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In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…

Computation · Statistics 2009-10-19 Paul Fearnhead , Zhen Liu

Inference is a versatile tool that underlies scientific discovery, machine learning, and everyday decision-making: it describes how an agent updates a probability distribution as partial information is acquired from multiple measurements,…

Statistical Mechanics · Physics 2026-01-27 Nathan Shettell , Alexia Auffèves

We propose an interdisciplinary framework that combines Bayesian predictive inference, a well-established tool in Machine Learning, with Formal Methods rooted in the computer science community. Bayesian predictive inference allows for…

Computation · Statistics 2025-08-21 Laura Vana , Ennio Visconti , Laura Nenzi , Annalisa Cadonna , Gregor Kastner

Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…

Machine Learning · Statistics 2024-06-07 Huong Ha , Vu Nguyen , Hung Tran-The , Hongyu Zhang , Xiuzhen Zhang , Anton van den Hengel

The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

Computational Physics · Physics 2018-04-10 Boris Krasnopolsky

We introduce inferential methods for prediction based on functional random effects in generalized functional mixed effects models. This is similar to the inference for random effects in generalized linear mixed effects models (GLMMs), but…

Methodology · Statistics 2025-01-15 Xinkai Zhou , Erjia Cui , Joseph Sartini , Ciprian Crainiceanu

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential…

Machine Learning · Statistics 2014-03-31 Elaine Angelino , Eddie Kohler , Amos Waterland , Margo Seltzer , Ryan P. Adams

Developing efficient MCMC algorithms is indispensable in Bayesian inference. In parallel tempering, multiple interacting MCMC chains run to more efficiently explore the state space and improve performance. The multiple chains advance…

Computation · Statistics 2021-09-15 A. Marie d'Avigneau , S. S. Singh , L. M. Murray

This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…

Methodology · Statistics 2024-05-24 Alimu Dayimu , Nikola Simidjievski , Nikolaos Demiris , Jean Abraham

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

It remains a challenging problem to tightly estimate the worst case response time of an application in a distributed embedded system, especially when there are dependencies between tasks. We discovered that the state-of-the art techniques…

Performance · Computer Science 2016-04-19 Junchul Choi , Hyunok Oh , Soonhoi Ha

The aim of this paper is to present a first evaluation of the potential of an asynchronous distributed computation associated to the recently proposed approach, D-iteration: the D-iteration is a fluid diffusion based iterative method, which…

Numerical Analysis · Mathematics 2012-02-29 Dohy Hong

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

Student performance prediction is a critical research problem to understand the students' needs, present proper learning opportunities/resources, and develop the teaching quality. However, traditional machine learning methods fail to…

Machine Learning · Computer Science 2021-12-23 Yinkai Wang , Aowei Ding , Kaiyi Guan , Shixi Wu , Yuanqi Du

Owing to the diverse scales and varying distributions of sparse matrices arising from practical problems, a multitude of choices are present in the design and implementation of sparse matrix-vector multiplication (SpMV). Researchers have…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-18 Jianhua Gao , Bingjie Liu , Yizhuo Wang , Weixing Ji , Hua Huang

In Diffusion Probabilistic Models (DPMs), the task of modeling the score evolution via a single time-dependent neural network necessitates extended training periods and may potentially impede modeling flexibility and capacity. To counteract…

Machine Learning · Computer Science 2023-06-06 Etrit Haxholli , Marco Lorenzi

Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…

Machine Learning · Computer Science 2025-08-14 Wouter M. Kouw

The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…

Statistics Theory · Mathematics 2021-02-02 Tom Boot , Didier Nibbering