Related papers: Hybrid Smoothing for Anomaly Detection in Time Ser…
Hybrid manufacturing (HM) technologies combine additive and subtractive manufacturing (AM/SM) capabilities in multi-modal process plans that leverage the strengths of each. Despite the growing interest in HM technologies, software tools for…
Confounding can lead to spurious associations. Typically, one must observe confounders in order to adjust for them, but in high-dimensional settings, recent research has shown that it becomes possible to adjust even for unobserved…
Smoothed Particle Hydrodynamics (SPH) is a Lagrangian method for solving the fluid equations that is commonplace in astrophysics, prized for its natural adaptivity and stability. The choice of variable to smooth in SPH has been the topic of…
We introduce a full-Lagrangian heterogeneous multiscale method (LHMM) to model complex fluids with microscopic features that can extend over large spatio-temporal scales, such as polymeric solutions and multiphasic systems. The proposed…
Bayesian network classifiers (BNCs) possess a number of properties desirable for a modern classifier: They are easily interpretable, highly scalable, and offer adaptable complexity. However, traditional methods for learning BNCs have…
Time series anomaly detection is a critical machine learning task for numerous applications, such as finance, healthcare, and industrial systems. However, even high-performing models may exhibit potential issues such as biases, leading to…
With the widespread availability of sensor data across industrial and operational systems, we frequently encounter heterogeneous time series from multiple systems. Anomaly detection is crucial for such systems to facilitate predictive…
A framework for probabilistic forecasting of vessel motion is developed and validated for a semisubmersible operating in long period swell. Bayesian statistical methods are applied to predictions of the heave response from a physics model…
International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys…
We introduce a new approach for decoupling trends (drift) and changepoints (shifts) in time series. Our locally adaptive model-based approach for robustly decoupling combines Bayesian trend filtering and machine learning based…
The Metropolis-Hastings (MH) algorithm is one of the most widely used Markov Chain Monte Carlo schemes for generating samples from Bayesian posterior distributions. The algorithm is asymptotically exact, flexible and easy to implement.…
Sparse Inertial Measurement Units (IMUs) based human motion capture has gained significant momentum, driven by the adaptation of fundamental AI tools such as recurrent neural networks (RNNs) and transformers that are tailored for temporal…
Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…
A frequently occurring challenge in experimental and numerical observation is how to resolve features, such as spectral peaks - with center, width, height - and derivatives from measured data with unavoidable noise. Therefore, we develop a…
The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
We present a new method to obtain spatio-temporal information from aggregated data of stationary traffic detectors, the ``adaptive smoothing method''. In essential, a nonlinear spatio-temporal lowpass filter is applied to the input detector…
The $L_1/L_2$ norm ratio arose as a sparseness measure and attracted a considerable amount of attention due to three merits: (i) sharper approximations of $L_0$ compared to the $L_1$; (ii) parameter-free and scale-invariant; (iii) more…
We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…
This paper investigates quantile regression in the presence of non-convex and non-smooth sparse penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD). The non-smooth and non-convex nature of…