Related papers: Robust Numerical Methods for Nonlinear Regression
In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…
Datasets typically contain inaccuracies due to human error and societal biases, and these inaccuracies can affect the outcomes of models trained on such datasets. We present a technique for certifying whether linear regression models are…
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…
This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, which is a principled method that has…
Bolted joints are critical in engineering for maintaining structural integrity and reliability. Accurate prediction of parameters influencing their function and behavior is essential for optimal performance. Traditional methods often fail…
In this paper, we present a novel nonlinear programming-based approach to fine-tune pre-trained neural networks to improve robustness against adversarial attacks while maintaining high accuracy on clean data. Our method introduces…
A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…
Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…
We investigate the nonlinear regression problem under L2 loss (square loss) functions. Traditional nonlinear regression models often result in non-convex optimization problems with respect to the parameter set. We show that a convex…
Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…
Prediction models based on deep neural networks are increasingly gaining attention for fast and accurate virtual screening systems. For decision makings in virtual screening, researchers find it useful to interpret an output of…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…
Modern data analysis depends increasingly on estimating models via flexible high-dimensional or nonparametric machine learning methods, where the identification of structural parameters is often challenging and untestable. In linear…
This paper presents a novel online identification algorithm for nonlinear regression models. The online identification problem is challenging due to the presence of nonlinear structure in the models. Previous works usually ignore the…
This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…
Nonlinear programming targets nonlinear optimization with constraints, which is a generic yet complex methodology involving humans for problem modeling and algorithms for problem solving. We address the particularly hard challenge of…
Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…
Adversarial examples pose a security threat to many critical systems built on neural networks (such as face recognition systems, and self-driving cars). While many methods have been proposed to build robust models, how to build certifiably…
Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…