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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…

Methodology · Statistics 2021-01-28 Sergey Tarima , Nancy Flournoy

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…

Econometrics · Economics 2024-11-18 David M. Ritzwoller , Joseph P. Romano

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…

Machine Learning · Computer Science 2026-04-02 Mohammad Taha Shah , Sabrina Khurshid , Gourab Ghatak

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…

Machine Learning · Computer Science 2022-12-20 Dexun Li

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…

Methodology · Statistics 2014-08-12 Grant Schneider , Peter F. Craigmile , Radu Herbei

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.…

Signal Processing · Electrical Eng. & Systems 2019-11-06 George V. Moustakides , Kalliopi Basioti

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…

Computation and Language · Computer Science 2014-12-16 Ilya Sutskever , Oriol Vinyals , Quoc V. Le

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,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

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…

Methodology · Statistics 2020-01-17 Ye Chen , Qiong Zhang , Mingyang Li , Wenjun Cai

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…

Neural and Evolutionary Computing · Computer Science 2021-09-01 Maryam Mirsadeghi , Majid Shalchian , Saeed Reza Kheradpisheh , Timothée Masquelier

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…

Methodology · Statistics 2026-03-26 Trambak Banerjee , Luella J. Fu , Gareth M. James , Gourab Mukherjee , Wenguang Sun

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…

Computer Vision and Pattern Recognition · Computer Science 2024-11-21 Zeinab Abboud , Herve Lombaert , Samuel Kadoury

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…

Software Engineering · Computer Science 2021-03-10 Linghan Meng , Yanhui Li , Lin Chen , Zhi Wang , Di Wu , Yuming Zhou , Baowen Xu

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…

Statistics Theory · Mathematics 2016-03-24 Coralie Merle , Raphaël Leblois , François Rousset , Pierre Pudlo

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…

Computer Vision and Pattern Recognition · Computer Science 2023-08-02 Chengxiao Sun , Yan Xu , Jialun Pei , Haopeng Fang , He Tang

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…

cmp-lg · Computer Science 2008-02-03 David D. Lewis , William A. Gale

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…

Computation and Language · Computer Science 2024-06-03 Phat Lam , Lam Pham , Tin Nguyen , Hieu Tang , Michael Seidl , Medina Andresel , Alexander Schindler

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…

Information Theory · Computer Science 2013-11-15 Shouvik Ganguly , K Sahasranand , Vinod Sharma

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…

Statistics Theory · Mathematics 2017-12-11 James Falt , Steven D. Blostein