Related papers: Calibration for Weak Variance-Alpha-Gamma Processe…
Whether deterministic or stochastic, models can be viewed as functions designed to approximate a specific quantity of interest. We introduce Minimal Empirical Variance Aggregation (MEVA), a data-driven framework that integrates predictions…
Barrier derivatives depend on extrema and first-passage events and are therefore highly sensitive to volatility dynamics -- especially to the instantaneous return-volatility correlation $\rho$, often called ``leverage''. This sensitivity…
While Gaussian processes are a mainstay for various engineering and scientific applications, the uncertainty estimates don't satisfy frequentist guarantees and can be miscalibrated in practice. State-of-the-art approaches for designing…
Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
Flux inversion is the process by which sources and sinks of a gas are identified from observations of gas mole fraction. The inversion often involves running a Lagrangian particle dispersion model (LPDM) to generate sensitivities between…
In many longitudinal settings, time-varying covariates may not be measured at the same time as responses and are often prone to measurement error. Naive last-observation-carried-forward methods incur estimation biases, and existing…
Subspace methods like canonical variate analysis (CVA) are regression based methods for the estimation of linear dynamic state space models. They have been shown to deliver accurate (consistent and asymptotically equivalent to quasi maximum…
Subspace diagonalisation methods have appeared recently as promising means to access the ground state and some excited states of molecular Hamiltonians by classically diagonalising small matrices, whose elements can be efficiently obtained…
The Lagrange multiplier method has proven highly effective for mitigating the ill-conditioning of full waveform inversion (FWI), enabling robust and computationally efficient algorithms that converge to accurate velocity models even from…
Foundation models (FMs) are pre-trained on large-scale datasets and then fine-tuned for a specific downstream task. The most common fine-tuning method is to update pretrained weights via low-rank adaptation (LoRA). Existing initialization…
As machine learning algorithms become increasingly sophisticated to exploit subtle features of the data, they often become more dependent on simulations. This paper presents a new approach called weakly supervised classification in which…
Fast-converging algorithms are a contemporary requirement in reinforcement learning. In the context of linear function approximation, the magnitude of the smallest eigenvalue of the key matrix is a major factor reflecting the convergence…
We offer an umbrella type result which extends weak convergence of the classical empirical process on the line to that of more general processes indexed by functions of bounded variation. This extension is not contingent on the type of…
This paper analyzes the limit properties of the empirical process of $\alpha$-stable random variables with long range dependence. The $\alpha$-stable random variables are constructed by non-linear transformations of bivariate sequences of…
In this study, an image-assisted Approximate Bayesian Computation (ABC) parameter inverse method is proposed to identify the design parameters. In the proposed method, the images are mapped to a low-dimensional latent space by Variational…
Variational Auto-Encoders (VAEs) are known to generate blurry and inconsistent samples. One reason for this is the "prior hole" problem. A prior hole refers to regions that have high probability under the VAE's prior but low probability…
Low energy barrier magnet (LBM) technology has recently been proposed as a candidate for accelerating algorithms based on energy minimization and probabilistic graphs because their physical characteristics have a one-to-one mapping onto the…
Weak measurements offer the possibility of tuning the information acquired on a system, hence the imposed disturbance. This suggests that it could be a useful tool for multi-parameter estimation, when two parameters can not be measured…
In this paper, we propose an adaptive framework for the variable power of the fractional least mean square (FLMS) algorithm. The proposed algorithm named as robust variable power FLMS (RVP-FLMS) dynamically adapts the fractional power of…
In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these models, noises are uncorrelated but neither necessarily…