Related papers: Reinforced urns and the subdistribution beta-Stacy…
Meta-reinforcement learning trains a single reinforcement learning agent on a distribution of tasks to quickly generalize to new tasks outside of the training set at test time. From a Bayesian perspective, one can interpret this as…
Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…
An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…
Human dynamics and sociophysics suggest statistical models that may explain and provide us with better insight into social phenomena. Contextual and selection effects tend to produce extreme values in the tails of rank-ordered distributions…
The new field of adaptive data analysis seeks to provide algorithms and provable guarantees for models of machine learning that allow researchers to reuse their data, which normally falls outside of the usual statistical paradigm of static…
This paper deals with a new design methodology for stratified comparative experiments based on interacting reinforced urn systems. The key idea is to model the interaction between urns for borrowing information across strata and to use it…
We develop a non-parametric Bayesian prior for a family of random probability measures by extending the Polya tree ($PT$) prior to a joint prior for a set of probability measures $G_1,\dots,G_n$, suitable for meta-analysis with event time…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
Sensory analysis is an important area that the food industry can use to innovate and improve its products. This study involves a sample of individuals who can be trained or not to assess a product using a hedonic scale or notes, where the…
The beta distribution serves as a canonical tool for modeling probabilities in statistics and machine learning. However, there is limited work on flexible and computationally convenient stochastic process extensions for modeling dependent…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the…
We present a Bayesian nonparametric system reliability model which scales well and provides a great deal of flexibility in modeling. The Bayesian approach naturally handles the disparate amounts of component and subsystem data that may…
In this paper we investigate the estimation of the unknown parameters of a competing risk model based on a Weibull distributed decreasing failure rate and an exponentially distributed constant failure rate, under right censored…
We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm…
We introduce a three-parameter random walk with reinforcement, called the $(\theta,\alpha,\beta)$ scheme, which generalizes the linearly edge reinforced random walk to uncountable spaces. The parameter $\beta$ smoothly tunes the…
Adaptive randomly reinforced urn (ARRU) is a two-color urn model where the updating process is defined by a sequence of non-negative random vectors $\{(D_{1,n}, D_{2,n});n\geq1\}$ and randomly evolving thresholds which utilize accruing…
We propose a semiparametric data fusion framework for efficient inference on survival probabilities by integrating right-censored and current status data. Existing data fusion methods focus largely on fusing right-censored data only, while…