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Measurement error arises commonly in clinical research settings that rely on data from electronic health records or large observational cohorts. In particular, self-reported outcomes are typical in cohort studies for chronic diseases such…
Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…
Software Defined Networks have opened the door to statistical and AI-based techniques to improve efficiency of networking. Especially to ensure a certain Quality of Service (QoS) for specific applications by routing packets with awareness…
Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile…
This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…
In this paper we study adaptive discretization of the iteratively regularized Gauss-Newton method IRGNM with an a posteriori (discrepancy principle) choice of the regularization parameter in each Newton step and of the stopping index. We…
Inferring the causal effects of time-varying treatments is often hindered by highly variable inverse propensity weights, particularly in settings with limited covariate overlap. Building on the key framework of Imai and Ratkovic (2015), we…
The simulation of complex nonlinear engineering systems such as compressible fluid flows may be targeted to make more efficient and accurate the approximation of a specific (scalar) quantity of interest of the system. Putting aside modeling…
Transportation occupies one-third of the amount in the logistics costs, and accordingly transportation systems largely influence the performance of the logistics system. This work presents an adaptive data-driven innovative modular approach…
Unsupervised fault detection in multivariate time series plays a vital role in ensuring the stable operation of complex systems. Traditional methods often assume that normal data follow a single Gaussian distribution and identify anomalies…
This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…
We propose a linear time-difference-of-arrival (TDOA) measurement model to improve \textit{distributed} estimation performance for localized target tracking. We design distributed filters over sparse (possibly large-scale) communication…
Classical optimization theory deals with fixed, time-invariant objective functions. However, time-varying optimization has emerged as an important subject for decision-making in dynamic environments. In this work, we study the problem of…
This paper proposes a composite adaptive control architecture using dual adaptation scheme for dynamical systems comprising time-varying uncertain parameters. While majority of the adaptive control schemes in literature address the case of…
We report on recent work on adaptive timestep control for weakly instationary gas flows [16, 18, 17] carried out within SFB 401, TPA3. The method which we implement and extend is a space-time splitting of adjoint error representations for…
This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…
We study the fundamental optimization principles of self-attention, the defining mechanism of transformers, by analyzing the implicit bias of gradient-based optimizers in training a self-attention layer with a linear decoder in binary…
This paper offers a new method for estimation and forecasting of the volatility of financial time series when the stationarity assumption is violated. Our general local parametric approach particularly applies to general varying-coefficient…
We study a setting where an intelligent model (e.g., a pre-trained neural network) infers the real-time value of a target signal using data samples transmitted from a remote source. The transmission scheduler decides (i) the freshness of…