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A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…

Methodology · Statistics 2023-12-01 Andrew Gill , David J. Warne , Antony M. Overstall , Clare McGrory , James M. McGree

The likelihood function for cosmological parameters, given by e.g. weak lensing shear measurements, depends on contributions to the covariance induced by the nonlinear evolution of the cosmic web. As nonlinear clustering to date has only…

Cosmology and Nongalactic Astrophysics · Physics 2019-02-26 Robert Reischke , Alina Kiessling , Björn Malte Schäfer

Randomized algorithms have proven to perform well on a large class of numerical linear algebra problems. Their theoretical analysis is critical to provide guarantees on their behaviour, and in this sense, the stochastic analysis of the…

Numerical Analysis · Mathematics 2025-10-01 Alexandre Scotto Di Perrotolo , Youssef Diouane , Selime Gürol , Xavier Vasseur

Empirical likelihood is an attractive inferential framework that respects natural parameter boundaries, but existing approaches typically require smoothness of the functional and miscalibrate substantially when these assumptions are…

Methodology · Statistics 2026-03-31 Hongseok Namkoong

This paper presents a computational framework for the robust stiffness design of hyperelastic structures at finite deformations subject to various uncertain sources. In particular, the loading, material properties, and geometry…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Nan Feng , Guodong Zhang , Kapil Khandelwal

Cosmic microwave background studies of non-Gaussianity involving higher-order multispectra can distinguish between early universe theories that predict nearly identical power spectra. However, the recovery of higher-order multispectra is…

Cosmology and Nongalactic Astrophysics · Physics 2011-07-26 Dipak Munshi , Alan Heavens , Asantha Cooray , Joseph Smidt , Peter Coles , Paolo Serra

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

Phenomenon of stochastic separability was revealed and used in machine learning to correct errors of Artificial Intelligence (AI) systems and analyze AI instabilities. In high-dimensional datasets under broad assumptions each point can be…

Artificial Intelligence · Computer Science 2021-03-04 Bogdan Grechuk , Alexander N. Gorban , Ivan Y. Tyukin

The characterization of errors in a quantum system is a fundamental step for two important goals. First, learning about specific sources of error is essential for optimizing experimental design and error correction methods. Second,…

Quantum Physics · Physics 2020-08-24 Hillary Dawkins , Joel Wallman , Joseph Emerson

Current cosmological observations allow for deviations from the standard growth of large-scale structures in the universe. These deviations could indicate modifications to General Relativity on cosmological scales or suggest the dynamical…

Cosmology and Nongalactic Astrophysics · Physics 2024-11-12 Yo Toda , Adrià Gómez-Valent , Kazuya Koyama

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…

Econometrics · Economics 2022-02-02 Ercument Cahan , Jushan Bai , Serena Ng

This paper uses techniques from Random Matrix Theory to find the ideal training-testing data split for a simple linear regression with m data points, each an independent n-dimensional multivariate Gaussian. It defines "ideal" as satisfying…

Machine Learning · Statistics 2022-07-26 Alexander Dubbs

Cosmological large-scale structure analyses based on two-point correlation functions often assume a Gaussian likelihood function with a fixed covariance matrix. We study the impact on cosmological parameter estimation of ignoring the…

Cosmology and Nongalactic Astrophysics · Physics 2019-03-21 Darsh Kodwani , David Alonso , Pedro Ferreira

We introduce a physically-motivated model of the matter power spectrum, based on the halo model and perturbation theory. This model achieves 1\% accuracy on all $k-$scales between $k=0.02h\,\mathrm{Mpc}^{-1}$ to $k=1h\,\mathrm{Mpc}^{-1}$.…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-01 Oliver H. E. Philcox , David N. Spergel , Francisco Villaescusa-Navarro

When facing data with imbalanced classes or groups, practitioners follow an intriguing strategy to achieve best results. They throw away examples until the classes or groups are balanced in size, and then perform empirical risk minimization…

Machine Learning · Statistics 2023-02-23 Kamalika Chaudhuri , Kartik Ahuja , Martin Arjovsky , David Lopez-Paz

We examine the errors on counts in cells extracted from galaxy surveys. The measurement error, related to the finite number of sampling cells, is disentangled from the ``cosmic error'', due to the finiteness of the survey. Using the…

Astrophysics · Physics 2009-10-28 István Szapudi , Stéphane Colombi

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

Machine Learning · Statistics 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

When reading peer-reviewed scientific literature describing any analysis of empirical data, it is natural and correct to proceed with the underlying assumption that experiments have made good faith efforts to ensure that their analyses…

Data Analysis, Statistics and Probability · Physics 2012-09-13 S. Towers

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate…

Applications · Statistics 2012-03-02 Huiyan Sang , Mikyoung Jun , Jianhua Z. Huang