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Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

In this paper, we introduce the Interpretable Cross-Examination Technique (ICE-T), a novel approach that leverages structured multi-prompt techniques with Large Language Models (LLMs) to improve classification performance over zero-shot and…

Computation and Language · Computer Science 2024-05-14 Goran Muric , Ben Delay , Steven Minton

The buildings and construction sector is a significant source of greenhouse gas emissions, with cement production alone contributing 7~\% of global emissions and the industry as a whole accounting for approximately 37~\%. Reducing emissions…

Computational Engineering, Finance, and Science · Computer Science 2025-10-10 Heine Havneraas Røstum , Joseph Morlier , Sebastien Gros , Ketil Aas-Jakobsen

We propose a novel Bayesian Optimization approach for black-box functions with an environmental variable whose value determines the tradeoff between evaluation cost and the fidelity of the evaluations. Further, we use a novel approach to…

Machine Learning · Statistics 2018-05-16 Mark McLeod , Michael A. Osborne , Stephen J. Roberts

Time-to-event endpoints are central to evaluate treatment efficacy across many disease areas. Many trial protocols include interim analyses within group-sequential designs that control type I error via spending functions or boundary…

Methodology · Statistics 2026-01-19 Edoardo Ratti , Federico L. Perlino , Stefania Galimberti , Maria G. Valsecchi

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

Bayesian inference is a widely used and powerful analytical technique in fields such as astronomy and particle physics but has historically been underutilized in some other disciplines including semiconductor devices. In this work, we…

Data Analysis, Statistics and Probability · Physics 2019-11-28 Rachel C. Kurchin , Giuseppe Romano , Tonio Buonassisi

Predictive analytics aims to build machine learning models to predict behavior patterns and use predictions to guide decision-making. Predictive analytics is human involved, thus the machine learning model is preferred to be interpretable.…

Machine Learning · Computer Science 2023-03-14 Yuanyuan Jiang , Rui Ding , Tianchi Qiao , Yunan Zhu , Shi Han , Dongmei Zhang

Design of printed circuit board (PCB) stack-up requires the consideration of characteristic impedance, insertion loss and crosstalk. As there are many parameters in a PCB stack-up design, the optimization of these parameters needs to be…

Other Statistics · Statistics 2019-11-12 Jiayi He , Aravind Sampath Kumar , Arun Chada , Bhyrav Mutnury , James Drewniak

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

This paper proposes Branch & Learn, a framework for Predict+Optimize to tackle optimization problems containing parameters that are unknown at the time of solving. Given an optimization problem solvable by a recursive algorithm satisfying…

Machine Learning · Computer Science 2022-05-05 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee , Allen Z. Zhong

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We…

Optimization and Control · Mathematics 2018-02-22 Thomas Möllenhoff , Zhenzhang Ye , Tao Wu , Daniel Cremers

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

Preferential Bayesian optimization allows optimization of objectives that are either expensive or difficult to measure directly, by relying on a minimal number of comparative evaluations done by a human expert. Generating candidate…

For regulatory and interpretability reasons, logistic regression is still widely used. To improve prediction accuracy and interpretability, a preprocessing step quantizing both continuous and categorical data is usually performed:…

Methodology · Statistics 2019-03-22 Adrien Ehrhardt , Christophe Biernacki , Vincent Vandewalle , Philippe Heinrich

In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…

Computational Engineering, Finance, and Science · Computer Science 2016-09-28 Roberto Minguez , Raquel Garcia-Bertrand

In this paper, we introduce a framework for solving finite-horizon multistage optimization problems under uncertainty in the presence of auxiliary data. We assume the joint distribution of the uncertain quantities is unknown, but noisy…

Machine Learning · Statistics 2019-04-29 Dimitris Bertsimas , Christopher McCord

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

Optimization and Control · Mathematics 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

We consider stochastic approximations which arise from such applications as data communications and image processing. We demonstrate why constraints are needed in a stochastic approximation and how a constrained approximation can be…

Numerical Analysis · Mathematics 2015-09-01 Hong Jiang , Gang Huang , Paul Wilford , Liangkai Yu
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