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Complex statistical machine learning models are increasingly being used or considered for use in high-stakes decision-making pipelines in domains such as financial services, health care, criminal justice and human services. These models are…

Applications · Statistics 2017-07-04 Alexandra Chouldechova , Max G'Sell

Graphical models provide a framework for exploration of multivariate dependence patterns. The connection between graph and statistical model is made by identifying the vertices of the graph with the observed variables and translating the…

Statistics Theory · Mathematics 2008-02-08 Mathias Drton , Michael D. Perlman

Learning a parametric model from a given dataset indeed enables to capture intrinsic dependencies between random variables via a parametric conditional probability distribution and in turn predict the value of a label variable given…

Machine Learning · Statistics 2024-06-14 Elouan Argouarc'h , François Desbouvries , Eric Barat , Eiji Kawasaki

In this letter, we propose a novel statistical method to measure which system is better suited to probe small deviations from the usual quantum behavior. Such deviations are motivated by a number of theoretical and phenomenological…

There are many high dimensional function classes that have fast agnostic learning algorithms when assumptions on the distribution of examples can be made, such as Gaussianity or uniformity over the domain. But how can one be confident that…

Machine Learning · Computer Science 2022-11-22 Ronitt Rubinfeld , Arsen Vasilyan

In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over…

Optimization and Control · Mathematics 2011-05-12 Tansu Alpcan

Running a reliability analysis on engineering problems involving complex numerical models can be computationally very expensive, requiring advanced simulation methods to reduce the overall numerical cost. Gaussian process based active…

Machine Learning · Statistics 2020-12-01 Morgane Menz , Sylvain Dubreuil , Jérôme Morio , Christian Gogu , Nathalie Bartoli , Marie Chiron

The two most commonly used criteria for assessing causal model discovery with artificial data are edit-distance and Kullback-Leibler divergence, measured from the true model to the learned model. Both of these metrics maximally reward the…

Machine Learning · Computer Science 2021-11-12 Rodney T. O'Donnell , Kevin B. Korb , Lloyd Allison

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…

Applications · Statistics 2013-01-14 Shan Ba , V. Roshan Joseph

We consider estimating the predictive density under Kullback-Leibler loss in a high-dimensional Gaussian model. Decision theoretic properties of the within-family prediction error -- the minimal risk among estimates in the class…

Statistics Theory · Mathematics 2012-12-04 Gourab Mukherjee , Iain M. Johnstone

Modern machine learning approaches excel in static settings where a large amount of i.i.d. training data are available for a given task. In a dynamic environment, though, an intelligent agent needs to be able to transfer knowledge and…

Machine Learning · Computer Science 2023-03-13 Jonas Wildberger , Siyuan Guo , Arnab Bhattacharyya , Bernhard Schölkopf

Most of the fundamental, emergent, and phenomenological parameters of particle and nuclear physics are determined through parametric template fits. Simulations are used to populate histograms which are then matched to data. This approach is…

High Energy Physics - Phenomenology · Physics 2025-03-12 Benjamin Sluijter , Sascha Diefenbacher , Wahid Bhimji , Benjamin Nachman

Analyses of collider data, often assisted by modern Machine Learning methods, condense a number of observables into a few powerful discriminants for the separation of the targeted signal process from the contributing backgrounds. These…

High Energy Physics - Phenomenology · Physics 2020-08-26 Philipp Windischhofer , Miha Zgubic , Daniela Bortoletto

Model-based experimental design is attracting increasing attention in chemical process engineering. Typically, an iterative procedure is pursued: an approximate model is devised, prescribed experiments are then performed and the resulting…

Optimization and Control · Mathematics 2021-01-25 Charlie Vanaret , Philipp Seufert , Jan Schwientek , Gleb Karpov , Gleb Ryzhakov , Ivan Oseledets , Norbert Asprion , Michael Bortz

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese

We propose a method for detecting significant interactions in very large multivariate spatial point patterns. This methodology develops high dimensional data understanding in the point process setting. The method is based on modelling the…

Methodology · Statistics 2017-10-25 Tuomas Rajala , David Murrell , Sofia Olhede

We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…

Methodology · Statistics 2019-01-18 Mickael Binois , Robert B. Gramacy , Michael Ludkovski

This paper presents a novel information value function that can be used in online sensor planning to monitor a spatial phenomenon in which the spatial phenomenon is modeled by nonparametric Gaussian processes. The information value function…

Information Theory · Computer Science 2014-06-13 Hongchuan Wei , Wenjie Lu , Silvia Ferrari
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