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Invariance-principle-based methods such as Invariant Risk Minimization (IRM), have recently emerged as promising approaches for Domain Generalization (DG). Despite promising theory, such approaches fail in common classification tasks due to…
Cross-validation (CV) is a popular approach for assessing and selecting predictive models. However, when the number of folds is large, CV suffers from a need to repeatedly refit a learning procedure on a large number of training datasets.…
The aim of this paper is to formalise the task of continual semi-supervised anomaly detection (CSAD), with the aim of highlighting the importance of such a problem formulation which assumes as close to real-world conditions as possible.…
We propose a novel tree-based ensemble method named Selective Cascade of Residual ExtraTrees (SCORE). SCORE draws inspiration from representation learning, incorporates regularized regression with variable selection features, and utilizes…
Time Series Anomaly Detection metrics serve as crucial tools for model evaluation. However, existing metrics suffer from several limitations: insufficient discriminative power, strong hyperparameter dependency, sensitivity to perturbations,…
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…
This paper focuses on inverse problems to identify parameters by incorporating information from measurements. These generally ill-posed problems are formulated here in a probabilistic setting based on Bayes's theorem because it leads to a…
Density estimation, compression and data generation are crucial tasks in artificial intelligence. Variational Auto-Encoders (VAEs) constitute a single framework to achieve these goals. Here, we present a novel class of generative models,…
Conversion rate (CVR) prediction plays an important role in advertising systems. Recently, supervised deep neural network-based models have shown promising performance in CVR prediction. However, they are data hungry and require an enormous…
Robust recommendation aims at capturing true preference of users from noisy data, for which there are two lines of methods have been proposed. One is based on noise injection, and the other is to adopt the generative model Variational…
To address the challenges of reliable statistical inference in high-dimensional models, we introduce the Synthetic-data Regularized Estimator (SRE). Unlike traditional regularization methods, the SRE regularizes the complex target model via…
The stochastic variational inequality problem (SVIP) is an equilibrium model that includes random variables and has been widely applied in various fields such as economics and engineering. Expected residual minimization (ERM) is an…
The variational autoencoder (VAE) is a popular, deep, latent-variable model (DLVM) due to its simple yet effective formulation for modeling the data distribution. Moreover, optimizing the VAE objective function is more manageable than other…
A compact version of the variation evolving method (VEM) is developed in the primal variable space for optimal control computation. Following the idea that originates from the Lyapunov continuous-time dynamics stability theory in the…
The valuation of over-the-counter derivatives is subject to a series of valuation adjustments known as xVA, which pose additional risks for financial institutions. Associated risk measures, such as the value-at-risk of an underlying…
A robust $C^0$-continuous nonconforming virtual element method (VEM) is developed for a boundary value problem arising from strain gradient elasticity in two dimensions, with the family of polygonal meshes satisfying a very general…
This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…
We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…
In the rapidly advancing field of deep learning, optimising deep neural networks is paramount. This paper introduces a novel method, Enhanced Velocity Estimation (EVE), which innovatively applies different learning rates to distinct…
This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…