Related papers: Bayesian Sparse Regression for Mixed Multi-Respons…

We propose an unsupervised anomaly detection approach based on a physics-informed diffusion model for multivariate time series data. Over the past years, diffusion model has demonstrated its effectiveness in forecasting, imputation,…

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…

Multi-fidelity machine learning methods address the accuracy-efficiency trade-off by integrating scarce, resource-intensive high-fidelity data with abundant but less accurate low-fidelity data. We propose a practical multi-fidelity strategy…

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Multiscale modeling is a systematic approach to describe the behavior of complex systems by coupling models from different scales. The approach has been demonstrated to be very effective in areas of science as diverse as materials science,…

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

This study proposes a unified forecasting framework for high-dimensional multi-task time series to meet the prediction demands of cloud native backend systems operating under highly dynamic loads, coupled metrics, and parallel tasks. The…

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…

Reliably predicting nuclear properties across the entire chart of isotopes is important for applications ranging from nuclear astrophysics to superheavy science to nuclear technology. To this day, however, all the theoretical models that…

Modeling data with multivariate count responses is a challenging problem due to the discrete nature of the responses. Existing methods for univariate count responses cannot be easily extended to the multivariate case since the dependency…

This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…

Accurate prediction of future agent trajectories is a critical challenge for ensuring safe and efficient autonomous navigation, particularly in complex urban environments characterized by multiple plausible future scenarios. In this paper,…

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Traditional machine learning methods usually minimize a simple loss function to learn a predictive model, and then use a complex performance measure to measure the prediction performance. However, minimizing a simple loss function cannot…

Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

In this work, we study the use of logistic regression in manufacturing failures detection. As a data set for the analysis, we used the data from Kaggle competition Bosch Production Line Performance. We considered the use of machine…

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…