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Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

In characterization of quantum systems, adapting measurement settings based on data while it is collected can generally outperform in efficiency conventional measurements that are carried out independently of data. The existing methods for…

Quantum Physics · Physics 2016-11-21 Markku P. V. Stenberg , Frank K. Wilhelm

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

We consider the Einstein-Maxwell-fluid constraint equations, and make use of the conformal method to construct and parametrize constant-mean-curvature hyperboloidal initial data sets that satisfy the shear-free condition. This condition is…

Differential Geometry · Mathematics 2016-05-25 Paul T. Allen , James Isenberg , John M. Lee , Iva Stavrov Allen

We propose a modification of a maximum likelihood procedure for tuning parameter values in models, based upon the comparison of their output to field data. Our methodology, which uses polynomial approximations of the sample space to…

Data Analysis, Statistics and Probability · Physics 2013-07-03 Nusret Balci , Juan M. Restrepo , Shankar C. Venkataramani

Anomalies in time-series data give essential and often actionable information in many applications. In this paper we consider a model-free anomaly detection method for univariate time-series which adapts to non-stationarity in the data…

Machine Learning · Statistics 2017-06-13 Vladislav Ishimtsev , Ivan Nazarov , Alexander Bernstein , Evgeny Burnaev

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…

Methodology · Statistics 2022-04-20 Yichi Zhang , Weining Shen , Dehan Kong

A general method to determine covariant Lyapunov vectors in both discrete- and continuous-time dynamical systems is introduced. This allows to address fundamental questions such as the degree of hyperbolicity, which can be quantified in…

Chaotic Dynamics · Physics 2009-11-13 F. Ginelli , P. Poggi , A. Turchi , H. Chaté , R. Livi , A. Politi

This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Douglas R. Frey

In this paper, a systematic approach is developed to embed the dynamical description of a nonlinear system into a linear parameter-varying (LPV) system representation. Initially, the nonlinear functions in the model representation are…

Systems and Control · Electrical Eng. & Systems 2020-11-09 Arash Sadeghzadeh , Roland Toth

We consider the task of lossy compression of high-dimensional vectors through quantization. We propose the approach that learns quantization parameters by minimizing the distortion of scalar products and squared distances between pairs of…

Computer Vision and Pattern Recognition · Computer Science 2016-06-07 Artem Babenko , Relja Arandjelović , Victor Lempitsky

Pseudo-variograms appear naturally in the context of multivariate Brown-Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give a necessary and sufficient criterion for a matrix-valued…

Statistics Theory · Mathematics 2021-12-07 Christopher Dörr , Martin Schlather

To do dimensionality reduction on the datasets with outliers, the $\ell_1$-norm principal component analysis (L1-PCA) as a typical robust alternative of the conventional PCA has enjoyed great popularity over the past years. In this work, we…

Optimization and Control · Mathematics 2022-10-27 Taoli Zheng , Peng Wang , Anthony Man-Cho So

Structural models that admit multiple reduced forms, such as game-theoretic models with multiple equilibria, pose challenges in practice, especially when parameters are set-identified and the identified set is large. In such cases,…

Econometrics · Economics 2021-01-29 Nathan Canen , Kyungchul Song

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Gaussian covariance graph model is a popular model in revealing underlying dependency structures among random variables. A Bayesian approach to the estimation of covariance structures uses priors that force zeros on some off-diagonal…

Methodology · Statistics 2021-12-07 Bongjung Sung , Jaeyong Lee

Covariate adjustment is an important tool in the analysis of randomized clinical trials and observational studies. It can be used to increase efficiency and thus power, and to reduce possible bias. While most statistical tests in randomized…

Methodology · Statistics 2011-08-03 Xiaoru Wu , Zhiliang Ying

Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…

Statistical Mechanics · Physics 2023-11-28 Yifan Cai , Tao Wang , Liu Zhao

This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…

Optimization and Control · Mathematics 2008-09-23 Jesper Carlsson