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This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…

Portfolio Management · Quantitative Finance 2025-11-19 Alejandro Rodriguez Dominguez , Muhammad Shahzad , Xia Hong

The Calculus of Wrapped Compartments (CWC) is a variant of the Calculus of Looping Sequences (CLS). While keeping the same expressiveness, CWC strongly simplifies the development of automatic tools for the analysis of biological systems.…

Computational Engineering, Finance, and Science · Computer Science 2010-06-29 Mario Coppo , Ferruccio Damiani , Maurizio Drocco , Elena Grassi , Angelo Troina

Coherent sets of desirable gamble sets is used as a model for representing an agents opinions and choice preferences under uncertainty. In this paper we provide some results about the axioms required for coherence and the natural extension…

Artificial Intelligence · Computer Science 2024-05-17 Catrin Campbell-Moore

Deep learning architectures have proved versatile in a number of drug discovery applications, including the modelling of in vitro compound activity. While controlling for prediction confidence is essential to increase the trust,…

Machine Learning · Computer Science 2018-10-23 Isidro Cortes-Ciriano , Andreas Bender

Standard penalized methods of variable selection and parameter estimation rely on the magnitude of coefficient estimates to decide which variables to include in the final model. However, coefficient estimates are unreliable when the design…

Methodology · Statistics 2018-02-13 Jonathan P Williams , Jan Hannig

Structured prediction tasks pose a fundamental trade-off between the need for model complexity to increase predictive power and the limited computational resources for inference in the exponentially-sized output spaces such models require.…

Machine Learning · Statistics 2012-08-17 David Weiss , Benjamin Sapp , Ben Taskar

Hypothesis testing methods that do not rely on exact distribution assumptions have been emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing confidence regions with exact confidence levels for linear…

Systems and Control · Computer Science 2017-07-03 Sándor Kolumbán , István Vajk , Johan Schoukens

In literature, a stochastic model for spreading nodes in a cellular cell is available. Despite its existence, the current method does not offer any versatility in dealing with sectored layers. Of course, this needed adaptability could be…

Information Theory · Computer Science 2013-06-04 Mouhamed Abdulla , Yousef R. Shayan , Junho Baek

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

In this work we introduce a novel approach, based on sampling, for finding assignments that are likely to be solutions to stochastic constraint satisfaction problems and constraint optimisation problems. Our approach reduces the size of the…

Optimization and Control · Mathematics 2015-09-22 Roberto Rossi , Brahim Hnich , S. Armagan Tarim , Steven Prestwich

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

The paper presents an analysis of Commitment Schemes (CSs) used in Multi-Party Computation (MPC) protocols. While the individual properties of CSs and the guarantees offered by MPC have been widely studied in isolation, their interrelation…

Cryptography and Security · Computer Science 2025-06-13 Ioan Ionescu , Ruxandra F. Olimid

This paper is concerned with the problem of controlling a system of constrained dynamic subsystems in a way that balances the performance degradation of decentralized control with the practical cost of centralized control. We propose a…

Systems and Control · Electrical Eng. & Systems 2020-01-29 Pablo R Baldivieso-Monasterios , Paul A Trodden

Constraint-based pattern discovery is at the core of numerous data mining tasks. Patterns are extracted with respect to a given set of constraints (frequency, closedness, size, etc). In the context of sequential pattern mining, a large…

Artificial Intelligence · Computer Science 2013-11-28 Jean-Philippe Métivier , Samir Loudni , Thierry Charnois

A confidence distribution is a distribution for a parameter of interest based on a parametric statistical model. As such, it serves the same purpose for frequentist statisticians as a posterior distribution for Bayesians, since it allows to…

Methodology · Statistics 2021-09-06 Erlis Ruli , Laura Ventura , Monica Musio

Extant "fast" algorithms for Monte Carlo confidence sets are limited to univariate shift parameters for the one-sample and two-sample problems using the sample mean as the test statistic; moreover, some do not converge reliably and most do…

Computation · Statistics 2025-02-27 Amanda K. Glazer , Philip B. Stark

Conformal prediction (CP) can convert any model's output into prediction sets guaranteed to include the true label with any user-specified probability. However, same as the model itself, CP is vulnerable to adversarial test examples…

Machine Learning · Computer Science 2024-07-15 Soroush H. Zargarbashi , Mohammad Sadegh Akhondzadeh , Aleksandar Bojchevski

The goal of constraint-based sequence mining is to find sequences of symbols that are included in a large number of input sequences and that satisfy some constraints specified by the user. Many constraints have been proposed in the…

Artificial Intelligence · Computer Science 2015-02-26 Benjamin Negrevergne , Tias Guns

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…

Methodology · Statistics 2024-07-02 Raffaele Argiento , Edoardo Filippi-Mazzola , Lucia Paci