Related papers: R package SamplingStrata: new developments and ext…
We present a general mathematical framework for trajectory stratification for simulating rare events. Trajectory stratification involves decomposing trajectories of the underlying process into fragments limited to restricted regions of…
In observational studies, accurately characterizing variance is critical for sample size determination, yet unaccounted-for variability from propensity score estimation and the resulting weights limit the accuracy of standard variance…
Spatial statistics is a growing discipline providing important analytical techniques in a wide range of disciplines in the natural and social sciences. In the R package GWmodel, we introduce techniques from a particular branch of spatial…
Datasets with sheer volume have been generated from fields including computer vision, medical imageology, and astronomy whose large-scale and high-dimensional properties hamper the implementation of classical statistical models. To tackle…
Asymptotically-optimal motion planners such as RRT* have been shown to incrementally approximate the shortest path between start and goal states. Once an initial solution is found, their performance can be dramatically improved by…
The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…
We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy…
Recent advances in data collection technologies have led to the emergence of massive spatial datasets, with measurements obtained at millions of spatial locations. Geostatistical models typically employ Gaussian processes (GPs) to capture…
Several techniques exist to assess and reduce nonresponse bias, including propensity models, calibration methods, or post-stratification. These approaches can only be applied after the data collection, and assume reliable information…
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform…
Sampling-based algorithms for robot path planning offer probabilistic completeness and strong empirical convergence properties across environments with diverse obstacle configurations. However, in practice, these methods often require many…
Spatial transcriptomics (ST) is an emerging technology that enables researchers to investigate the molecular relationships underlying tissue morphology. However, acquiring ST data remains prohibitively expensive, and traditional fixed-grid…
We present RKappa, a framework for the development and analysis of rule-based models within a mature, statistically empowered R environment. The infrastructure allows model editing, modification, parameter sampling, simulation, statistical…
We present a fast and accurate method to select an optimal set of parameters in semi-analytic models of galaxy formation and evolution (SAMs). Our approach compares the results of a model against a set of observables applying a stochastic…
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
varstan is an \proglang{R} package for Bayesian analysis of time series models using \proglang{Stan}. The package offers a dynamic way to choose a model, define priors in a wide range of distributions, check model's fit, and forecast with…
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…
Designing sparse sampling strategies is one of the important components in having resilient estimation and control in networked systems as they make network design problems more cost-effective due to their reduced sampling requirements and…
Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…
Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…