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Surveys are an important research tool, providing unique measurements on subjective experiences such as sentiment and opinions that cannot be measured by other means. However, because survey data is collected from a self-selected group of…
Employing model predictive control to systems with unbounded, stochastic disturbances poses the challenge of guaranteeing safety, i.e., repeated feasibility and stability of the closed-loop system. Especially, there are no strict repeated…
Oral Glucose Tolerance Test (OGTT) is one of many way to produce data in the study of the diabetes dynamic. In a recent paper [1.]:\textit{ Estimating insulin sensitivity and $ \beta $-cell function from the oral glucose tolerance test:…
In this paper, we propose a relaxation to the stochastic ruler method originally described by Yan and Mukai in 1992 for asymptotically determining the global optima of discrete simulation optimization problems. The `original' version of the…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
Quantum state tomography (QST) is typically performed from a frequentist viewpoint using maximum likelihood estimation (MLE) which seeks to find the best plausible state consistent with the data by maximizing a likelihood function /…
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
Modern biotechnologies often result in high-dimensional data sets with much more variables than observations (n $\ll$ p). These data sets pose new challenges to statistical analysis: Variable selection becomes one of the most important…
In this paper, we address a blind source separation (BSS) problem and propose a new extended framework of independent positive semidefinite tensor analysis (IPSDTA). IPSDTA is a state-of-the-art BSS method that enables us to take…
A fundamental problem in network data analysis is to test Erd\"{o}s-R\'{e}nyi model $\mathcal{G}\left(n,\frac{a+b}{2n}\right)$ versus a bisection stochastic block model $\mathcal{G}\left(n,\frac{a}{n},\frac{b}{n}\right)$, where $a,b>0$ are…
Reasoning distillation has emerged as a prevailing paradigm for transferring reasoning capabilities from large reasoning models to small language models. Yet, reasoning distillation risks data contamination: benchmark data may inadvertently…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
Machine learning applications, especially in the fields of me\-di\-cine and social sciences, are slowly being subjected to increasing scrutiny. Similarly to sample size planning performed in clinical and social studies, lawmakers and…
Context: Agile development is in widespread use, even in safety-critical domains. Motivation: However, there is a lack of an ap- propriate safety analysis and verification method in agile development. Objective: In this paper, we…
Discrete stability extends the classical notion of stability to random elements in discrete spaces by defining a scaling operation in a randomised way: an integer is transformed into the corresponding binomial distribution. Similarly…
The notion of replicable algorithms was introduced in Impagliazzo et al. [STOC '22] to describe randomized algorithms that are stable under the resampling of their inputs. More precisely, a replicable algorithm gives the same output with…
This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…
Null hypothesis statistical significance testing (NHST) is the dominant approach for evaluating results from randomized controlled trials. Whereas NHST comes with long-run error rate guarantees, its main inferential tool -- the $p$-value --…