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The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…

Methodology · Statistics 2019-07-22 Chen Gong , David S. Stoffer

Retrieval-Augmented Generation (RAG) systems rely critically on the retriever module to surface relevant context for large language models. Although numerous retrievers have recently been proposed, each built on different ranking principles…

Information Retrieval · Computer Science 2026-02-26 Wenqing Zheng , Dmitri Kalaev , Noah Fatsi , Daniel Barcklow , Owen Reinert , Igor Melnyk , Senthil Kumar , C. Bayan Bruss

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

This work proposes a novel method through which local information about the target density can be used to construct an efficient importance sampler. The backbone of the proposed method is the Incremental Mixture Importance Sampling (IMIS)…

Computation · Statistics 2016-11-22 Matteo Fasiolo , Flávio Eler de Melo , Simon Maskell

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

Language Models (LMs) have been widely used in recommender systems to incorporate textual information of items into item IDs, leveraging their advanced language understanding and generation capabilities. Recently, generative recommender…

Information Retrieval · Computer Science 2026-04-28 Tongyoung Kim , Soojin Yoon , SeongKu Kang , Jinyoung Yeo , Dongha Lee

The brms package allows R users to easily specify a wide range of Bayesian single-level and multilevel models, which are fitted with the probabilistic programming language Stan behind the scenes. Several response distributions are…

Computation · Statistics 2017-10-17 Paul-Christian Bürkner

Recent large language models (LLMs) have demonstrated remarkable prediction performance for a growing array of tasks. However, their proliferation into high-stakes domains (e.g. medicine) and compute-limited settings has created a…

Artificial Intelligence · Computer Science 2023-12-05 Chandan Singh , Armin Askari , Rich Caruana , Jianfeng Gao

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…

Computation · Statistics 2019-03-19 Aliaksandr Hubin , Geir Storvik

Structured additive regression provides a general framework for complex Gaussian and non-Gaussian regression models, with predictors comprising arbitrary combinations of nonlinear functions and surfaces, spatial effects, varying…

Methodology · Statistics 2015-03-19 Fabian Scheipl , Ludwig Fahrmeir , Thomas Kneib

Despite Retrieval-Augmented Generation (RAG) showing promising capability in leveraging external knowledge, a comprehensive evaluation of RAG systems is still challenging due to the modular nature of RAG, evaluation of long-form responses…

Graphical models are a powerful tool in modelling and analysing complex biological associations in high-dimensional data. The R-package netgwas implements the recent methodological development on copula graphical models to (i) construct…

Applications · Statistics 2023-01-27 Pariya Behrouzi , Danny Arends , Ernst C. Wit

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

The trade-off between interpretability and accuracy remains a core challenge in machine learning. Standard Generalized Additive Models (GAMs) offer clear feature attributions but are often constrained by their strictly additive nature,…

Machine Learning · Computer Science 2026-02-12 Guangzhi Xiong , Sanchit Sinha , Aidong Zhang

Due to their flexibility and superior performance, machine learning models frequently complement and outperform traditional statistical survival models. However, their widespread adoption is hindered by a lack of user-friendly tools to…

The Gaussian Process Convolution Model (GPCM; Tobar et al., 2015a) is a model for signals with complex spectral structure. A significant limitation of the GPCM is that it assumes a rapidly decaying spectrum: it can only model smooth…

Machine Learning · Statistics 2022-04-15 Wessel P. Bruinsma , Martin Tegnér , Richard E. Turner

Synthetic data is useful only when the added samples fill missing parts of the training distribution that matter for the downstream task. We introduce LiBaGS, a lightweight, generator-agnostic method for targeted synthetic training data…

Machine Learning · Computer Science 2026-05-14 Abhishek Moturu , Anna Goldenberg , Babak Taati

The empirical Bayes normal means (EBNM) model is important to many areas of statistics, including (but not limited to) multiple testing, wavelet denoising, and gene expression analysis. There are several existing software packages that can…

Computation · Statistics 2024-04-02 Jason Willwerscheid , Peter Carbonetto , Matthew Stephens

Complex software-driven systems often interleave distributed, concurrent computation processes with physical interactions with the environment. Developing these systems more efficiently and safely can be achieved by employing actionable,…

Software Engineering · Computer Science 2025-11-20 Hiep Hong Trinh , Federico Ciccozzi , Abu Naser Masud , Marjan Sirjani , Mikael Sjödin

In retrieval augmented generation (RAG) systems, each individual component -- the LLM, embedder, and corpus -- could introduce biases in the form of skews towards outputting certain perspectives or identities. In this work, we study the…

Computation and Language · Computer Science 2025-02-25 Taeyoun Kim , Jacob Springer , Aditi Raghunathan , Maarten Sap