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The non-linear autoregressive (NLAR) model plays an important role in modeling and predicting time series. One-step ahead prediction is straightforward using the NLAR model, but the multi-step ahead prediction is cumbersome. For instance,…

Methodology · Statistics 2023-06-08 Kejin Wu , Dimitris N. Politis

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

The bootstrap is a method for estimating the distribution of an estimator or test statistic by re-sampling the data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

In reinforcement learning, it is typical to use the empirically observed transitions and rewards to estimate the value of a policy via either model-based or Q-fitting approaches. Although straightforward, these techniques in general yield…

Machine Learning · Computer Science 2020-07-28 Ilya Kostrikov , Ofir Nachum

Bootstrapping was designed to randomly resample data from a fixed sample using Monte Carlo techniques. However, the original sample itself defines a discrete distribution. Convolutional methods are well suited for discrete distributions,…

Methodology · Statistics 2021-07-19 Jared M. Clark , Richard L. Warr

In recent years, neural networks (NNs) have become increasingly popular for surrogate modeling tasks in mechanics and materials modeling applications. While traditional NNs are deterministic functions that rely solely on data to learn the…

Machine Learning · Statistics 2025-01-03 Javad Ghorbanian , Nicholas Casaprima , Audrey Olivier

Predictive Process Monitoring (PPM) aims at leveraging historic process execution data to predict how ongoing executions will continue up to their completion. In recent years, PPM techniques for the prediction of the next activities have…

Artificial Intelligence · Computer Science 2023-12-15 Ivan Donadello , Jonghyeon Ko , Fabrizio Maria Maggi , Jan Mendling , Francesco Riva , Matthias Weidlich

Deep neural networks is a branch in machine learning that has seen a meteoric rise in popularity due to its powerful abilities to represent and model high-level abstractions in highly complex data. One area in deep neural networks that is…

Computer Vision and Pattern Recognition · Computer Science 2015-11-11 Mohammad Javad Shafiee , Parthipan Siva , Alexander Wong

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Spiking neural networks (SNNs) promise energy-efficient computation by mimicking biological neural dynamics, yet existing plasticity rules focus on isolated spike pairs and fail to leverage the synchronous activity patterns that drive…

Neural and Evolutionary Computing · Computer Science 2025-08-26 Yuchen Tian , Assel Kembay , Samuel Tensingh , Nhan Duy Truong , Jason K. Eshraghian , Omid Kavehei

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

Spiking Neural Networks (SNNs), as an emerging biologically inspired computational model, demonstrate significant energy efficiency advantages due to their event-driven information processing mechanism. Compared to traditional Artificial…

Neural and Evolutionary Computing · Computer Science 2025-08-18 Changqing Xu , Buxuan Song , Yi Liu , Xinfang Liao , Wenbin Zheng , Yintang Yang

The backpropagation algorithm has promoted the rapid development of deep learning, but it relies on a large amount of labeled data and still has a large gap with how humans learn. The human brain can quickly learn various conceptual…

Neural and Evolutionary Computing · Computer Science 2023-04-25 Yiting Dong , Dongcheng Zhao , Yang Li , Yi Zeng

While deep neural networks have surpassed human performance in multiple situations, they are prone to catastrophic forgetting: upon training a new task, they rapidly forget previously learned ones. Neuroscience studies, based on idealized…

Neural and Evolutionary Computing · Computer Science 2021-03-24 Axel Laborieux , Maxence Ernoult , Tifenn Hirtzlin , Damien Querlioz

The increasing availability of time --and space-- resolved data describing human activities and interactions gives insights into both static and dynamic properties of human behavior. In practice, nevertheless, real-world datasets can often…

Physics and Society · Physics 2013-11-27 Nicolas Tremblay , Alain Barrat , Cary Forest , Mark Nornberg , Jean-François Pinton , Pierre Borgnat

Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly…

Optimization and Control · Mathematics 2022-10-14 Justin Dumouchelle , Rahul Patel , Elias B. Khalil , Merve Bodur

We address the problem of prescribing an optimal decision in a framework where the cost function depends on uncertain problem parameters that need to be learned from data. Earlier work proposed prescriptive formulations based on supervised…

Optimization and Control · Mathematics 2021-06-09 Dimitris Bertsimas , Bart Van Parys

Deep neural networks can be roughly divided into deterministic neural networks and stochastic neural networks.The former is usually trained to achieve a mapping from input space to output space via maximum likelihood estimation for the…

We explore training Binary Neural Networks (BNNs) as a discrete variable inference problem over a factor graph. We study the behaviour of this conversion in an under-parameterized BNN setting and propose stochastic versions of Belief…

Machine Learning · Computer Science 2022-04-06 Amir Khoshaman , Giuseppe Castiglione , Christopher Srinivasa