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We introduce a generalization of the Adaptive Multilevel Splitting algorithm in the discrete time dynamic setting, namely when it is applied to sample rare events associated with paths of Markov chains. By interpreting the algorithm as a…

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Numerical Analysis · Mathematics 2026-05-12 Ke Zhao , Ajay Jasra

In this work, we improve the accuracy of several known algorithms to address the classification of large datasets when few labels are available. Our framework lies in the realm of graph-based semi-supervised learning. With novel…

Machine Learning · Computer Science 2024-07-02 Farid Bozorgnia

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…

Machine Learning · Computer Science 2024-10-10 See Hian Lee , Feng Ji , Kelin Xia , Wee Peng Tay

From the Bayesian perspective, the category of conditional probabilities (a variant of the Kleisli category of the Giry monad, whose objects are measurable spaces and arrows are Markov kernels) gives a nice framework for conceptualization…

Category Theory · Mathematics 2013-12-06 Jared Culbertson , Kirk Sturtz

Effective convolutional neural networks are trained on large sets of labeled data. However, creating large labeled datasets is a very costly and time-consuming task. Semi-supervised learning uses unlabeled data to train a model with higher…

Computer Vision and Pattern Recognition · Computer Science 2016-06-16 Mehdi Sajjadi , Mehran Javanmardi , Tolga Tasdizen

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…

Machine Learning · Computer Science 2017-11-10 Xiaoyi Mai , Romain Couillet

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

We study the problem of generating keyphrases that summarize the key points for a given document. While sequence-to-sequence (seq2seq) models have achieved remarkable performance on this task (Meng et al., 2017), model training often relies…

Computation and Language · Computer Science 2019-09-09 Hai Ye , Lu Wang

We study sequential Bayesian inference in stochastic kinetic models with latent factors. Assuming continuous observation of all the reactions, our focus is on joint inference of the unknown reaction rates and the dynamic latent states,…

Computation · Statistics 2014-09-10 Junjing Lin , Michael Ludkovski

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

In many supervised learning tasks, the entities to be labeled are related to each other in complex ways and their labels are not independent. For example, in hypertext classification, the labels of linked pages are highly correlated. A…

Machine Learning · Computer Science 2013-01-07 Ben Taskar , Pieter Abbeel , Daphne Koller

Bayesian regression remains a simple but effective tool based on Bayesian inference techniques. For large-scale applications, with complicated posterior distributions, Markov Chain Monte Carlo methods are applied. To improve the well-known…

Computation · Statistics 2020-09-28 Joris Tavernier , Jaak Simm , Adam Arany , Karl Meerbergen , Yves Moreau

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…

Applications · Statistics 2014-01-14 Jonathan Gruhl , Elena A. Erosheva , Paul K. Crane

This article considers a semi-supervised classification setting on a Gaussian mixture model, where the data is not labeled strictly as usual, but instead with uncertain labels. Our main aim is to compute the Bayes risk for this model. We…

Machine Learning · Statistics 2024-03-28 Victor Leger , Romain Couillet

Semisupervised learning has emerged as a popular framework for improving modeling accuracy while controlling labeling cost. Based on an extension of stochastic composite likelihood we quantify the asymptotic accuracy of generative…

Machine Learning · Computer Science 2010-03-02 Joshua V Dillon , Krishnakumar Balasubramanian , Guy Lebanon

It has been argued that in supervised classification tasks, in practice it may be more sensible to perform model selection with respect to some more focused model selection score, like the supervised (conditional) marginal likelihood, than…

Machine Learning · Computer Science 2013-01-14 Petri Kontkanen , Petri Myllymaki , Henry Tirri

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…

Applications · Statistics 2023-01-26 Patrick Aschermayr , Konstantinos Kalogeropoulos