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Principled nonparametric tests for regression curvature in $\mathbb{R}^{d}$ are often statistically and computationally challenging. This paper introduces the stratified incomplete local simplex (SILS) tests for joint concavity of…

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

In this paper, we develop and analyze sub-sampled trust-region methods for solving finite-sum optimization problems. These methods employ subsampling strategies to approximate the gradient and Hessian of the objective function,…

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…

Probabilistic representations, such as Bayesian and Markov networks, are fundamental to much of statistical machine learning. Thus, learning probabilistic representations directly from data is a deep challenge, the main computational…

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Emergence of smartphone and the participatory sensing (PS) paradigm have paved the way for a new variant of pervasive computing. In PS, human user performs sensing tasks and generates notifications, typically in lieu of incentives. These…

Limitations on bandwidth and power consumption impose strict bounds on data rates of diagnostic imaging systems. Consequently, the design of suitable (i.e. task- and data-aware) compression and reconstruction techniques has attracted…

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Modal parameter estimation of operational structures is often a challenging task when confronted with unwanted distortions (outliers) in field measurements. Atypical observations present a problem to operational modal analysis (OMA)…

State space subspace algorithms for input-output systems have been widely applied but also have a reasonably well-developedasymptotic theory dealing with consistency. However, guaranteeing the stability of the estimated system matrix is a…

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…

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Let $P:\{0,1\}^k \to \{0,1\}$ be a nontrivial $k$-ary predicate. Consider a random instance of the constraint satisfaction problem $\mathrm{CSP}(P)$ on $n$ variables with $\Delta n$ constraints, each being $P$ applied to $k$ randomly chosen…

Survey data often arises from complex sampling designs, such as stratified or multistage sampling, with unequal inclusion probabilities. When sampling is informative, traditional inference methods yield biased estimators and poor coverage.…

For a constraint satisfaction problem (CSP), a robust satisfaction algorithm is one that outputs an assignment satisfying most of the constraints on instances that are near-satisfiable. It is known that the CSPs that admit efficient robust…

Researchers are increasingly using language models (LMs) for text annotation. These approaches rely only on a prompt telling the model to return a given output according to a set of instructions. The reproducibility of LM outputs may…

Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…