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In this work we study binary classification problems where we assume that our training data is subject to uncertainty, i.e. the precise data points are not known. To tackle this issue in the field of robust machine learning the aim is to…
In this work, we explore the application of Stabilization-Free Virtual Element Methods for Neumann boundary Optimal Control Problems in saddle point formulation. The method is proposed for arbitrary polynomial order of accuracy and general…
Subspace identification methods (SIMs) have proven to be very useful and numerically robust for building state-space models. While most SIMs are consistent, few if any can achieve the efficiency of the maximum likelihood estimate (MLE).…
We design an adaptive virtual element method (AVEM) of lowest order over triangular meshes with hanging nodes in 2d, which are treated as polygons. AVEM hinges on the stabilization-free a posteriori error estimators recently derived in [8].…
Standard system identification methods often provide inconsistent estimates with closed-loop data. With the prediction error method (PEM), this issue is solved by using a noise model that is flexible enough to capture the noise spectrum.…
Diagnosis results are highly dependent on the volume of test set. To derive the most efficient test set, we propose several machine learning based methods to predict the minimum amount of test data that produces relatively accurate…
Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…
Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…
As regression is a widely studied problem, many methods have been proposed to solve it, each of them often requiring setting different hyper-parameters. Therefore, selecting the proper method for a given application may be very difficult…
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…
Subspace identification method (SIM) has been proven to be very useful and numerically robust for estimating state-space models. However, it is in general not believed to be as accurate as the prediction error method (PEM). Conversely, PEM,…
We investigate the optimality for model selection of the so-called slope heuristics, $V$-fold cross-validation and $V$-fold penalization in a heteroscedastic with random design regression context. We consider a new class of linear models…
With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…
Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…
Support vector machine (SVM) is a powerful classification method that has achieved great success in many fields. Since its performance can be seriously impaired by redundant covariates, model selection techniques are widely used for SVM…
Estimating heritability remains a significant challenge in statistical genetics. Diverse approaches have emerged over the years that are broadly categorized as either random effects or fixed effects heritability methods. In this work, we…
Semantic simultaneous localization and mapping is a subject of increasing interest in robotics and AI that directly influences the autonomous vehicles industry, the army industries, and more. One of the challenges in this field is to obtain…
Prompt tuning approaches, which learn task-specific soft prompts for a downstream task conditioning on frozen pre-trained models, have attracted growing interest due to its parameter efficiency. With large language models and sufficient…
In the present paper we initiate the challenging task of building a mathematically sound theory for Adaptive Virtual Element Methods (AVEMs). Among the realm of polygonal meshes, we restrict our analysis to triangular meshes with hanging…
This paper provides some useful tests for fitting a parametric single-index regression model when covariates are measured with error and validation data is available. We propose two tests whose consistency rates do not depend on the…