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Learning a transport model that maps a source distribution to a target distribution is a canonical problem in machine learning, but scientific applications increasingly require models that can generalize to source and target distributions…
Cumulative prospect theory (CPT) is known to model human decisions well, with substantial empirical evidence supporting this claim. CPT works by distorting probabilities and is more general than the classic expected utility and coherent…
In Bayesian applications, there is a huge interest in rapid and accurate estimation of the posterior distribution, particularly for high dimensional or hierarchical models. In this article, we propose to use optimization to solve for a…
Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…
In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…
Decision making is often based on Bayesian networks. The building blocks for Bayesian networks are its conditional probability tables (CPTs). These tables are obtained by parameter estimation methods, or they are elicited from subject…
A Chain Event Graph (CEG) is a graphial model which designed to embody conditional independencies in problems whose state spaces are highly asymmetric and do not admit a natural product structure. In this paer we present a probability…
The context tree source is a source model in which the occurrence probability of symbols is determined from a finite past sequence, and is a broader class of sources that includes i.i.d. and Markov sources. The proposed source model in this…
Recent developments in statistical regression methodology shift away from pure mean regression towards distributional regression models. One important strand thereof is that of conditional transformation models (CTMs). CTMs infer the entire…
It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…
The Bayesian Context Trees (BCT) framework is a recently introduced, general collection of statistical and algorithmic tools for modelling, analysis and inference with discrete-valued time series. The foundation of this development is built…
Trajectory prediction facilitates effective planning and decision-making, while constrained trajectory prediction integrates regulation into prediction. Recent advances in constrained trajectory prediction focus on structured constraints by…
Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive…
We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…
Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…
When a source-trained model $Q$ is replaced by a model $\tilde{Q}$ trained on shifted data, its performance on the source domain can change unpredictably. To address this, we study the two-model risk change, $\Delta R := R_P(\tilde{Q}) -…
We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from…
Trajectory anomaly detection, aiming to estimate the anomaly risk of trajectories given the Source-Destination (SD) pairs, has become a critical problem for many real-world applications. Existing solutions directly train a generative model…
Challenge Theory (CT), a new approach to decision under risk departs significantly from expected utility, and is based on firmly psychological, rather than economic, assumptions. The paper demonstrates that a purely cognitive-psychological…
Cumulative Prospect Theory (CPT) is a modeling tool widely used in behavioral economics and cognitive psychology that captures subjective decision making of individuals under risk or uncertainty. In this paper, we propose a dynamic pricing…