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Generalized belief propagation (GBP) has proven to be a promising technique for approximate inference tasks in AI and machine learning. However, the choice of a good set of clusters to be used in GBP has remained more of an art then a…
As a consequence of the high variability of load demand and renewable generation, long-term and high-resolution inputs are required for power system expansion planning, making the problem intractable in real-world applications. Time series…
Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…
In this paper, an efficient distributed approach for implementing the approximate message passing (AMP) algorithm, named distributed AMP (DAMP), is developed for compressed sensing (CS) recovery in sensor networks with the sparsity K…
Generation expansion planning (GEP) is a prominent example of capacity expansion problems in operations research. Being generally NP-hard, GEP optimization models can become intractable when nonconvex dynamics, time-coupling constraints,…
Affinity propagation clustering (AP) has two limitations: it is hard to know what value of parameter 'preference' can yield an optimal clustering solution, and oscillations cannot be eliminated automatically if occur. The adaptive AP method…
Accurate estimation of the Worst-Case Deadline Failure Probability (WCDFP) has attracted growing attention as a means to provide safety assurances in complex systems such as robotic platforms and autonomous vehicles. WCDFP quantifies the…
We develop Temporal Quantile Adjustment (TQA), a general method to construct efficient and valid prediction intervals (PIs) for regression on cross-sectional time series data. Such data is common in many domains, including econometrics and…
With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…
Based on the framework of Conformal Prediction (CP), we study the online construction of confidence sets given a black-box machine learning model. By converting the target confidence levels into quantile levels, the problem can be reduced…
Over the past a few years, research and development has made significant progresses on big data analytics. A fundamental issue for big data analytics is the efficiency. If the optimal solution is unable to attain or not required or has a…
Suppose one has a collection of parameters indexed by a (possibly infinite dimensional) set. Given data generated from some distribution, the objective is to estimate the maximal parameter in this collection evaluated at this distribution.…
Despite recent progress in video generation, inference speed remains a major bottleneck. A common acceleration strategy involves reusing model outputs via caching mechanisms at fixed intervals. However, we find that such fixed-frequency…
Asynchronous optimization algorithms are at the core of modern machine learning and resource allocation systems. However, most convergence results consider bounded information delays and several important algorithms lack guarantees when…
Efficient processing of aggregated range queries on two-dimensional grids is a common requirement in information retrieval and data mining systems, for example in Geographic Information Systems and OLAP cubes. We introduce a technique to…
We consider the problem of constructing honest confidence intervals (CIs) for a scalar parameter of interest, such as the regression discontinuity parameter, in nonparametric regression based on kernel or local polynomial estimators. To…
Approximate query processing over dynamic databases, i.e., under insertions/deletions, has applications ranging from high-frequency trading to internet-of-things analytics. We present JanusAQP, a new dynamic AQP system, which supports SUM,…
Minimizing both the worst-case and average execution times of optimization algorithms is equally critical in real-time optimization-based control applications such as model predictive control (MPC). Most MPC solvers have to trade off…
We address the classical problem of constructing confidence intervals (CIs) for the mean of a distribution, given \(N\) i.i.d. samples, such that the CI contains the true mean with probability at least \(1 - \delta\), where \(\delta \in…
In this paper, we present a novel approach for conformal prediction (CP), in which we aim to identify a set of promising prediction candidates -- in place of a single prediction. This set is guaranteed to contain a correct answer with high…