Related papers: Linear models for systematics and nuisances
We consider functional data which are measured on a discrete set of observation points. Often such data are measured with additional noise. We explore in this paper the factor structure underlying this type of data. We show that the latent…
We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal…
Systems exhibiting nonlinear dynamics, including but not limited to chaos, are ubiquitous across Earth Sciences such as Meteorology, Hydrology, Climate and Ecology, as well as Biology such as neural and cardiac processes. However, System…
Air pollution is a great concern because of its impact on human health and on the environment. Statistical models play an important role in improving knowledge of this complex spatio-temporal phenomenon and in supporting public agencies and…
Studying the rapid variability of many astronomical objects is key to understanding the underlying processes at play. However, a combination of limited telescope availability, viewing constraints, and the unpredictable nature of many…
This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…
Line charts surface many features in time series data, from trends to periodicity to peaks and valleys. However, not every potentially important feature in the data may correspond to a visual feature which readers can detect or prioritize.…
Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…
Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…
We consider the inverse problem of retrieving aerosol extinction coefficients from Raman lidar measurements. In this problem the unknown and the data are related through the exponential of a linear operator, the unknown is non-negative and…
This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…
Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…
Structural equation models are multivariate statistical models that are defined by specifying noisy functional relationships among random variables. We consider the classical case of linear relationships and additive Gaussian noise terms.…
We have analyzed the interplay between noise and periodic spatial modulations in bistable systems outside equilibrium and found that noise is able to increase the spatial order of the system, giving rise to periodic patterns which otherwise…
In this paper, we focus on the following testing problem: assume that we are given observations of a real-valued signal along the grid $0,1,\ldots,N-1$, corrupted by white Gaussian noise. We want to distinguish between two hypotheses: (a)…
The extraction of signals from noise is a common problem in all areas of science and engineering. A particularly useful version is that of forecasting: determining a causal filter that estimates a future value of a hidden process from past…
Cosmological experiments often employ Bayesian workflows to derive constraints on cosmological and astrophysical parameters from their data. It has been shown that these constraints can be combined across different probes such as Planck and…
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and…
Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…
The ability to discover physical laws and governing equations from data is one of humankind's greatest intellectual achievements. A quantitative understanding of dynamic constraints and balances in nature has facilitated rapid development…