Related papers: Sequential Density Ratio Estimation for Simultaneo…
Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…
Statistical inference is often simplified by sample-splitting. This simplification comes at the cost of the introduction of randomness not native to the data. We propose a simple procedure for sequentially aggregating statistics constructed…
In this paper, we study sequential decision-making for maximizing the Sharpe ratio (SR) in a stochastic multi-armed bandit (MAB) setting. Unlike standard bandit formulations that maximize cumulative reward, SR optimization requires…
Using historical data to predict future events has many applications in the real world, such as stock price prediction; the robot localization. In the past decades, the Convolutional long short-term memory (LSTM) networks have achieved…
Stochastic Differential Equations (SDEs) are used as statistical models in many disciplines. However, intractable likelihood functions for SDEs make inference challenging, and we need to resort to simulation-based techniques to estimate and…
Various problems in Engineering and Statistics require the computation of the likelihood ratio function of two probability densities. In classical approaches the two densities are assumed known or to belong to some known parametric family.…
Deep Neural Networks (DNNs) are powerful models that have achieved excellent performance on difficult learning tasks. Although DNNs work well whenever large labeled training sets are available, they cannot be used to map sequences to…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
Accelerated life testing (ALT) is typically used to assess the reliability of material's lifetime under desired stress levels. Recent advances in material engineering have made a variety of material alternatives readily available. To…
We recently proposed the STiDi-BP algorithm, which avoids backward recursive gradient computation, for training multi-layer spiking neural networks (SNNs) with single-spike-based temporal coding. The algorithm employs a linear approximation…
The simultaneous estimation of many parameters based on data collected from corresponding studies is a key research problem that has received renewed attention in the high-dimensional setting. Many practical situations involve heterogeneous…
Efficiently quantifying predictive uncertainty in medical images remains a challenge. While Bayesian neural networks (BNN) offer predictive uncertainty, they require substantial computational resources to train. Although Bayesian…
The boom of DL technology leads to massive DL models built and shared, which facilitates the acquisition and reuse of DL models. For a given task, we encounter multiple DL models available with the same functionality, which are considered…
Sequential importance sampling algorithms have been defined to estimate likelihoods in models of ancestral population processes. However, these algorithms are based on features of the models with constant population size, and become…
State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…
In recent years, saliency ranking has emerged as a challenging task focusing on assessing the degree of saliency at instance-level. Being subjective, even humans struggle to identify the precise order of all salient instances. Previous…
The ability to cheaply train text classifiers is critical to their use in information retrieval, content analysis, natural language processing, and other tasks involving data which is partly or fully textual. An algorithm for sequential…
The Sequential Sentence Classification task within the domain of medical abstracts, termed as SSC, involves the categorization of sentences into pre-defined headings based on their roles in conveying critical information in the abstract. In…
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…
The problem of sequentially detecting an abrupt change in a sequence of independent and identically distributed (IID) random variables is addressed. Whereas previous approaches assume a known probability density function (PDF) at the start…