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To investigate a dilemma of statistical and computational efficiency faced by long-run variance estimators, we propose a decomposition of kernel weights in a quadratic form and some online inference principles. These proposals allow us to…

Methodology · Statistics 2024-09-10 Man Fung Leung , Kin Wai Chan

Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…

Methodology · Statistics 2023-08-28 Keith R. Lohse , Allan J. Kozlowski , Michael J. Strube

Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…

Computation · Statistics 2016-06-08 Sharon X Lee , Kaleb L Lee , Geoffrey J McLachlan

Inferring how an epidemic will progress and what actions to take when presented with limited information is of critical importance for epidemiologists and health professionals. In real world settings, epidemiology data can be scarce or…

Computation · Statistics 2022-11-02 Georgios Efstathiadis

We introduce the Graph Mixture Density Networks, a new family of machine learning models that can fit multimodal output distributions conditioned on graphs of arbitrary topology. By combining ideas from mixture models and graph…

Machine Learning · Computer Science 2021-06-28 Federico Errica , Davide Bacciu , Alessio Micheli

Flow cytometry is a valuable technique that measures the optical properties of particles at a single-cell resolution. When deployed in the ocean, flow cytometry allows oceanographers to study different types of photosynthetic microbes…

Methodology · Statistics 2026-04-02 Ethan Pawl , François Ribalet , Paul A. Parker , Sangwon Hyun

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

Accurately tracking and predicting behaviors of surrounding objects are key prerequisites for intelligent systems such as autonomous vehicles to achieve safe and high-quality decision making and motion planning. However, there still remain…

Robotics · Computer Science 2020-03-31 Jiachen Li , Wei Zhan , Yeping Hu , Masayoshi Tomizuka

Uncertainties in a structure is inevitable, which generally lead to variation in dynamic response predictions. For a complex structure, brute force Monte Carlo simulation for response variation analysis is infeasible since one single run…

Machine Learning · Statistics 2020-05-08 Kai Zhou , Jiong Tang

This paper presents a novel approach to imitation learning from observations, where an autoregressive mixture of experts model is deployed to fit the underlying policy. The parameters of the model are learned via a two-stage framework. By…

Machine Learning · Computer Science 2024-11-14 Renzi Wang , Flavia Sofia Acerbo , Tong Duy Son , Panagiotis Patrinos

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

Computation · Statistics 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

The Mixture of Experts (MoE) architecture has become a fundamental building block in state-of-the-art large language models (LLMs), improving domain-specific expertise in LLMs and scaling model capacity without proportionally increasing…

Machine Learning · Computer Science 2026-05-13 Ankit Jyothish , Ali Jannesari , Aishwarya Sarkar , Joseph Zuber

Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically…

Machine Learning · Computer Science 2026-02-05 Alex Kipnis , Marcel Binz , Eric Schulz

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Methodology · Statistics 2023-03-16 Cheng Peng , Stanislav Uryasev

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Machine Learning · Statistics 2024-02-13 David Tolpin

The study of animal behavioural states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioural scale…

Computation · Statistics 2021-05-06 Giada Sacchi , Ben Swallow

By increasing model parameters but activating them sparsely when performing a task, the use of Mixture-of-Experts (MoE) architecture significantly improves the performance of Large Language Models (LLMs) without increasing the inference…

Computation and Language · Computer Science 2025-06-10 Zeliang Zhang , Xiaodong Liu , Hao Cheng , Chenliang Xu , Jianfeng Gao

Particle filters are broadly used to approximate posterior distributions of hidden states in state-space models by means of sets of weighted particles. While the convergence of the filter is guaranteed when the number of particles tends to…

Computation · Statistics 2017-11-01 Víctor Elvira , Joaquín Míguez , Petar M. Djurić
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