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Differential performance debugging is a technique to find performance problems. It applies in situations where the performance of a program is (unexpectedly) different for different classes of inputs. The task is to explain the differences…
Combining the merits of both denoising diffusion probabilistic models and gradient boosting, the diffusion boosting paradigm is introduced for tackling supervised learning problems. We develop Diffusion Boosted Trees (DBT), which can be…
Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…
Tree ensemble algorithms as RandomForest and GradientBoosting are currently the dominant methods for modeling discrete or tabular data, however, they are unable to perform a hierarchical representation learning from raw data as…
We develop an analytical synthesis that bridges data-driven Distributionally Robust Optimization (DRO) and Economic Decision Theory under Ambiguity (DTA). By reinterpreting standard regularization and DRO techniques as data-driven…
Regression models are used for inference and prediction in a wide range of applications providing a powerful scientific tool for researchers and analysts from different fields. In many research fields the amount of available data as well as…
Bayesian nonparametric models offer a flexible and powerful framework for statistical model selection, enabling the adaptation of model complexity to the intricacies of diverse datasets. This survey intends to delve into the significance of…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
Additive models, such as produced by gradient boosting, and full interaction models, such as classification and regression trees (CART), are widely used algorithms that have been investigated largely in isolation. We show that these models…
Generative dynamic texture models (GDTMs) are widely used for dynamic texture (DT) segmentation in the video sequences. GDTMs represent DTs as a set of linear dynamical systems (LDSs). A major limitation of these models concerns the…
In this paper we propose and study a version of the Dyadic Classification and Regression Trees (DCART) estimator from Donoho (1997) for (fixed design) quantile regression in general dimensions. We refer to this proposed estimator as the…
The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…
The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…
Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…
This paper introduces a flexible Bayesian nonparametric Item Response Theory (IRT) model, which applies to dichotomous or polytomous item responses, and which can apply to either unidimensional or multidimensional scaling. This is an…
Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…
We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…
Classification of satellite images is a key component of many remote sensing applications. One of the most important products of a raw satellite image is the classified map which labels the image pixels into meaningful classes. Though…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and…