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We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Guangyi Chen , Zhenhao Chen , Shunxing Fan , Kun Zhang

The pseudo-marginal (PM) approach is increasingly used for Bayesian inference in statistical models, where the likelihood is intractable but can be estimated unbiasedly. %Examples include random effect models, state-space models and data…

Methodology · Statistics 2017-09-12 M. -N. Tran , R. Kohn , M. Quiroz , M. Villani

The estimation of voting blocs is an important statistical inquiry in political science. However, the scope of these analyses is usually restricted to roll call data where individual votes are directly observed. Here, we examine a Bayesian…

Applications · Statistics 2023-01-09 John D. O'Brien

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Combining the outputs of multiple classifiers or experts into a single probabilistic classification is a fundamental task in machine learning with broad applications from classifier fusion to expert opinion pooling. Here we present a…

Machine Learning · Computer Science 2021-11-24 Susanne Trick , Constantin A. Rothkopf

We introduce a new model of collective decision making, when a global decision needs to be made but the parties only possess partial information, and are unwilling (or unable) to first create a globalcomposite of their local views. Our…

Social and Information Networks · Computer Science 2012-04-18 Subramanian Ramamoorthy , András Z. Salamon , Rahul Santhanam

This paper proposes a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coherent inference. This surprisingly challenging problem…

Methodology · Statistics 2019-07-22 Hongsheng Dai , Murray Pollock , Gareth Roberts

Probabilistic prediction of sequences from images and other high-dimensional data is a key challenge, particularly in risk-sensitive applications. In these settings, it is often desirable to quantify the uncertainty associated with the…

Machine Learning · Computer Science 2024-10-31 Qidong Yang , Weicheng Zhu , Joseph Keslin , Laure Zanna , Tim G. J. Rudner , Carlos Fernandez-Granda

Clustering is widely used in unsupervised learning to find homogeneous groups of observations within a dataset. However, clustering mixed-type data remains a challenge, as few existing approaches are suited for this task. This study…

Machine Learning · Statistics 2025-11-26 Badih Ghattas , Alvaro Sanchez San-Benito

Conformal prediction offers a distribution-free framework for constructing prediction sets with finite-sample coverage. Yet, efficiently leveraging multiple conformity scores to reduce prediction set size remains a major open challenge.…

Methodology · Statistics 2025-11-18 Congbin Xu , Yue Yu , Haojie Ren , Zhaojun Wang , Changliang Zou

In the November 2016 U.S. presidential election, many state level public opinion polls, particularly in the Upper Midwest, incorrectly predicted the winning candidate. One leading explanation for this polling miss is that the precipitous…

Methodology · Statistics 2021-11-15 Eli Ben-Michael , Avi Feller , Erin Hartman

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on summary statistics or discrepancies derived from synthetic…

Methodology · Statistics 2025-06-06 David T. Frazier , Christopher Drovandi , Lucas Kock , David J. Nott

Discrete choice models with non-monotonic response functions are important in many areas of application, especially political sciences and marketing. This paper describes a novel unfolding model for binary data that allows for heavy-tailed…

Methodology · Statistics 2026-01-28 Rayleigh Lei , Abel Rodriguez

The preferential sampling of locations chosen to observe a spatio-temporal process has been identified as a major problem across multiple fields. Predictions of the process can be severely biased when standard statistical methodologies are…

Methodology · Statistics 2020-03-05 Joe Watson

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

We introduce a new method for inference in stochastic epidemic models which uses recursive multinomial approximations to integrate over unobserved variables and thus circumvent likelihood intractability. The method is applicable to a class…

Methodology · Statistics 2021-02-24 Nick Whiteley , Lorenzo Rimella

The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. This paper proposes a spherical Monte Carlo method with both theoretical analysis and numerical simulation. First,…

Computation · Statistics 2013-09-16 Huei-Wen Teng , Ming-Hsuan Kang , Cheng-Der Fuh

Many democratic societies use district-based elections, where the region under consideration is geographically divided into districts and a representative is chosen for each district based on the preferences of the electors who reside…

Computers and Society · Computer Science 2022-03-09 Adway Mitra
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