Related papers: Sample size determination via learning-type curves
Gaussian processes are the gold standard for many real-world modeling problems, especially in cases where a model's success hinges upon its ability to faithfully represent predictive uncertainty. These problems typically exist as parts of…
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…
We propose an extensive simulation study to compare some variable selection procedures in a high-dimensional framework. Assuming that the relationship between the actives variables and the response variable is linear, the high-dimensional…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…
Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…
We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized…
Learning curves for Gaussian process regression are well understood when the `student' model happens to match the `teacher' (true data generation process). I derive approximations to the learning curves for the more generic case of…
Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…
As data sets grow in size, the ability of learning methods to find structure in them is increasingly hampered by the time needed to search the large spaces of possibilities and generate a score for each that takes all of the observed data…
In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…
To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…
We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong…
This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…
Background: Determining an adequate sample size is essential for developing reliable and generalisable clinical prediction models, yet practical guidance on selecting appropriate methods remains limited. Existing analytical and…
Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…
A computational/analytics framework for assessing the value of drill-hole information in ore grade estimation is described using Gaussian Process and statistics. A distinguishing feature is that it presents both a near-term and long-term…
In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…
Replication studies are essential for assessing the credibility of claims from original studies. A critical aspect of designing replication studies is determining their sample size; a too small sample size may lead to inconclusive studies…