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In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We investigate a robust minimax least squares approach that minimizes…

Systems and Control · Computer Science 2012-03-20 Nargiz Kalantarova , Mehmet A. Donmez , Suleyman S. Kozat

Stochastic kriging is a popular metamodeling technique for representing the unknown response surface of a simulation model. However, the simulation model may be inadequate in the sense that there may be a non-negligible discrepancy between…

Methodology · Statistics 2018-02-14 Lu Zou , Xiaowei Zhang

In this article we develop a new method for summarizing a ranking distribution, \textit{i.e.} a probability distribution on the symmetric group $\mathfrak{S}_n$, beyond the classical theory of consensus and Kemeny medians. Based on the…

Machine Learning · Statistics 2026-02-12 Stephan Clémençon , Ekhine Irurozki

This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data…

Methodology · Statistics 2018-01-09 Peirong Xu , Heng Peng , Tao Huang

In large observational studies, the case-cohort design is commonly used to reduce the cost associated with covariate measurement. For survival outcomes, literature has suggested that the restricted mean survival time (RMST) be a more…

Methodology · Statistics 2026-05-08 Andy Ni , Wei-En Lu , Bo Lu

This paper considers extensions of minimum-disparity estimators to the problem of estimating parameters in a regression model that is conditionally specified; that is where a parametric model describes the distribution of a response $y$…

Statistics Theory · Mathematics 2016-02-10 Giles Hooker

In this work, we analyze the behavior of the multivariate symmetric uncertainty (MSU) measure through the use of statistical simulation techniques under various mixes of informative and non-informative randomly generated features.…

Information Theory · Computer Science 2024-03-28 Gustavo Sosa-Cabrera

Stated choice probabilities are increasingly used in conjunction with the random-coefficient model (RCM) to describe individual preferences. They allow survey respondents to express uncertainty about the future or the incompleteness of a…

General Economics · Economics 2025-03-19 Romuald Meango

Most recent paradigms of generative model-based recommendation still face challenges related to the cold-start problem. Existing models addressing cold item recommendations mainly focus on acquiring more knowledge to enrich embeddings or…

Information Retrieval · Computer Science 2025-11-11 Yang Xiang , Li Fan , Chenke Yin , Menglin Kong , Chengtao Ji

This paper investigates the uncertainty of Generative Pre-trained Transformer (GPT) models in extracting mathematical equations from images of varying resolutions and converting them into LaTeX code. We employ concepts of entropy and mutual…

Information Theory · Computer Science 2024-12-10 Alexei Kaltchenko

In this study, we propose a method Distributionally Robust Safe Screening (DRSS), for identifying unnecessary samples and features within a DR covariate shift setting. This method effectively combines DR learning, a paradigm aimed at…

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Machine Learning · Computer Science 2026-04-08 Shang Liu , Xiaocheng Li

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

Methodology · Statistics 2020-11-13 Han Du , Ge Jiang , Zijun Ke

Recently, the usage of Contrastive Representation Learning (CRL) as a pre-training technique improves the performance of learning with noisy labels (LNL) methods. However, instead of pre-training, when trivially combining CRL loss with LNL…

Computer Vision and Pattern Recognition · Computer Science 2024-11-27 Xiaoyu Liu , Beitong Zhou , Zuogong Yue , Cheng Cheng

We propose a new threshold selection method for the nonparametric estimation of the extremal index of stochastic processes. The so-called discrepancy method was proposed as a data-driven smoothing tool for estimation of a probability…

Statistics Theory · Mathematics 2020-09-07 Natalia M. Markovich , Igor V. Rodionov

The recent developments in the machine learning domain have enabled the development of complex multivariate probabilistic forecasting models. Therefore, it is pivotal to have a precise evaluation method to gauge the performance and…

Machine Learning · Computer Science 2023-02-01 Alireza Koochali , Peter Schichtel , Andreas Dengel , Sheraz Ahmed

In recent years, the complementary dual of entropy, known as extropy, has emerged as a valuable tool for quantifying uncertainty in probability distributions. This work investigates the behavior of failure extropy in the multidimensional…

Statistics Theory · Mathematics 2025-09-16 Aman Pandey , Chanchal Kundu

Reliable uncertainty measures are required when using data based machine learning interatomic potentials (MLIPs) for atomistic simulations. In this work, we propose for sparse Gaussian Process Regression type MLIP a stochastic uncertainty…

Computational Physics · Physics 2024-12-31 Mads-Peter Verner Christiansen , Nikolaj Rønne , Bjørk Hammer

In compressed sensing, measurements are typically contaminated by additive noise, and therefore, information about the noise variance is often needed to design algorithms. In this paper, we propose a method for estimating the unknown noise…

Signal Processing · Electrical Eng. & Systems 2025-03-24 Ryo Hayakawa

The primary analysis for longitudinal randomized controlled trials (RCTs) often compares treatment groups at the last timepoint, referred to as the landmark time. Assuming data are normally distributed and missing at random, the mixed model…

Methodology · Statistics 2026-03-18 Guangyong Zou , Shi-Fang Qui , Joshua Zou , Emma Davies Smith , Yun-Hee Choi , Yuhan Bi