Related papers: Order selection with confidence for finite mixture…
When one observes a sequence of variables $(x_1, y_1), \ldots, (x_n, y_n)$, Conformal Prediction (CP) is a methodology that allows to estimate a confidence set for $y_{n+1}$ given $x_{n+1}$ by merely assuming that the distribution of the…
In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…
The deployment of safe and trustworthy machine learning systems, and particularly complex black box neural networks, in real-world applications requires reliable and certified guarantees on their performance. The conformal prediction…
We propose a new method of classifying documents into categories. The simple method of conducting hypothesis testing over word-based distributions in categories suffers from the data sparseness problem. In order to address this difficulty,…
For a family of stabilized mixed finite element methods for the Stokes equations a complete a priori and a posteriori error analysis is given.
Sequential hypothesis testing asks for decision rules that update as data arrive. A natural goal is \emph{eventual correctness}: the rule may change its mind early on, but it should make only finitely many wrong decisions almost surely.…
The sequential recommendation task aims to predict the item that user is interested in according to his/her historical action sequence. However, inevitable random action, i.e. user randomly accesses an item among multiple candidates or…
Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…
Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering. In this work we study the posterior distribution induced by Dirichlet process mixtures as the sample size…
Controlling the false discovery rate (FDR) is a powerful approach to multiple testing. In many applications, the tested hypotheses have an inherent hierarchical structure. In this paper, we focus on the fixed sequence structure where the…
Hypothesis tests under order restrictions arise in a wide range of scientific applications. By exploiting inequality constraints, such tests can achieve substantial gains in power and interpretability. However, these gains come at a cost:…
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the latter we consider the Dirichlet…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…
Integration testing is a very important step in software testing. Existing methods evaluate the stubbing cost for class integration test orders by considering only the interclass direct relationships such as inheritance, aggregation, and…
We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
To handle the control difficulties caused by high-order dynamics, a control structure based on fractional order [proportional integral] (PI) controller and fractional order Smith-like predictor for a class of high order systems in the type…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
In this work, we consider unfitted finite element methods for the numerical approximation of the Stokes problem. It is well-known that this kind of methods lead to arbitrarily ill-conditioned systems. In order to solve this issue, we…
We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…