Related papers: A Stability Framework for Parameter Selection in t…

Interval-valued data are one of the most common symbolic data types, which enables the preservation of the underlying variability of the data. The interval mean and covariance matrix can be estimated using the barycenter approach based on…

In this article, we introduce the concept of model confidence bounds (MCB) for variable selection in the context of nested models. Similarly to the endpoints in the familiar confidence interval for parameter estimation, the MCB identifies…

Model averaging is an alternative to model selection for dealing with model uncertainty, which is widely used and very valuable. However, most of the existing model averaging methods are proposed based on the least squares loss function,…

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel…

In this paper, we study several important geometric optimization problems arising in machine learning. First, we revisit the Minimum Enclosing Ball (MEB) problem in Euclidean space $\mathbb{R}^d$. The problem has been extensively studied…

We consider the problem of conditional density estimation, which is a major topic of interest in the fields of statistical and machine learning. Our method, called Marginal Contrastive Discrimination, MCD, reformulates the conditional…

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

This paper develops a robust dynamic mode decomposition (RDMD) method endowed with statistical and numerical robustness. Statistical robustness ensures estimation efficiency at the Gaussian and non-Gaussian probability distributions,…

Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

We analyze differences between two information-theoretically motivated approaches to statistical inference and model selection: the Minimum Description Length (MDL) principle, and the Minimum Message Length (MML) principle. Based on this…

High-dimensional datasets often contain multiple meaningful clusterings in different subspaces. For example, objects can be clustered either by color, weight, or size, revealing different interpretations of the given dataset. A variety of…

Modern industrial machines can generate gigabytes of data in seconds, frequently pushing the boundaries of available computing power. Together with the time criticality of industrial processing this presents a challenging problem for any…

This paper proposes a novel hierarchical model predictive control (MPC) strategy that guarantees overall system stability. This method differs significantly from previous approaches to guaranteeing overall stability, which have relied upon…

In this paper, we consider solving discounted Markov Decision Processes (MDPs) under the constraint that the resulting policy is stabilizing. In practice MDPs are solved based on some form of policy approximation. We will leverage recent…

Stability is an important aspect of a classification procedure because unstable predictions can potentially reduce users' trust in a classification system and also harm the reproducibility of scientific conclusions. The major goal of our…

This paper presents a fast methodology, called ROBOUT, to identify outliers in a response variable conditional on a set of linearly related predictors, retrieved from a large granular dataset. ROBOUT is shown to be effective and…

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…

We present a novel method for generating sequential parameter estimates and quantifying epistemic uncertainty in dynamical systems within a data-consistent (DC) framework. The DC framework differs from traditional Bayesian approaches due to…

Covariate shifts are a common problem in predictive modeling on real-world problems. This paper proposes addressing the covariate shift problem by minimizing Maximum Mean Discrepancy (MMD) statistics between the training and test sets in…

Outlier detection is a technique in data mining that aims to detect unusual or unexpected records in the dataset. Existing outlier detection algorithms have different pros and cons and exhibit different sensitivity to noisy data such as…