Related papers: Application of a Second-order Stochastic Optimizat…

We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We…

Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Statistical learning (SL) includes methods that extract knowledge from complex data. SL methods beyond generalized linear models are being increasingly implemented in public health research and epidemiology because they can perform better…

The Particle Swarm Optimization (PSO) algorithm is developed for solving the Schaffer F6 function in fewer than 4000 function evaluations on a total of 30 runs. Four variations of the Full Model of Particle Swarm Optimization (PSO)…

Particle Swarm Optimization (PSO) is a popular nature-inspired meta-heuristic for solving continuous optimization problems. Although this technique is widely used, the understanding of the mechanisms that make swarms so successful is still…

Excess mortality, i.e. the difference between expected and observed mortality, is used to quantify the death toll of mortality shocks, such as infectious disease-related epidemics and pandemics. However, predictions of expected mortality…

In this paper we contribute a novel algorithm family, which generalizes many unsupervised techniques including unnormalized and energy models, and allows us to infer different statistical modalities (e.g. data likelihood and ratio between…

Filtering algorithms for high-dimensional nonlinear non-Gaussian partially observed stochastic processes provide access to the likelihood function and hence enable likelihood-based or Bayesian inference for this methodologically challenging…

As one of Bayesian analysis tools, Hidden Markov Model (HMM) has been used to in extensive applications. Most HMMs are solved by Baum-Welch algorithm (BWHMM) to predict the model parameters, which is difficult to find global optimal…

Stochastic gradients have been widely integrated into Langevin-based methods to improve their scalability and efficiency in solving large-scale sampling problems. However, the proximal sampler, which exhibits much faster convergence than…

Swarm based optimization algorithms have demonstrated remarkable success in solving complex optimization problems. However, their widespread adoption remains sceptical due to limited transparency in how different algorithmic components…

Epidemics are inherently stochastic, and stochastic models provide an appropriate way to describe and analyse such phenomena. Given temporal incidence data consisting of, for example, the number of new infections or removals in a given time…

In the crowded environment of bio-inspired population-based metaheuristics, the Salp Swarm Optimization (SSO) algorithm recently appeared and immediately gained a lot of momentum. Inspired by the peculiar spatial arrangement of salp…

Improving the alignment of language models with human preferences remains an active research challenge. Previous approaches have primarily utilized Reinforcement Learning from Human Feedback (RLHF) via online RL methods such as Proximal…

We introduce contextual stochastic bilevel optimization (CSBO) -- a stochastic bilevel optimization framework with the lower-level problem minimizing an expectation conditioned on some contextual information and the upper-level decision…

Disease mapping is the field of spatial epidemiology interested in estimating the spatial pattern in disease risk across $n$ areal units. One aim is to identify units exhibiting elevated disease risks, so that public health interventions…

Distributionally robust stochastic optimization (DRSO) is an approach to optimization under uncertainty in which, instead of assuming that there is a known true underlying probability distribution, one hedges against a chosen set of…

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

High-dimensional data sets have become ubiquitous in the past few decades, often with many more covariates than observations. In the frequentist setting, penalized likelihood methods are the most popular approach for variable selection and…

Financial forecasting is an estimation of future financial outcomes for a company, industry, country using historical internal accounting and sales data. We may predict the future outcome of BSE_SENSEX practically by some soft computing…