippe Bergault , Louis Bertucci , David Bouba , Olivier Guéant , Julien Guilbert

Predicting dynamic behaviors is one of the goals of science in general as well as essential to many specific applications of human knowledge to real world systems. Here we introduce an analytic approach using the sigmoid growth curve to…

The behavior of pedestrians shows certain regularities, which can be described by quantitative (partly stochastic) models. The models are based on the behavior of individual pedestrians, which depends on the pedestrian intentions and on the…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

Tasks in Predictive Business Process Monitoring (PBPM), such as Next Activity Prediction, focus on generating useful business predictions from historical case logs. Recently, Deep Learning methods, particularly sequence-to-sequence models…

Machine Learning · Computer Science 2025-03-25 Shahaf Bassan , Shlomit Gur , Sergey Zeltyn , Konstantinos Mavrogiorgos , Ron Eliav , Dimosthenis Kyriazis

Computational models providing accurate estimates of their uncertainty are crucial for risk management associated with decision making in healthcare contexts. This is especially true since many state-of-the-art systems are trained using the…

Machine Learning · Computer Science 2022-06-09 Hongshu Liu , Nabeel Seedat , Julia Ive