Related papers: A Data-Transparent Probabilistic Model of Temporal…
Conformal prediction offers a practical framework for distribution-free uncertainty quantification, providing finite-sample coverage guarantees under relatively mild assumptions on data exchangeability. However, these assumptions cease to…
The handling of probabilities in the form of uncertainty or partial information is an essential task for LLMs in many settings and applications. A common approach to evaluate an LLM's probabilistic reasoning capabilities is to assess its…
Speech perception involves storing and integrating sequentially presented items. Recent work in cognitive neuroscience has identified temporal and contextual characteristics in humans' neural encoding of speech that may facilitate this…
This paper introduces Logical Credal Networks, an expressive probabilistic logic that generalizes many prior models that combine logic and probability. Given imprecise information represented by probability bounds and conditional…
Computing expected predictions of discriminative models is a fundamental task in machine learning that appears in many interesting applications such as fairness, handling missing values, and data analysis. Unfortunately, computing…
Sequences of labeled events observed at irregular intervals in continuous time are ubiquitous across various fields. Temporal Point Processes (TPPs) provide a mathematical framework for modeling these sequences, enabling inferences such as…
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from…
Data Science and Machine learning have been growing strong for the past decade. We argue that to make the most of this exciting field we should resist the temptation of assuming that forecasting can be reduced to brute-force data analytics.…
We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of available training data when using small datasets. Direct trend…
Prediction, where observed data is used to quantify uncertainty about a future observation, is a fundamental problem in statistics. Prediction sets with coverage probability guarantees are a common solution, but these do not provide…
We introduce temporal multimodal multivariate learning, a new family of decision making models that can indirectly learn and transfer online information from simultaneous observations of a probability distribution with more than one peak or…
This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…
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…
Statistical topic models provide a general data-driven framework for automated discovery of high-level knowledge from large collections of text documents. While topic models can potentially discover a broad range of themes in a data set,…
Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single…
Dealing with structured data needs the use of expressive representation formalisms that, however, puts the problem to deal with the computational complexity of the machine learning process. Furthermore, real world domains require tools able…
Generative AI has achieved remarkable empirical success, but from the perspective of statistics it often remains opaque: its predictions may be accurate, yet the underlying mechanism is difficult to interpret, analyze, and trust. This book…
Probabilistic modeling enables combining domain knowledge with learning from data, thereby supporting learning from fewer training instances than purely data-driven methods. However, learning probabilistic models is difficult and has not…
The paper presents a novel deep learning approach, which extracts latent information from trained Deep Neural Networks (DNNs) and derives concise representations that are analyzed in an effective, unified way for prediction purposes. It is…