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We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…

Machine Learning · Statistics 2015-11-17 Matt Wytock , J. Zico Kolter

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Longitudinal Dispersion(LD) is the dominant process of scalar transport in natural streams. An accurate prediction on LD coefficient(Dl) can produce a performance leap in related simulation. The emerging machine learning(ML) techniques…

Geophysics · Physics 2021-07-28 Yifeng Zhao , Pei Zhang , S. A. Galindo-Torres , Stan Z. Li

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

A new strategy is proposed for building easy to interpret predictive models in the context of a high-dimensional dataset, with a large number of highly correlated explanatory variables. The strategy is based on a first step of variables…

Applications · Statistics 2023-07-14 Evelyne Vigneau

Modern neural networks do not always produce well-calibrated predictions, even when trained with a proper scoring function such as cross-entropy. In classification settings, simple methods such as isotonic regression or temperature scaling…

Machine Learning · Computer Science 2021-03-26 Steven Reich , David Mueller , Nicholas Andrews

In this paper we introduce two procedures for variable selection in cluster analysis and classification rules. One is mainly oriented to detect the noisy non-informative variables, while the other deals also with multicolinearity. A…

Statistics Theory · Mathematics 2023-12-29 Ricardo Fraiman , Ana Justel , Marcela Svarc

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…

Computation · Statistics 2020-03-23 Thomas Whitaker , Boris Beranger , Scott A. Sisson

The weighting of critical-point samples in the weighted randomized maximum likelihood method depend on the magnitude of the data mismatch at the critical points and on the Jacobian of the transformation from the prior density to the…

Methodology · Statistics 2023-01-16 Yuming Ba , Dean S. Oliver

Aligning theoretical atomistic structural models of materials with available experimental data presents a significant challenge for disordered systems. The configurational space to navigate is vast, and faithful realizations require large…

Materials Science · Physics 2025-09-29 Tigany Zarrouk , Miguel A. Caro

Analysing an application in liquid film dynamics, a guide for obtaining the corresponding constrained functional derivatives for constraints coupling the functional variables is given. The use of constrained derivatives makes the proper…

Fluid Dynamics · Physics 2007-06-01 Tamas Gal

Convolutional Networks have dominated the field of computer vision for the last ten years, exhibiting extremely powerful feature extraction capabilities and outstanding classification performance. The main strategy to prolong this trend…

Computer Vision and Pattern Recognition · Computer Science 2021-06-07 Javier Huertas-Tato , Alejandro Martín , Julián Fierrez , David Camacho

Clinical time series data are critical for patient monitoring and predictive modeling. These time series are typically multivariate and often comprise hundreds of heterogeneous features from different data sources. The grouping of features…

Machine Learning · Computer Science 2025-11-12 Fedor Sergeev , Manuel Burger , Polina Leshetkina , Vincent Fortuin , Gunnar Rätsch , Rita Kuznetsova

A method for generating random $U(1)$ variables with Boltzmann distribution is presented. It is based on the rejection method with transformation of variables. High efficiency is achieved for all range of temparatures or coupling…

High Energy Physics - Lattice · Physics 2009-10-22 Tetsuya Hattori , Hideo Nakajima

A sensitivity analysis in an observational study assesses the robustness of significant findings to unmeasured confounding. While sensitivity analyses in matched observational studies have been well addressed when there is a single outcome…

Methodology · Statistics 2015-11-05 Colin B. Fogarty , Dylan S. Small

The authors present a new molecular dynamics algorithm for sampling the isothermal-isobaric ensemble. In this approach the velocities of all particles and volume degrees of freedom are rescaled by a properly chosen random factor. The…

Statistical Mechanics · Physics 2009-03-10 Giovanni Bussi , Tatyana Zykova-Timan , Michele Parrinello

This study introduces a data-driven, machine learning-based method to detect suitable control variables and instruments for assessing the causal effect of a treatment on an outcome in observational data. Our approach tests the joint…

Econometrics · Economics 2026-05-20 Nicolas Apfel , Julia Hatamyar , Martin Huber , Jannis Kueck

Generating a data set that is representative of the accessible configuration space of a molecular system is crucial for the robustness of machine learned interatomic potentials (MLIP). However, the complexity of molecular systems,…

Machine Learning · Computer Science 2025-01-28 Aik Rui Tan , Johannes C. B. Dietschreit , Rafael Gomez-Bombarelli

Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…

Statistical Mechanics · Physics 2022-06-07 Erki Metsanurk

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He