Related papers: Scalable GWR: A linear-time algorithm for large-sc…
Nowadays Big Data are becoming more and more important. Many sectors of our economy are now guided by data-driven decision processes. Big Data and business intelligence applications are facilitated by the MapReduce programming model while,…
Residual bootstrap is a classical method for statistical inference in regression settings. With massive data sets becoming increasingly common, there is a demand for computationally efficient alternatives to residual bootstrap. We propose a…
Inductive bias is a key factor in spatial regression models, determining how well a model can learn from limited data and capture spatial patterns. This work revisits the inductive biases in Geographically Neural Network Weighted Regression…
Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…
Symbolic regression (SR) is a powerful technique for discovering the analytical mathematical expression from data, finding various applications in natural sciences due to its good interpretability of results. However, existing methods face…
Averaging predictions of a deep ensemble of networks is apopular and effective method to improve predictive performance andcalibration in various benchmarks and Kaggle competitions. However, theruntime and training cost of deep ensembles…
Supervised graph prediction addresses regression problems where the outputs are structured graphs. Although several approaches exist for graph-valued prediction, principled uncertainty quantification remains limited. We propose a conformal…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…
Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…
Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…
Gaussian graphical models can capture complex dependency structures among variables. For such models, Bayesian inference is attractive as it provides principled ways to incorporate prior information and to quantify uncertainty through the…
With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
Sample efficiency and performance in the offline setting have emerged as significant challenges of deep reinforcement learning. We introduce Q-Value Weighted Regression (QWR), a simple RL algorithm that excels in these aspects. QWR is an…
Quantile regression is a powerful tool for robust and heterogeneous learning that has seen applications in a diverse range of applied areas. However, its broader application is often hindered by the substantial computational demands arising…
As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…
Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…
Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…