Related papers: Amortized Conditional Normalized Maximum Likelihoo…

In this paper, we present a distributed algorithm for the reconstruction of large-scale nonlinear networks. In particular, we focus on the identification from time-series data of the nonlinear functional forms and associated parameters of…

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

During training, the weights of a Deep Neural Network (DNN) are optimized from a random initialization towards a nearly optimum value minimizing a loss function. Only this final state of the weights is typically kept for testing, while the…

When constructing parametric models to predict the cost of future claims, several important details have to be taken into account: (i) models should be designed to accommodate deductibles, policy limits, and coinsurance factors, (ii)…

We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…

We introduce Network Maximal Correlation (NMC) as a multivariate measure of nonlinear association among random variables. NMC is defined via an optimization that infers transformations of variables by maximizing aggregate inner products…

This paper presents a deep learning based model predictive control (MPC) algorithm for systems with unmatched and bounded state-action dependent uncertainties of unknown structure. We utilize a deep neural network (DNN) as an oracle in the…

Classification models based on deep neural networks (DNNs) must be calibrated to measure the reliability of predictions. Some recent calibration methods have employed a probabilistic model on the probability simplex. However, these…

Machine Learning (ML) applications on healthcare can have a great impact on people's lives helping deliver better and timely treatment to those in need. At the same time, medical data is usually big and sparse requiring important…

We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

Standard deep learning methods, such as Ensemble Models, Bayesian Neural Networks and Quantile Regression Models provide estimates to prediction uncertainties for data-driven deep learning models. However, they can be limited in their…

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Deep Neural Networks are being extensively used in communication systems and Automatic Modulation Classification (AMC) in particular. However, they are very susceptible to small adversarial perturbations that are carefully crafted to change…

Modern challenges of robustness, fairness, and decision-making in machine learning have led to the formulation of multi-distribution learning (MDL) frameworks in which a predictor is optimized across multiple distributions. We study the…

Real-world natural language processing (NLP) models need to be continually updated to fix the prediction errors in out-of-distribution (OOD) data streams while overcoming catastrophic forgetting. However, existing continual learning (CL)…

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…

This paper provides a review of model selection and model averaging methods for multinomial probit models estimated using the MACML approach. The proposed approaches are partitioned into test based methods (mostly derived from the…

Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…

This paper considers nonlinear dynamic models where the main parameter of interest is a nonnegative matrix characterizing the network (contagion) effects. This network matrix is usually constrained either by assuming a limited number of…