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We consider forecasting functional time series of extreme values within a generalised extreme value distribution (GEV). The GEV distribution can be characterised using the three parameters (location, scale and shape). As a result, the…

Methodology · Statistics 2020-12-22 Han Lin Shang , Ruofan Xu

An important question in statistical network analysis is how to estimate models of discrete and dependent network data with intractable likelihood functions, without sacrificing computational scalability and statistical guarantees. We…

Statistics Theory · Mathematics 2026-03-06 Jonathan R. Stewart , Michael Schweinberger

We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…

Machine Learning · Statistics 2025-03-12 Yindong Chen , Yiwei Wang , Lulu Kang , Chun Liu

Histogram-based template fits are the main technique used for estimating parameters of high energy physics Monte Carlo generators. Parametrized neural network reweighting can be used to extend this fitting procedure to many dimensions and…

High Energy Physics - Phenomenology · Physics 2021-04-08 Anders Andreassen , Shih-Chieh Hsu , Benjamin Nachman , Natchanon Suaysom , Adi Suresh

One important issue commonly encountered in the analysis of microarray data is to decide which and how many genes should be selected for further studies. For discriminant microarray data analyses based on statistical models, such as the…

Quantitative Methods · Quantitative Biology 2009-11-09 Wentian Li , Fengzhu Sun , Ivo Grosse

A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…

Geophysics · Physics 2009-11-11 Mara Felici , Valerio Lucarini , Antonio Speranza , Renato Vitolo

A novel accelerated mobile edge generation (MEG) framework is proposed for generating high-resolution images on mobile devices. Exploiting a large-scale latent diffusion model (LDM) distributed across edge server (ES) and user equipment…

Systems and Control · Electrical Eng. & Systems 2024-08-08 Xiaoxia Xu , Yuanwei Liu , Xidong Mu , Hong Xing , Arumugam Nallanathan

Recent works on representation learning for graph structured data predominantly focus on learning distributed representations of graph substructures such as nodes and subgraphs. However, many graph analytics tasks such as graph…

Artificial Intelligence · Computer Science 2017-07-18 Annamalai Narayanan , Mahinthan Chandramohan , Rajasekar Venkatesan , Lihui Chen , Yang Liu , Shantanu Jaiswal

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

In this work, we propose and explore Deep Graph Value Network (DeepGV) as a promising method to work around sample complexity in deep reinforcement-learning agents using a message-passing mechanism. The main idea is that the agent should be…

Artificial Intelligence · Computer Science 2021-10-22 Mingxuan Li , Michael L. Littman

In this paper, we show that, in vector-to-vector regression utilizing deep neural networks (DNNs), a generalized loss of mean absolute error (MAE) between the predicted and expected feature vectors is upper bounded by the sum of an…

Machine Learning · Computer Science 2020-08-13 Jun Qi , Jun Du , Sabato Marco Siniscalchi , Xiaoli Ma , Chin-Hui Lee

Dynamic environments require adaptive applications. One particular machine learning problem in dynamic environments is open world recognition. It characterizes a continuously changing domain where only some classes are seen in one batch of…

Machine Learning · Computer Science 2022-05-31 Tobias Koch , Felix Liebezeit , Christian Riess , Vincent Christlein , Thomas Köhler

Extreme value theory has constructed asymptotic properties of the sample maximum. This study concerns probability distribution estimation of the sample maximum. The traditional approach is parametric fitting to the limiting distribution --…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama

In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…

Methodology · Statistics 2012-06-22 Yan Liu , Taha Bahadori , Hongfei Li

The escalating parameter counts in modern deep learning models pose a fundamental challenge to efficient training and resolution of overfitting. We address this by introducing the \emph{Mapping Networks} which replace the high dimensional…

Computer Vision and Pattern Recognition · Computer Science 2026-02-24 Lord Sen , Shyamapada Mukherjee

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

Value Iteration Networks (VINs) have emerged as a popular method to incorporate planning algorithms within deep reinforcement learning, enabling performance improvements on tasks requiring long-range reasoning and understanding of…

Machine Learning · Computer Science 2020-12-08 Andreea Deac , Petar Veličković , Ognjen Milinković , Pierre-Luc Bacon , Jian Tang , Mladen Nikolić

This paper addresses the lack of research on quantifying Maximal Extractable Value (MEV) on Ethereum Layer 2 networks (L2s). Our findings reveal a substantial amount of MEV to be extracted on L2s, particularly on Polygon, with a lower bound…

General Finance · Quantitative Finance 2023-09-06 Arthur Bagourd , Luca Georges Francois

Deep generative models (DGMs) are effective on learning multilayered representations of complex data and performing inference of input data by exploring the generative ability. However, it is relatively insufficient to empower the…

Computer Vision and Pattern Recognition · Computer Science 2016-11-23 Chongxuan Li , Jun Zhu , Bo Zhang

The Matrix Element Method (MEM) is a powerful method to extract information from measured events at collider experiments. Compared to multivariate techniques built on large sets of experimental data, the MEM does not rely on an…

High Energy Physics - Experiment · Physics 2021-04-07 Florian Bury , Christophe Delaere