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Density functions that represent sample data are often multimodal, i.e. they exhibit more than one maximum. Typically this behavior is taken to indicate that the underlying data deserves a more detailed representation as a mixture of…

Methodology · Statistics 2018-06-04 Steve Huntsman

One of the major challenges for long range, high speed Free-Space Optical (FSO) communication is turbulence induced beam wander. Beam wander causes fluctuations in the received intensity as well as crosstalk in mode division multiplexed…

Signal Processing · Electrical Eng. & Systems 2019-07-25 Mitchell A. Cox , Lucas Gailele , Ling Cheng , Andrew Forbes

The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the Maximum Likelihood (ML) principle indicates a unique, statistically rigorous…

Disordered Systems and Neural Networks · Physics 2008-08-07 Diego Garlaschelli , Maria I. Loffredo

The problem of linear predictions has been extensively studied for the past century under pretty generalized frameworks. Recent advances in the robust statistics literature allow us to analyze robust versions of classical linear models…

Machine Learning · Statistics 2022-03-15 Saptarshi Chakraborty , Debolina Paul , Swagatam Das

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimated parameters, produce estimators which perform poorly in…

Statistics Theory · Mathematics 2015-02-02 Y. Ritov , P. J. Bickel , A. C. Gamst , B. J. K. Kleijn

BosonSampling is the leading candidate for demonstrating quantum computational advantage in photonic systems. While we have recently seen many impressive experimental demonstrations, there is still a formidable distance between the…

Longitudinal data are essential for studying within subject change and between subject differences in change. However, missing data, especially when the observed variables are nonnormal, remain a significant challenge in longitudinal…

Methodology · Statistics 2025-04-21 Dandan Tang , Xin Tong , Jianhui Zhou

Power domination is a graph theoretic model which captures how phasor measurement units (PMUs) can be used to monitor a power grid. Fragile power domination takes into account the fact that PMUs may break or otherwise fail. In this model,…

Combinatorics · Mathematics 2025-07-22 Beth Bjorkman , Sean English , Johnathan Koch , Amanda Verga

A standard goal of model evaluation and selection is to find a model that approximates the truth well while at the same time is as parsimonious as possible. In this paper we emphasize the point of view that the models under consideration…

Methodology · Statistics 2010-10-05 Bruce Lindsay , Jiawei Liu

This paper describes methods for comparative evaluation of the interpretability of models of high dimensional time series data inferred by unsupervised machine learning algorithms. The time series data used in this investigation were logs…

Artificial Intelligence · Computer Science 2020-05-05 Nicholas Hoernle , Kobi Gal , Barbara Grosz , Leilah Lyons , Ada Ren , Andee Rubin

In this paper, paired comparison models with stochastic background are investigated. We focus on the models that allow three options for choice. We estimate all parameters, the strength of the objects and the boundaries of equal decision,…

Optimization and Control · Mathematics 2025-02-20 László Gyarmati , Csaba Mihálykó , Eva Orbán-Mihálykó , András Mihálykó

This paper introduces Flexible First-Order Stochastic Dominance (FFSD), a mathematically rigorous framework that formalizes Herbert Simon's concept of bounded rationality using the Lean 4 theorem prover. We develop machine-verified proofs…

Mathematical Finance · Quantitative Finance 2025-07-10 Jingyuan Li , Zhou Lin

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Recently, multi-fidelity Bayesian optimization (MFBO) has been successfully applied to many engineering design optimization problems, where the cost of high-fidelity simulations and experiments can be prohibitive. However, challenges remain…

Numerical Analysis · Mathematics 2025-10-14 Jingyi Wang , Nai-Yuan Chiang , Tucker Hartland , J. Luc Peterson , Jerome Solberg , Cosmin G. Petra

We formulate a statistical flight-pause model for human mobility, represented by a collection of random objects, called motions, appropriate for mobile phone tracking (MPT) data. We develop the statistical machinery for parameter inference…

Methodology · Statistics 2023-07-04 Marcin Jurek , Catherine A. Calder , Corwin Zigler

In recent years, multi-objective optimization (MOO) emerges as a foundational problem underpinning many multi-agent multi-task learning applications. However, existing algorithms in MOO literature remain limited to centralized learning…

Machine Learning · Computer Science 2024-01-09 Haibo Yang , Zhuqing Liu , Jia Liu , Chaosheng Dong , Michinari Momma

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

How should we intervene on an unknown structural equation model to maximize a downstream variable of interest? This setting, also known as causal Bayesian optimization (CBO), has important applications in medicine, ecology, and…

Machine Learning · Computer Science 2023-03-13 Scott Sussex , Anastasiia Makarova , Andreas Krause

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli