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In the multiple changepoint setting, various search methods have been proposed which involve optimising either a constrained or penalised cost function over possible numbers and locations of changepoints using dynamic programming. Such…

Computation · Statistics 2014-12-12 Kaylea Haynes , Idris A. Eckley , Paul Fearnhead

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

Systems and Control · Electrical Eng. & Systems 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

Methodology · Statistics 2020-04-06 Qiong Li , Xiaoying Sun , Nanwei Wang

This paper focuses on the identification of dynamical systems with tailor-made model structures, where neural networks are used to approximate uncertain components and domain knowledge is retained, if available. These model structures are…

Machine Learning · Computer Science 2021-10-29 Marco Forgione , Dario Piga

A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…

Machine Learning · Statistics 2022-08-10 Jie Chen , Yongming Liu

The continuous dynamics of natural systems has been effectively modelled using Neural Ordinary Differential Equations (Neural ODEs). However, for accurate and meaningful predictions, it is crucial that the models follow the underlying rules…

Machine Learning · Computer Science 2024-03-06 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

In this paper, we propose a framework for automatic classification of patients from multimodal genetic and brain imaging data by optimally combining them. Additive models with unadapted penalties (such as the classical group lasso penalty…

Machine Learning · Statistics 2017-10-11 Pascal Lu , Olivier Colliot

How to train deep neural networks (DNNs) to generalize well is a central concern in deep learning, especially for severely overparameterized networks nowadays. In this paper, we propose an effective method to improve the model…

Machine Learning · Computer Science 2022-06-28 Yang Zhao , Hao Zhang , Xiuyuan Hu

Efficient probabilistic inference by variable elimination in graphical models requires an optimal elimination order. However, finding an optimal order is a challenging combinatorial optimisation problem for models with a large number of…

Artificial Intelligence · Computer Science 2025-03-13 Sagad Hamid , Tanya Braun

Spline basis exploration via Bayesian model selection is a widely employed strategy for determining the optimal set of basis terms in nonparametric regression. However, despite its widespread use, this approach often encounters performance…

Methodology · Statistics 2025-04-09 Sunwoo Lim , Sihyeon Pyeon , Seonghyun Jeong

The ubiquity of modular structure in real-world complex networks is being the focus of attention in many trials to understand the interplay between network topology and functionality. The best approaches to the identification of modular…

Computational Physics · Physics 2007-07-30 A. Arenas , J. Duch , A. Fernandez , S. Gomez

We address binary classification using neural ordinary differential equations from the perspective of simultaneous control of $N$ data points. We consider a single-neuron architecture with parameters fixed as piecewise constant functions of…

Optimization and Control · Mathematics 2025-04-18 Antonio Álvarez-López , Rafael Orive-Illera , Enrique Zuazua

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic…

Statistics Theory · Mathematics 2018-11-20 Felix Abramovich , Vadim Grinshtein

The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of…

Optimization and Control · Mathematics 2019-02-08 Panos Parpas , Corey Muir

The rapidly increasing computational demands for artificial intelligence (AI) have spurred the exploration of computing principles beyond conventional digital computers. Physical neural networks (PNNs) offer efficient neuromorphic…

Tree tensor networks, or tree-based tensor formats, are prominent model classes for the approximation of high-dimensional functions in computational and data science. They correspond to sum-product neural networks with a sparse connectivity…

Statistics Theory · Mathematics 2022-03-25 Bertrand Michel , Anthony Nouy

Regularization plays a crucial role in supervised learning. Most existing methods enforce a global regularization in a structure agnostic manner. In this paper, we initiate a new direction and propose to enforce the structural simplicity of…

Machine Learning · Computer Science 2018-10-17 Chao Chen , Xiuyan Ni , Qinxun Bai , Yusu Wang

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli