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Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory,…

Machine Learning · Statistics 2026-02-10 Yan Shuo Tan , Omer Ronen , Theo Saarinen , Bin Yu

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…

Statistics Theory · Mathematics 2013-06-12 Rida Benhaddou , Marianna Pensky

The growing need to test systems post-release has led to extending testing activities into production environments, where uncertainty and dynamic conditions pose significant challenges. Field testing approaches, especially Self-Adaptive…

Software Engineering · Computer Science 2025-03-20 Samira Silva , Ricardo Caldas , Patrizio Pelliccione , Antonia Bertolino

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova

This paper presents a theoretical analysis of sample selection bias correction. The sample bias correction technique commonly used in machine learning consists of reweighting the cost of an error on each training point of a biased sample to…

Machine Learning · Computer Science 2008-12-18 Corinna Cortes , Mehryar Mohri , Michael Riley , Afshin Rostamizadeh

In this article, inferences about the multicomponent stress strength reliability are drawn under the assumption that strength and stress follow independent Pareto distribution with different shapes $(\alpha_1,\alpha_2)$ and common scale…

Statistics Theory · Mathematics 2024-08-29 Qazi Azhad Jamal , Mohd. Arshad , Nancy Khandelwal

Traditional variable selection methods could fail to be sign consistent when irrepresentable conditions are violated. This is especially critical in high-dimensional settings when the number of predictors exceeds the sample size. In this…

Methodology · Statistics 2022-04-26 Fei Xue , Annie Qu

Science and Engineering applications are typically associated with expensive optimization problems to identify optimal design solutions and states of the system of interest. Bayesian optimization and active learning compute surrogate models…

Machine Learning · Computer Science 2024-07-09 Francesco Di Fiore , Michela Nardelli , Laura Mainini

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

This study establishes the consistency of Bayesian adaptive testing methods under the Rasch model, addressing a gap in the literature on their large-sample guarantees. Although Bayesian approaches are recognized for their finite-sample…

Methodology · Statistics 2024-12-11 Hau-Hung Yang , Chia-Min Wei , Yu-Chang Chen

Classification models are a fundamental component of physical-asset management technologies such as structural health monitoring (SHM) systems and digital twins. Previous work introduced risk-based active learning, an online approach for…

Machine Learning · Computer Science 2022-07-13 Aidan J. Hughes , Lawrence A. Bull , Paul Gardner , Nikolaos Dervilis , Keith Worden

Many real-life applications involve estimation of curves that exhibit complicated shapes including jumps or varying-frequency oscillations. Practical methods have been devised that can adapt to a locally varying complexity of an unknown…

Statistics Theory · Mathematics 2021-05-28 Veronika Rockova , Judith Rousseau

We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…

Optimization and Control · Mathematics 2024-07-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

Because of the widespread existence of noise and data corruption, recovering the true regression parameters with a certain proportion of corrupted response variables is an essential task. Methods to overcome this problem often involve…

Machine Learning · Computer Science 2023-01-10 Zheyi Fan , Zhaohui Li , Jingyan Wang , Dennis K. J. Lin , Xiao Xiong , Qingpei Hu

Learner Performance-based Behavior using Simulated Annealing (LPBSA) is an improvement of the Learner Performance-based Behavior (LPB) algorithm. LPBSA, like LPB, has been proven to deal with single and complex problems. Simulated Annealing…

Neural and Evolutionary Computing · Computer Science 2025-01-30 Dana Rasul Hamad , Tarik A. Rashid

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…

Methodology · Statistics 2021-03-30 Lizhen Nie , Veronika Ročková

The problem of constructing a dataset for MLIP development which gives the maximum quality in the minimum amount of compute time is complex, and can be approached in a number of ways. We introduce a ``Bayesian selection" approach for…

Materials Science · Physics 2025-06-23 Thomas Rocke , James Kermode

The dynamics of molecules are governed by rare event transitions between long-lived (metastable) states. To explore these transitions efficiently, many enhanced sampling protocols have been introduced that involve using simulations with…

Chemical Physics · Physics 2022-09-30 Maaike M. Galama , Hao Wu , Andreas Krämer , Mohsen Sadeghi , Frank Noé