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This paper presents a formal framework and proposes algorithms to extend forecast reconciliation to discrete-valued data to extend forecast reconciliation to discrete-valued data, including low counts. A novel method is introduced based on…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
Stereo matching provides depth estimation from binocular images for downstream applications. These applications mostly take video streams as input and require temporally consistent depth maps. However, existing methods mainly focus on the…
Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…
Symmetries concerning the ordinary coordinate spacetime and internal spacetime are discussed. A possible unification model of electroweak, strong and gravitational interactions is briefly described.
We study submodular information measures as a rich framework for generic, query-focused, privacy sensitive, and update summarization tasks. While past work generally treats these problems differently ({\em e.g.}, different models are often…
Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the…
This work introduces a novel framework for dynamic factor model-based group-level analysis of multiple subjects time series data, called GRoup Integrative DYnamic factor (GRIDY) models. The framework identifies and characterizes…
Multiscale molecular modeling is widely applied in scientific research of molecular properties over large time and length scales. Two specific challenges are commonly present in multiscale modeling, provided that information between the…
We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…
This paper introduces mixed-integer optimization methods to solve regression problems that incorporate fairness metrics. We propose an exact formulation for training fair regression models. To tackle this computationally hard problem, we…
Models trained on different datasets can be merged by a weighted-averaging of their parameters, but why does it work and when can it fail? Here, we connect the inaccuracy of weighted-averaging to mismatches in the gradients and propose a…
Splitting-based time integration approaches such as fractional steps, alternating direction implicit, operator splitting, and locally one-dimensional methods partition the system of interest into components and solve individual components…
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…
Automatically evaluating the coherence of summaries is of great significance both to enable cost-efficient summarizer evaluation and as a tool for improving coherence by selecting high-scoring candidate summaries. While many different…
Modern deep learning usually treats models as separate artifacts: trained independently, specialized for particular purposes, and replaced when improved versions appear. This thesis studies model merging as an alternative paradigm:…
We propose to estimate the weight matrix used for forecast reconciliation as parameters in a general linear model in order to quantify its uncertainty. This implies that forecast reconciliation can be formulated as an orthogonal projection…
We propose a unified framework for fair regression tasks formulated as risk minimization problems subject to a demographic parity constraint. Unlike many existing approaches that are limited to specific loss functions or rely on challenging…
Inferential models (IMs) represent a novel possibilistic approach for achieving provably valid statistical inference. This paper introduces a general framework for fusing independent IMs in a "black-box" manner, requiring no knowledge of…