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We propose an online algorithm for tracking a multidimensional time-varying parameter of a time series, which is also allowed to be a predictable process with respect to the underlying time series. The algorithm is driven by a gain…

Statistics Theory · Mathematics 2013-11-15 Eduard Belitser , Paulo Serra

We propose an analysis of heart rate marathon runners implemented by computing a multifractal spectrum based on p-exponents. We draw physiological conclusions about their performance. Finally, we link this analysis with the disturbances of…

Biological Physics · Physics 2022-06-24 Guillaume Saës , Wejdene Ben Nasr , Stéphane Jaffard , Florent Palacin , Véronique Billat

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

This work focuses on the setting of dynamic regret in the context of online learning with full information. In particular, we analyze regret bounds with respect to the temporal variability of the loss functions. By assuming that the…

Machine Learning · Computer Science 2021-02-16 Nicolò Campolongo , Francesco Orabona

In this paper, we propose a metric on the space of finite sets of trajectories for assessing multi-target tracking algorithms in a mathematically sound way. The main use of the metric is to compare estimates of trajectories from different…

Computer Vision and Pattern Recognition · Computer Science 2020-09-15 Ángel F. García-Fernández , Abu Sajana Rahmathullah , Lennart Svensson

Gait event detection of the initial contact and toe off is essential for running gait analysis, allowing the derivation of parameters such as stance time. Heuristic-based methods exist to estimate these key gait events from tibial…

Machine Learning · Computer Science 2020-12-15 Pieter Robberechts , Rud Derie , Pieter Van den Berghe , Joeri Gerlo , Dirk De Clercq , Veerle Segers , Jesse Davis

While significant progress has been made in designing algorithms that minimize regret in online decision-making, real-world scenarios often introduce additional complexities, perhaps the most challenging of which is missing outcomes.…

Machine Learning · Statistics 2024-11-11 Ilia Mahrooghi , Mahshad Moradi , Sina Akbari , Negar Kiyavash

Automated hyperparameter tuning aspires to facilitate the application of machine learning for non-experts. In the literature, different optimization approaches are applied for that purpose. This paper investigates the performance of…

Machine Learning · Computer Science 2019-04-16 Mischa Schmidt , Shahd Safarani , Julia Gastinger , Tobias Jacobs , Sebastien Nicolas , Anett Schülke

Crossover and mutation are the two main operators that lead to new solutions in evolutionary approaches. In this article, a new method of performing the crossover phase is presented. The problem of choice is evolutionary decision tree…

Neural and Evolutionary Computing · Computer Science 2021-05-11 Maciej Świechowski

The running-time analysis of evolutionary combinatorial optimization is a fundamental topic in evolutionary computation. However, theoretical results regarding the $(\mu+\lambda)$ evolutionary algorithm (EA) for combinatorial optimization…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Min Huang , Pengxiang Chen , Han Huang , Tongli He , Yushan Zhang , Zhifeng Hao

Dynamic optimisation occurs in a variety of real-world problems. To tackle these problems, evolutionary algorithms have been extensively used due to their effectiveness and minimum design effort. However, for dynamic problems, extra…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Maryam Hasani Shoreh , Renato Hermoza Aragonés , Frank Neumann

Estimating and quantifying uncertainty in unknown system parameters from limited data remains a challenging inverse problem in a variety of real-world applications. While many approaches focus on estimating constant parameters, a subset of…

Methodology · Statistics 2023-05-09 Andrea Arnold

We propose a new method based on discrete Fourier analysis to analyze the time evolutionary algorithms spend on plateaus. This immediately gives a concise proof of the classic estimate of the expected runtime of the $(1+1)$ evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-01-30 Benjamin Doerr , Andrew James Kelley

Decisions made nowadays by Artificial Intelligence powered systems are usually hard for users to understand. One of the more important issues faced by developers is exposed as how to create more explainable Machine Learning models. In line…

Neural and Evolutionary Computing · Computer Science 2020-10-09 Iztok Fister , Iztok Fister

In this paper, we revisit the classic problem of run generation. Run generation is the first phase of external-memory sorting, where the objective is to scan through the data, reorder elements using a small buffer of size M , and output…

Data Structures and Algorithms · Computer Science 2015-04-27 Michael A. Bender , Samuel McCauley , Andrew McGregor , Shikha Singh , Hoa T. Vu

Evolutionary algorithms have been frequently used for dynamic optimization problems. With this paper, we contribute to the theoretical understanding of this research area. We present the first computational complexity analysis of…

Data Structures and Algorithms · Computer Science 2015-04-27 Frank Neumann , Carsten Witt

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

This paper investigates how often the popular configurations of Differential Evolution generate solutions outside the feasible domain. Following previous publications in the field, we argue that what the algorithm does with such solutions…

Neural and Evolutionary Computing · Computer Science 2022-01-19 Anna V. Kononova , Fabio Caraffini , Thomas Bäck

We propose a fair machine learning algorithm to model interpretable differences between observed and desired human decision-making, with the latter aimed at reducing disparity in a downstream outcome impacted by the human decision. Prior…

Machine Learning · Computer Science 2025-05-26 Pavan Ravishankar , Rushabh Shah , Daniel B. Neill

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green