Related papers: Faster estimation for constrained gamma mixture mo…
We address two shortcomings in online travel time estimation methods for congested urban traffic. The first shortcoming is related to the determination of the number of mixture modes, which can change dynamically, within day and from day to…
In this article, we introduce finite mixture models (FMMs) renowned for capturing population heterogeneity. Our focus lies in establishing stochastic comparisons between two arithmetic (finite) mixture models, employing the vector…
The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…
This paper examines the finite-sample bias of estimators for the Theil and Atkinson indices, as well as for the variance-to-mean ratio (VMR), under the assumption that the population follows a finite mixture of gamma distributions with a…
We employ a unified framework for computing the information capacity of biological signaling systems using Fisher Information. By deriving closed-form or easily computable information capacity formulas, we quantify how well different…
We aim to make inferences about a smooth, finite-dimensional parameter by fusing data from multiple sources together. Previous works have studied the estimation of a variety of parameters in similar data fusion settings, including in the…
We propose a semiparametric data fusion framework for efficient inference on survival probabilities by integrating right-censored and current status data. Existing data fusion methods focus largely on fusing right-censored data only, while…
We propose a method for efficient simulations in extended ensembles, useful, e.g., for the study of problems with complex energy landscapes and for free energy calculations. The main difficulty in such simulations is the estimation of the a…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
Do expert-defined or diagnostically-labeled data groups align with clusters inferred through statistical modeling? If not, where do discrepancies between predefined labels and model-based groupings occur and why? In this work, we introduce…
Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…
Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…
This work addresses the problem of state estimation in multivariable dynamic systems with quantized outputs, a common scenario in applications involving low-resolution sensors or communication constraints. A novel method is proposed to…
This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…
We present a novel closed-form model for nonlinear interference (NLI) estimation in low-dispersion O-band transmission systems. The formulation incorporates the four-wave mixing (FWM) efficiency term as well as the coherent contributions of…
Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…
Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…
Estimating mutual information from observed samples is a basic primitive, useful in several machine learning tasks including correlation mining, information bottleneck clustering, learning a Chow-Liu tree, and conditional independence…