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Expectation propagation (EP) is a family of algorithms for performing approximate inference in probabilistic models. The updates of EP involve the evaluation of moments -- expectations of certain functions -- which can be estimated from…

Machine Learning · Statistics 2024-10-30 Jonathan So , Richard E. Turner

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Methodology · Statistics 2022-05-02 Emily C. Hector , Brian J. Reich

We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…

Computation · Statistics 2019-01-14 Emilia Pompe , Chris Holmes , Krzysztof Łatuszyński

Efficient and accurate estimation of multivariate empirical probability distributions is fundamental to the calculation of information-theoretic measures such as mutual information and transfer entropy. Common techniques include variations…

Information Theory · Computer Science 2023-03-23 Z. Keskin

One of the key tasks of any particle collider is measurement. In practice, this is often done by fitting data to a simulation, which depends on many parameters. Sometimes, when the effects of varying different parameters are highly…

High Energy Physics - Phenomenology · Physics 2021-10-12 Forrest Flesher , Katherine Fraser , Charles Hutchison , Bryan Ostdiek , Matthew D. Schwartz

Unsupervised feature extraction algorithms form one of the most important building blocks in machine learning systems. These algorithms are often adapted to the event-based domain to perform online learning in neuromorphic hardware.…

Neural and Evolutionary Computing · Computer Science 2019-07-31 Saeed Afshar , Ying Xu , Jonathan Tapson , André van Schaik , Gregory Cohen

Ensembling is now recognized as an effective approach for increasing the predictive performance and calibration of deep networks. We introduce a new approach, Parameter Ensembling by Perturbation (PEP), that constructs an ensemble of…

Machine Learning · Computer Science 2020-10-27 Alireza Mehrtash , Purang Abolmaesumi , Polina Golland , Tina Kapur , Demian Wassermann , William M. Wells

We introduce a new high dimensional algorithm for efficiency corrected, maximally Monte Carlo event generator independent fiducial measurements at the LHC and beyond. The approach is driven probabilistically using a Deep Neural Network on…

Data Analysis, Statistics and Probability · Physics 2018-09-18 Mikael Mieskolainen

Probabilistic sensitivity analysis identifies the influential uncertain input to guide decision-making. We propose a general sensitivity framework with respect to the input distribution parameters that unifies a wide range of sensitivity…

Methodology · Statistics 2023-02-10 Jiannan Yang

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

Hierarchical classification offers an approach to incorporate the concept of mistake severity by leveraging a structured, labeled hierarchy. However, decoding in such settings frequently relies on heuristic decision rules, which may not…

Machine Learning · Computer Science 2025-06-03 Roman Plaud , Alexandre Perez-Lebel , Matthieu Labeau , Antoine Saillenfest , Thomas Bonald

Software defect prediction heavily relies on the metrics collected from software projects. Earlier studies often used machine learning techniques to build, validate, and improve bug prediction models using either a set of metrics collected…

Software Engineering · Computer Science 2021-05-03 Hadi Jahanshahi , Mucahit Cevik , Ayşe Başar

The parameters in Monte Carlo (MC) event generators are tuned on experimental measurements by evaluating the goodness of fit between the data and the MC predictions. The relative importance of each measurement is adjusted manually in an…

Supervised artificial neural networks with the rapidity-mass matrix (RMM) inputs were studied using several Monte Carlo event samples for various pp collision processes. The study shows the usability of this approach for general event…

High Energy Physics - Phenomenology · Physics 2021-01-27 S. V. Chekanov

Accurate and efficient estimation of rare events probabilities is of significant importance, since often the occurrences of such events have widespread impacts. The focus in this work is on precisely quantifying these probabilities, often…

Computation · Statistics 2019-09-11 Hamed Nikbakht , Konstantinos G. Papakonstantinou

Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…

Machine Learning · Statistics 2023-05-10 Hiroshi Yamashita , Hideyuki Suzuki , Kazuyuki Aihara

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

We commonly encounter the problem of identifying an optimally weight adjusted version of the empirical distribution of observed data, adhering to predefined constraints on the weights. Such constraints often manifest as restrictions on the…

Machine Learning · Statistics 2024-01-17 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo