Related papers: Model selection for sequential designs in discrete…
We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted…
This paper presents a new perspective on the identification at infinity for the intercept of the sample selection model as identification at the boundary via a transformation of the selection index. This perspective suggests generalizations…
A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…
We propose a sequential design method aiming at the estimation of an extreme quantile based on a sample of dichotomic data corresponding to peaks over a given threshold. This study is motivated by an industrial challenge in material…
Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…
Complex engineered systems require coordinated design choices across heterogeneous components under multiple conflicting objectives and uncertain specifications. Monotone co-design provides a compositional framework for such problems by…
Model inference for dynamical systems aims to estimate the future behaviour of a system from observations. Purely model-free statistical methods, such as Artificial Neural Networks, tend to perform poorly for such tasks. They are therefore…
Kernel density estimation is a convenient way to estimate the probability density of a distribution given the sample of data points. However, it has certain drawbacks: proper description of the density using narrow kernels needs large data…
Stochastic network calculus is a tool for computing error bounds on the performance of queueing systems. However, deriving accurate bounds for networks consisting of several queues or subject to non-independent traffic inputs is…
Many scientific problems involve data exhibiting both temporal and cross-sectional dependencies. While linear dependencies have been extensively studied, the theoretical analysis of regression estimators under nonlinear dependencies remains…
Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…
We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…
Reconstruction of sets from a random sample of points intimately related to them is the goal of set estimation theory. Within this context, a particular problem is the one related with the reconstruction of density level sets and…
Constrained sequential pattern mining aims at identifying frequent patterns on a sequential database of items while observing constraints defined over the item attributes. We introduce novel techniques for constraint-based sequential…
We revisit the classical kernel method of approximation/interpolation theory in a very specific context motivated by the desire to obtain a robust procedure to approximate discrete data sets by (super)level sets of functions that are merely…
The machine learning community has recently put effort into quantized or low-precision arithmetics to scale large models. This paper proposes performing probabilistic inference in the quantized, discrete parameter space created by these…
Sequential hypothesis testing is a desirable decision making strategy in any time sensitive scenario. Compared with fixed sample-size testing, sequential testing is capable of achieving identical probability of error requirements using less…
In this article, recent results about point processes are used in sampling theory. Precisely, we define and study a new class of sampling designs: determinantal sampling designs. The law of such designs is known, and there exists a simple…
The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…
We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…