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To improve the identification of potential anomaly patterns in complex user behavior, this paper proposes an anomaly detection method based on a deep mixture density network. The method constructs a Gaussian mixture model parameterized by a…

Machine Learning · Computer Science 2025-05-20 Lu Dai , Wenxuan Zhu , Xuehui Quan , Renzi Meng , Sheng Chai , Yichen Wang

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

In this paper we revisit the weighted likelihood bootstrap, a method that generates samples from an approximate Bayesian posterior of a parametric model. We show that the same method can be derived, without approximation, under a Bayesian…

Methodology · Statistics 2018-05-23 Simon Lyddon , Chris Holmes , Stephen Walker

Astroparticle experiments such as IceCube or MAGIC require a deconvolution of their measured data with respect to the response function of the detector to provide the distributions of interest, e.g. energy spectra. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2016-07-26 Sabrina Einecke , Katharina Proksch , Nicolai Bissantz , Fabian Clevermann , Wolfgang Rhode

The wild bootstrap is a popular resampling method in the context of time-to-event data analyses. Previous works established the large sample properties of it for applications to different estimators and test statistics. It can be used to…

Methodology · Statistics 2023-10-27 Marina T. Dietrich , Dennis Dobler , Mathisca C. M. de Gunst

We provide new theoretical results in the field of inverse regression methods for dimension reduction. Our approach is based on the study of some empirical processes that lie close to a certain dimension reduction subspace, called the…

Statistics Theory · Mathematics 2015-06-02 François Portier

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric,…

Numerical Analysis · Computer Science 2010-12-13 Greg Kochanski , Burton S. Rosner

In a broad and fundamental type of ''inverse problems'' in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field…

Methodology · Statistics 2014-09-09 Zepu Zhang

Most approaches to dense anomaly detection rely on generative modeling or on discriminative methods that train with negative data. We consider a recent hybrid method that optimizes the same shared representation according to cross-entropy…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Anja Delić , Matej Grcić , Siniša Šegvić

Recently, deep learning approaches for MR motion artifact correction have been extensively studied. Although these approaches have shown high performance and reduced computational complexity compared to classical methods, most of them…

Computer Vision and Pattern Recognition · Computer Science 2020-11-13 Gyutaek Oh , Jeong Eun Lee , Jong Chul Ye

This paper proposes parametric and non-parametric hypothesis testing algorithms for detecting anisotropy -- rotational variance of the covariance function in random fields. Both algorithms are based on resampling mechanisms, which enable…

Methodology · Statistics 2021-06-08 Assaf Rabinowicz , Saharon Rosset

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Machine Learning · Computer Science 2023-05-08 Michael A Kouritzin , Stephen Styles , Beatrice-Helen Vritsiou

The fate of scientific hypotheses often relies on the ability of a computational model to explain the data, quantified in modern statistical approaches by the likelihood function. The log-likelihood is the key element for parameter…

Machine Learning · Computer Science 2021-01-27 Bas van Opheusden , Luigi Acerbi , Wei Ji Ma

From biological organs to soft robotics, highly deformable materials are essential components of natural and engineered systems. These highly deformable materials can have heterogeneous material properties, and can experience heterogeneous…

Machine Learning · Computer Science 2023-08-31 Quan Nguyen , Emma Lejeune

Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

Assessing sampling uncertainty in extremum estimation can be challenging when the asymptotic variance is not analytically tractable. Bootstrap inference offers a feasible solution but can be computationally costly especially when the model…

Econometrics · Economics 2020-09-15 Jean-Jacques Forneron , Serena Ng

Class imbalance presents a major hurdle in the application of data mining methods. A common practice to deal with it is to create ensembles of classifiers that learn from resampled balanced data. For example, bagged decision trees combined…

Machine Learning · Computer Science 2017-06-21 Guillem Collell , Drazen Prelec , Kaustubh Patil

In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…

Statistics Theory · Mathematics 2017-10-23 Nazar Buzun , Valeriy Avanesov