Related papers: Uncertainty quantification for iterative algorithm…
Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…
This paper focuses on the distributed static estimation problem and a Belief Propagation (BP) based estimation algorithm is proposed. We provide a complete analysis for convergence and accuracy of it. More precisely, we offer conditions…
In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then,…
Early stopping of iterative algorithms is an algorithmic regularization method to avoid over-fitting in estimation and classification. In this paper, we show that early stopping can also be applied to obtain the minimax optimal testing in a…
This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…
We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…
Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…
Cognitive diagnosis models have been widely used in different areas, especially intelligent education, to measure users' proficiency levels on knowledge concepts, based on which users can get personalized instructions. As the measurement is…
This is a technical report that extends and clarifies the results presented in [1]. The model identification problem for asymptotically stable linear time invariant systems is considered. The system output is affected by an additive noise…
Explainability and uncertainty quantification are key to trustable artificial intelligence. However, the reasoning behind uncertainty estimates is generally left unexplained. Identifying the drivers of uncertainty complements explanations…
In statistics, generalized linear models (GLMs) are widely used for modeling data and can expressively capture potential nonlinear dependence of the model's outcomes on its covariates. Within the broad family of GLMs, those with binary…
Graphical models have found widespread applications in many areas of modern statistics and machine learning. Iterative Proportional Fitting (IPF) and its variants have become the default method for undirected graphical model estimation, and…
This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…
In this work we aim to obtain computationally-efficient uncertainty estimates with deep networks. For this, we propose a modified knowledge distillation procedure that achieves state-of-the-art uncertainty estimates both for in and…
This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…
Recent works propose using the discriminator of a GAN to filter out unrealistic samples of the generator. We generalize these ideas by introducing the implicit Metropolis-Hastings algorithm. For any implicit probabilistic model and a target…
Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite…
Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…
We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for…
For time series with high temporal correlation, the empirical process converges rather slowly to its limiting distribution. Many statistics in change-point analysis, goodness-of-fit testing and uncertainty quantification admit a…