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In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{\^{o}} stochastic differential equations with unknown random…
Automated scientific discovery aims to improve scientific understanding through machine learning. A central approach in this field is symbolic regression, which uses genetic programming or sparse regression to learn interpretable…
In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
We present a new efficient algortithm for construction of linear latent structure (LLS) models. This algorithm reduces a problem of estimation of model parameters to a sequence of problems of linear algebra, which assures a low…
This paper presents a novel method for structural data recognition using a large number of graph models. In general, prevalent methods for structural data recognition have two shortcomings: 1) Only a single model is used to capture…
In the co-sparse analysis model a set of filters is applied to a signal out of the signal class of interest yielding sparse filter responses. As such, it may serve as a prior in inverse problems, or for structural analysis of signals that…
We consider structure discovery of undirected graphical models from observational data. Inferring likely structures from few examples is a complex task often requiring the formulation of priors and sophisticated inference procedures.…
Although information extraction and coreference resolution appear together in many applications, most current systems perform them as ndependent steps. This paper describes an approach to integrated inference for extraction and coreference…
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
Empirical analysis in economics often faces the difficulty that the data is correlated and heterogeneous in some unknown form. Spatial parametric approaches have been widely used to account for dependence structures, but the problem of…
We propose a nonparametric algorithm to detect structural breaks in the conditional mean and/or variance of a time series. Our method does not assume any specific parametric form for the dependence structure of the regressor, the time…
Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
Symbolic regression is a powerful system identification technique in industrial scenarios where no prior knowledge on model structure is available. Such scenarios often require specific model properties such as interpretability, robustness,…
First-order probabilistic models combine representational power of first-order logic with graphical models. There is an ongoing effort to design lifted inference algorithms for first-order probabilistic models. We analyze lifted inference…
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…
We present an algorithm for arc reversal in Bayesian networks with tree-structured conditional probability tables, and consider some of its advantages, especially for the simulation of dynamic probabilistic networks. In particular, the…
Landmarks have long played a pivotal role in automated planning, serving as crucial elements for improving the planning algorithms. The main limitation of classical landmark extraction methods is their sensitivity to specific planning…