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Discrete probability laws underpin statistical modeling, yet the catalog of interpretable distributions has expanded only gradually through centuries of case-by-case mathematical derivations. We introduce symbolic density estimation (SDE),…
This paper proposes a nonparametric multivariate density forecast model based on deep learning. It not only offers the whole marginal distribution of each random variable in forecasting targets, but also reveals the future correlation…
Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…
Distributionally robust optimization (DRO) has been introduced for solving stochastic programs where the distribution of the random parameters is unknown and must be estimated by samples from that distribution. A key element of DRO is the…
Limiting failures of machine learning systems is of paramount importance for safety-critical applications. In order to improve the robustness of machine learning systems, Distributionally Robust Optimization (DRO) has been proposed as a…
The ratio between two probability density functions is an important component of various tasks, including selection bias correction, novelty detection and classification. Recently, several estimators of this ratio have been proposed. Most…
Network analysis has played a key role in knowledge discovery and data mining. In many real-world applications in recent years, we are interested in mining multilayer networks, where we have a number of edge sets called layers, which encode…
In this letter, we present a novel exponentially embedded families (EEF) based classification method, in which the probability density function (PDF) on raw data is estimated from the PDF on features. With the PDF construction, we show that…
The number of published PDF documents has increased exponentially in recent decades. There is a growing need to make their rich content discoverable to information retrieval tools. In this paper, we present a novel approach to document…
Physics-informed neural networks are developed to characterize the state of dynamical systems in a random environment. The neural network approximates the probability density function (pdf) or the characteristic function (chf) of the state…
Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…
This work is an attempt to transfer to biology the methods developed in physics for formulating and solving the kinetic equations in which the kernel of the integral operator in spatial coordinates is slowly decreasing with increasing…
We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…
It has been proposed that populations of neurons process information in terms of probability density functions (PDFs) of analog variables. Such analog variables range, for example, from target luminance and depth on the sensory interface to…
The effect of uncertainties and noise on a quantity of interest (model output) is often better described by its probability density function (PDF) than by its moments. Although density estimation is a common task, the adequacy of…
Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…
In this work, we study non-parametric estimation of joint probabilities of a given set of discrete and continuous random variables from their (empirically estimated) 2D marginals, under the assumption that the joint probability could be…
Density power divergence (DPD) is designed to robustly estimate the underlying distribution of observations, in the presence of outliers. However, DPD involves an integral of the power of the parametric density models to be estimated; the…
In this study, we propose a new method that is useful for estimating unknown parameter values of stochastic differential equation (SDE) models, based on probability density function (PDF) data measured from random dynamical systems. As our…
Finding a good way to model probability densities is key to probabilistic inference. An ideal model should be able to concisely approximate any probability while being also compatible with two main operations: multiplications of two models…