Related papers: Neural parameter calibration for large-scale multi…
Stochastic infectious disease models capture uncertainty in public health outcomes and have become increasingly popular in epidemiological practice. However, calibrating these models to observed data is challenging with existing methods for…
Estimation of probability density function from samples is one of the central problems in statistics and machine learning. Modern neural network-based models can learn high dimensional distributions but have problems with hyperparameter…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…
This paper proposes a novel approach to predict epidemiological parameters by integrating new real-time signals from various sources of information, such as novel social media-based population density maps and Air Quality data. We implement…
Large scale dynamical systems (e.g. many nonlinear coupled differential equations) can often be summarized in terms of only a few state variables (a few equations), a trait that reduces complexity and facilitates exploration of behavioral…
Parameter inference and uncertainty quantification are important steps when relating mathematical models to real-world observations, and when estimating uncertainty in model predictions. However, methods for doing this can be…
The extraction of the model parameters is as important as the development of compact model itself because simulation accuracy is fully determined by the accuracy of the parameters used. This study proposes an efficient model-parameter…
This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
This study examines the use of a recurrent neural network for estimating the parameters of a Hawkes model based on high-frequency financial data, and subsequently, for computing volatility. Neural networks have shown promising results in…
Quantitative MR imaging is increasingly favoured for its richer information content and standardised measures. However, computing quantitative parameter maps, such as those encoding longitudinal relaxation rate (R1), apparent transverse…
A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…
The abundance of models of complex networks and the current insufficient validation standards make it difficult to judge which models are strongly supported by data and which are not. We focus here on likelihood maximization methods for…
This paper presents a novel generative model to synthesize fluid simulations from a set of reduced parameters. A convolutional neural network is trained on a collection of discrete, parameterizable fluid simulation velocity fields. Due to…
Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…
Dynamical systems modeling, particularly via systems of ordinary differential equations, has been used to effectively capture the temporal behavior of different biochemical components in signal transduction networks. Despite the recent…
Neural simulation-based inference is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary…
In the event of a nuclear accident, or the detonation of a radiological dispersal device, quickly locating the source of the accident or blast is important for emergency response and environmental decontamination. At a specified time after…