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In this work, we proposed a novel inferential procedure assisted by machine learning based adjustment for randomized control trials. The method was developed under the Rosenbaum's framework of exact tests in randomized experiments with…
Undoubtedly, several countries worldwide endure to experience a continuous increase in life expectancy, extending the challenges of life actuaries and demographers in forecasting mortality. Although several stochastic mortality models have…
This paper proposes two distributed random reshuffling methods, namely Gradient Tracking with Random Reshuffling (GT-RR) and Exact Diffusion with Random Reshuffling (ED-RR), to solve the distributed optimization problem over a connected…
We investigate model assessment and selection in a changing environment, by synthesizing datasets from both the current time period and historical epochs. To tackle unknown and potentially arbitrary temporal distribution shift, we develop…
We introduce a Markov Chain Monte Carlo (MCMC) method that is designed to sample from target distributions with irregular geometry using an adaptive scheme. In cases where targets exhibit non-Gaussian behaviour, we propose that adaption…
This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…
Predicting click-through rates (CTR) is a fundamental task for Web applications, where a key issue is to devise effective models for feature interactions. Current methodologies predominantly concentrate on modeling feature interactions…
To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…
An adaptive state observer is proposed for a class of overparametrized uncertain linear time-invariant systems without restrictive requirement of their representation in the observer canonical form. It evolves the method of generalized…
This paper suggests parametrically transformed nested error regression models (TNERM), which transform the data flexibly to follow the normal linear mixed regression. We provide a procedure for estimating consistently the parameters of the…
Model predictive control (MPC) is widely used for path tracking of autonomous vehicles due to its ability to handle various types of constraints. However, a considerable predictive error exists because of the error of mathematics model or…
Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…
Recent work on visual world models shows significant promise in latent state dynamics obtained from pre-trained image backbones. However, most of the current approaches are sensitive to training quality, requiring near-complete coverage of…
This paper explores how to enhance existing masked time-series modeling by randomly dropping sub-sequence level patches of time series. On this basis, a simple yet effective method named DropPatch is proposed, which has two remarkable…
We present a new method for multi-modal, long-term vehicle trajectory prediction. Our approach relies on using lane centerlines captured in rich maps of the environment to generate a set of proposed goal paths for each vehicle. Using these…
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximation of the model with a multivariate normal prior for the…
This paper deals with Elliptical Wishart distributions - which generalize the Wishart distribution - in the context of signal processing and machine learning. Two algorithms to compute the maximum likelihood estimator (MLE) are proposed: a…
A newly introduced method called Taylor-based Optimized Recursive Extended Exponential Smoothed Neural Networks Forecasting method is applied and extended in this study to forecast numerical values. Unlike traditional forecasting techniques…
This paper proposes a Mixture Density Network specifically designed for forecasting time series that exhibit locally explosive behavior. By incorporating skewed t-distributions as mixture components, our approach offers enhanced flexibility…
We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…