English
Related papers

Related papers: Approximating intractable short ratemodel distribu…

200 papers

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

In the setting of additive regression model for continuous time process, we establish the optimal uniform convergence rates and optimal asymptotic quadratic error of additive regression. To build our estimate, we use the marginal…

Statistics Theory · Mathematics 2007-06-11 Mohammed Debbarh , Bertrand Maillot

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

In this paper the application of uncertainty modeling to convolutional neural networks is evaluated. A novel method for adjusting the network's predictions based on uncertainty information is introduced. This allows the network to be either…

Computer Vision and Pattern Recognition · Computer Science 2016-12-23 Rene Grzeszick , Sebastian Sudholt , Gernot A. Fink

This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…

Machine Learning · Statistics 2026-04-01 Yuzhen Zhao , Yating Liu , Marc Hoffmann

This paper develops a control scheme, based on the use of Long Short-Term Memory neural network models and Nonlinear Model Predictive Control, which guarantees recursive feasibility with slow time variant set-points and disturbances, input…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Irene Schimperna , Lalo Magni

This paper develops a probabilistic anticipation algorithm for dynamic objects observed by an autonomous robot in an urban environment. Predictive Gaussian mixture models are used due to their ability to probabilistically capture continuous…

Robotics · Computer Science 2013-09-04 Frank Havlak , Mark Campbell

We propose a hierarchical training algorithm for standard feed-forward neural networks that adaptively extends the network architecture as soon as the optimization reaches a stationary point. By solving small (low-dimensional) optimization…

Numerical Analysis · Mathematics 2024-10-31 Michael Feischl , Alexander Rieder , Fabian Zehetgruber

Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…

Machine Learning · Computer Science 2024-03-20 Yuxin Chang , Alex Boyd , Padhraic Smyth

In this paper, we propose a novel affordance model, which combines object, action, and effect information in the latent space of a predictive neural network architecture that is built on Conditional Neural Processes. Our model allows us to…

Robotics · Computer Science 2023-11-21 Hakan Aktas , Utku Bozdogan , Emre Ugur

We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…

Machine Learning · Computer Science 2017-10-05 Kyongmin Yeo

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the…

Methodology · Statistics 2018-03-14 Shonosuke Sugasawa , Tatsuya Kubokawa

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We…

Machine Learning · Statistics 2018-06-13 Takafumi Kajihara , Motonobu Kanagawa , Keisuke Yamazaki , Kenji Fukumizu

Any continuous conditional distribution of $Y$ given $X$ can be generated from a transform of a known noise distribution $U$ such as the uniform or normal distribution via $Y = g(X, U)$. This paper provides an estimator of such a generative…

Methodology · Statistics 2026-05-05 Jinhang Chai , Jianqing Fan , Yihong Gu

In this paper we discuss a well known computing problem -- inference for models with intractable normalizing functions. Models with intractable normalizing functions arise in a wide variety of areas, for instance network models, models for…

Methodology · Statistics 2026-03-19 Murali Haran , Bokgyeong Kang , Jaewoo Park

This paper investigates the problem of impact-time-control and proposes a learning-based computational guidance algorithm to solve this problem. The proposed guidance algorithm is developed based on a general prediction-correction concept:…

Machine Learning · Computer Science 2021-05-31 Zichao Liu , Jiang Wang , Shaoming He , Hyo-Sang Shin , Antonios Tsourdos

In this paper, we propose a distributed algorithm for the minimum dominating set problem. For some especial networks, we prove theoretically that the achieved answer by our proposed algorithm is a constant approximation factor of the exact…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-05 Sharareh Alipour , Ehsan Futuhi , Shayan Karimi

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang