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Despite their numerous successes, there are many scenarios where adversarial risk metrics do not provide an appropriate measure of robustness. For example, test-time perturbations may occur in a probabilistic manner rather than being…
This paper proposes a data-driven model reduction approach on the basis of noisy data. Firstly, the concept of data reduction is introduced. In particular, we show that the set of reduced-order models obtained by applying a Petrov-Galerkin…
Most machine learning-based regressors extract information from data collected via past observations of limited length to make predictions in the future. Consequently, when input to these trained models is data with significantly different…
The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…
Cluster analysis of biological samples using gene expression measurements is a common task which aids the discovery of heterogeneous biological sub-populations having distinct mRNA profiles. Several model-based clustering algorithms have…
Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…
The target measure $\mu$ is the distribution of a random vector in a box $\cB$, a Cartesian product of bounded intervals. The Gibbs sampler is a Markov chain with invariant measure $\mu$. A ``coupling from the past'' construction of the…
Reduced Rank Regression (RRR) is a widely used method for multi-response regression. However, RRR assumes a linear relationship between features and responses. While linear models are useful and often provide a good approximation, many…
Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…
Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…
Residuals in normal regression are used to assess a model's goodness-of-fit (GOF) and discover directions for improving the model. However, there is a lack of residuals with a characterized reference distribution for censored regression. In…
Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…
Compositional data, which is data consisting of fractions or probabilities, is common in many fields including ecology, economics, physical science and political science. If these data would otherwise be normally distributed, their spread…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…
Despite their empirical success, most existing listwiselearning-to-rank (LTR) models are not built to be robust to errors in labeling or annotation, distributional data shift, or adversarial data perturbations. To fill this gap, we…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…
Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…
Estimators of parameters of truncated distributions, namely the truncated normal distribution, have been widely studied for a known truncation region. There is also literature for estimating the unknown bounds for known parent…
In this paper, we establish the theory of weak convergence (toward a normal distribution) for both single-chain and population stochastic approximation MCMC algorithms. Based on the theory, we give an explicit ratio of convergence rates for…