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This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…
Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions…
In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…
Comparing the differences in outcomes (that is, in "dependent variables") between two subpopulations is often most informative when comparing outcomes only for individuals from the subpopulations who are similar according to "independent…
In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
To improve accuracy and speed of regressions and classifications, we present a data-based prediction method, Random Bits Regression (RBR). This method first generates a large number of random binary intermediate/derived features based on…
Recursive partitioning is the core of several statistical methods including CART, random forest, and boosted trees. Despite the popularity of tree based methods, to date, there did not exist methods for combining multiple trees into a…
The goal of Ordinal Regression is to find a rule that ranks items from a given set. Several learning algorithms to solve this prediction problem build an ensemble of binary classifiers. Ranking by Projecting uses interdependent binary…
Random binning features, introduced in the seminal paper of Rahimi and Recht (2007), are an efficient method for approximating a kernel matrix using locality sensitive hashing. Random binning features provide a very simple and efficient way…
This paper presents a novel approach to binary classification using dynamic logistic ensemble models. The proposed method addresses the challenges posed by datasets containing inherent internal clusters that lack explicit feature-based…
Kernel method has been developed as one of the standard approaches for nonlinear learning, which however, does not scale to large data set due to its quadratic complexity in the number of samples. A number of kernel approximation methods…
Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensionality or "large p, small n" paradigms when p can be as…
Distance measures are part and parcel of many computer vision algorithms. The underlying assumption in all existing distance measures is that feature elements are independent and identically distributed. However, in real-world settings,…
Particle filters are key algorithms for object tracking under non-linear, non-Gaussian dynamics. The high computational cost of particle filters, however, hampers their applicability in cases where the likelihood model is costly to…
For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…
A popular approach for testing if two univariate random variables are statistically independent consists of partitioning the sample space into bins, and evaluating a test statistic on the binned data. The partition size matters, and the…
Conducting a randomization test is a common method for testing causal null hypotheses in randomized experiments. The popularity of randomization tests is largely because their statistical validity only depends on the randomization design,…
The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…