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Techniques from deep learning play a more and more important role for the important task of calibration of financial models. The pioneering paper by Hernandez [Risk, 2017] was a catalyst for resurfacing interest in research in this area. In…

Mathematical Finance · Quantitative Finance 2019-08-26 Christian Bayer , Blanka Horvath , Aitor Muguruza , Benjamin Stemper , Mehdi Tomas

Although recent deep learning-based calibration methods can predict extrinsic and intrinsic camera parameters from a single image, their generalization remains limited by the number and distribution of training data samples. The huge…

Computer Vision and Pattern Recognition · Computer Science 2022-12-06 Khadidja Ould Amer , Oussama Hadjerci , Mohamed Abbas Hedjazi , Antoine Letienne

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

The proliferation of Deep Neural Networks has resulted in machine learning systems becoming increasingly more present in various real-world applications. Consequently, there is a growing demand for highly reliable models in many domains,…

Computer Vision and Pattern Recognition · Computer Science 2024-03-19 Pedro Conde , Rui L. Lopes , Cristiano Premebida

Inferring parameters of macro-kinetic growth models, typically represented by Ordinary Differential Equations (ODE), from the experimental data is a crucial step in bioprocess engineering. Conventionally, estimates of the parameters are…

Machine Learning · Computer Science 2023-12-07 Maxim Borisyak , Stefan Born , Peter Neubauer , Mariano Nicolas Cruz-Bournazou

Deep Neural Networks (DNNs) have gained considerable attention in the past decades due to their astounding performance in different applications, such as natural language modeling, self-driving assistance, and source code understanding.…

Machine Learning · Computer Science 2022-04-12 Qiang Hu , Yuejun Guo , Maxime Cordy , Xiaofei Xie , Wei Ma , Mike Papadakis , Yves Le Traon

In this paper, we present RegNet, the first deep convolutional neural network (CNN) to infer a 6 degrees of freedom (DOF) extrinsic calibration between multimodal sensors, exemplified using a scanning LiDAR and a monocular camera. Compared…

Computer Vision and Pattern Recognition · Computer Science 2017-07-12 Nick Schneider , Florian Piewak , Christoph Stiller , Uwe Franke

Signal processing, communications, and control have traditionally relied on classical statistical modeling techniques. Such model-based methods utilize mathematical formulations that represent the underlying physics, prior information and…

Signal Processing · Electrical Eng. & Systems 2022-09-13 Nir Shlezinger , Jay Whang , Yonina C. Eldar , Alexandros G. Dimakis

In existing image classification systems that use deep neural networks, the knowledge needed for image classification is implicitly stored in model parameters. If users want to update this knowledge, then they need to fine-tune the model…

Computer Vision and Pattern Recognition · Computer Science 2022-08-01 Kengo Nakata , Youyang Ng , Daisuke Miyashita , Asuka Maki , Yu-Chieh Lin , Jun Deguchi

Sequential deep learning models such as RNN, causal CNN and attention mechanism do not readily consume continuous-time information. Discretizing the temporal data, as we show, causes inconsistency even for simple continuous-time processes.…

Machine Learning · Computer Science 2021-03-30 Da Xu , Chuanwei Ruan , Evren Korpeoglu , Sushant Kumar , Kannan Achan

Nonparametric mean function regression with repeated measurements serves as a cornerstone for many statistical branches, such as longitudinal/panel/functional data analysis. In this work, we investigate this problem using fully connected…

Statistics Theory · Mathematics 2025-02-27 Shunxing Yan , Fang Yao , Hang Zhou

Registration is the process that computes the transformation that aligns sets of data. Commonly, a registration process can be divided into four main steps: target selection, feature extraction, feature matching, and transform computation…

Computer Vision and Pattern Recognition · Computer Science 2020-10-29 Victor Villena-Martinez , Sergiu Oprea , Marcelo Saval-Calvo , Jorge Azorin-Lopez , Andres Fuster-Guillo , Robert B. Fisher

Reliable uncertainty estimation is critical for deploying neural networks (NNs) in real-world applications. While existing calibration techniques often rely on post-hoc adjustments or coarse-grained binning methods, they remain limited in…

Machine Learning · Computer Science 2025-05-30 Pedro Mendes , Paolo Romano , David Garlan

While in recent years a number of new statistical approaches have been proposed to model group differences with a different assumption on the nature of the measurement invariance of the instruments, the tools for detecting local…

Methodology · Statistics 2022-02-04 Artur Pokropek , Ernest Pokropek

Quantum computing is a new computational paradigm that promises applications in several fields, including machine learning. In the last decade, deep learning, and in particular Convolutional neural networks (CNN), have become essential for…

Quantum Physics · Physics 2021-06-14 Iordanis Kerenidis , Jonas Landman , Anupam Prakash

Simulation models often have parameters as input and return outputs to understand the behavior of complex systems. Calibration is the process of estimating the values of the parameters in a simulation model in light of observed data from…

Methodology · Statistics 2024-11-15 Özge Sürer

Modern software systems rely on Deep Neural Networks (DNN) when processing complex, unstructured inputs, such as images, videos, natural language texts or audio signals. Provided the intractably large size of such input spaces, the…

Software Engineering · Computer Science 2021-02-03 Michael Weiss , Paolo Tonella

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

Machine Learning · Computer Science 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…

Methodology · Statistics 2013-08-02 Won Chang , Murali Haran , Roman Olson , Klaus Keller

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical…

Machine Learning · Computer Science 2021-12-03 Achintya Gopal