Related papers: Machine-learning error models for approximate solu…
This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
Modeling real-world systems requires accounting for noise - whether it arises from unpredictable fluctuations in financial markets, irregular rhythms in biological systems, or environmental variability in ecosystems. While the behavior of…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…
Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…
Subset selection for multiple linear regression aims to construct a regression model that minimizes errors by selecting a small number of explanatory variables. Once a model is built, various statistical tests and diagnostics are conducted…
Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…
Although stochastic approximation learning methods have been widely used in the machine learning literature for over 50 years, formal theoretical analyses of specific machine learning algorithms are less common because stochastic…
This paper develops a framework for the error analysis in nonparametric model fitting of fractional stochastic differential equations based on discrete observations. We identify and quantify the main error sources -- time discretization,…
A machine-learning-based framework for modeling the error introduced by surrogate models of parameterized dynamical systems is proposed. The framework entails the use of high-dimensional regression techniques (e.g., random forests, LASSO)…
Due to its strong interpretability, linear regression is widely used in social science, from which significance test provides the significance level of models or coefficients in the traditional statistical inference. However, linear…
Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…
Maximizing the computational utility of near-term quantum processors requires predictive noise models that inform robust, noise-aware compilation and error mitigation. Conventional models often fail to capture the complex error dynamics of…
Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…
This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…