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Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…
Sampling strategies have been widely applied in many recommendation systems to accelerate model learning from implicit feedback data. A typical strategy is to draw negative instances with uniform distribution, which however will severely…
Many automated system analysis techniques (e.g., model checking, model-based testing) rely on first obtaining a model of the system under analysis. System modeling is often done manually, which is often considered as a hindrance to adopt…
Active learning is proposed for selection of the next operating points in the design of experiments, for identifying linear parameter-varying systems. We extend existing approaches found in literature to multiple-input multiple-output…
In this paper, we consider the problem of estimating parameters in a linear regression model. We propose a sequential learning procedure to determine the sample size for achieving a given small estimation risk, under the widely used…
We propose a general purpose active learning algorithm for structured prediction, gathering labeled data for training a model that outputs a set of related labels for an image or video. Active learning starts with a limited initial training…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
Structured prediction is ubiquitous in applications of machine learning such as knowledge extraction and natural language processing. Structure often can be formulated in terms of logical constraints. We consider the question of how to…
This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…
Providing users with alternatives to choose from is an essential component in many online platforms, making the accurate prediction of choice vital to their success. A renewed interest in learning choice models has led to significant…
High-dimensional multivariate spatial-temporal data arise frequently in a wide range of applications; however, there are relatively few statistical methods that can simultaneously deal with spatial, temporal and variable-wise dependencies…
Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…
This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit from a decision theoretically justified two-stage approach:…
Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…
We study the theoretical capacity to statistically learn local landscape information by Evolution Strategies (ESs). Specifically, we investigate the covariance matrix when constructed by ESs operating with the selection operator alone. We…
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…
High-dimensional data often arise from clinical genomics research to infer relevant predictors of a particular trait. A way to improve the predictive performance is to include information on the predictors derived from prior knowledge or…
Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…
We investigate the problem of statistical inference for logistic regression with high-dimensional covariates in settings where dependence among individuals is induced by an underlying Markov random field. Going beyond the pairwise…