Related papers: Design of generalized fuzzy multiple deferred stat…
As artificial intelligence methods are increasingly applied to complex task scenarios, high dimensional multi-label learning has emerged as a prominent research focus. At present, the curse of dimensionality remains one of the major…
The problem of adaptive sampling for estimating probability mass functions (pmf) uniformly well is considered. Performance of the sampling strategy is measured in terms of the worst-case mean squared error. A Bayesian variant of the…
Since model selection is ubiquitous in data analysis, reproducibility of statistical results demands a serious evaluation of reliability of the employed model selection method, no matter what label it may have in terms of good properties.…
Fault diagnosis plays an essential role in reducing the maintenance costs of rotating machinery manufacturing systems. In many real applications of fault detection and diagnosis, data tend to be imbalanced, meaning that the number of…
In this paper, we study the development of efficient multiscale methods for flows in heterogeneous media. Our approach uses the Generalized Multiscale Finite Element (GMsFEM) framework. The main idea of GMsFEM is to approximate the solution…
Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…
A generalization of Gy's theory for the variance of the fundamental sampling error is reviewed. Practical situations where the generalized model potentially leads to more accurate variance estimates are identified as: clustering of…
Linear mixed effects models (LMMs) are a popular and powerful tool for analyzing clustered or repeated observations for numeric outcomes. LMMs consist of a fixed and a random component, specified in the model through their respective design…
Residual-based goodness-of-fit tests for parametric time-series models are often complicated by parameter-estimation effects, which can alter the limiting behavior of diagnostic statistics. We propose a sample-splitting generalized spectral…
Model selection aims to find the best model in terms of accuracy, interpretability or simplicity, preferably all at once. In this work, we focus on evaluating model performance of Gaussian process models, i.e. finding a metric that provides…
High-fidelity simulations and physical experiments are essential for engineering analysis and design, yet their high cost often makes two critical tasks--global sensitivity analysis (GSA) and optimization--prohibitively expensive. This…
Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…
A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…
Pattern sampling has been proposed as a potential solution to the infamous pattern explosion. Instead of enumerating all patterns that satisfy the constraints, individual patterns are sampled proportional to a given quality measure. Several…
The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of ``functional data analysis,'' it has often been assumed that a sample of random functions is observed…
Most prognostic methods require a decent amount of data for model training. In reality, however, the amount of historical data owned by a single organization might be small or not large enough to train a reliable prognostic model. To…
The paper proposes a new algorithm for the high-dimensional financial data -- the Groupwise Interpretable Basis Selection (GIBS) algorithm, to estimate a new Adaptive Multi-Factor (AMF) asset pricing model, implied by the recently developed…
Denoising diffusion probabilistic models (DDPMs) are a class of powerful generative models. The past few years have witnessed the great success of DDPMs in generating high-fidelity samples. A significant limitation of the DDPMs is the slow…
We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…
In the field of machine learning, model performance is usually assessed by randomly splitting data into training and test sets. Different random splits, however, can yield markedly different performance estimates, so a genuinely good model…