Related papers: Unified optimal model averaging with a general los…

We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…

Markov chain Monte Carlo (MCMC) is a simulation method commonly used for estimating expectations with respect to a given distribution. We consider estimating the covariance matrix of the asymptotic multivariate normal distribution of a…

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…

Deep regression is an important problem with numerous applications. These range from computer vision tasks such as age estimation from photographs, to medical tasks such as ejection fraction estimation from echocardiograms for disease…

Unmanned aerial vehicle (UAV)-assisted mobile edge computing (MEC) and data collection (DC) have been popular research issues. Different from existing works that consider MEC and DC scenarios separately, this paper investigates a…

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

When evaluating and comparing models using leave-one-out cross-validation (LOO-CV), the uncertainty of the estimate is typically assessed using the variance of the sampling distribution. Considering the uncertainty is important, as the…

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

An index of an effective number of variables (ENV) is introduced for model selection in nested models. This is the case, for instance, when we have to decide the order of a polynomial function or the number of bases in a nonlinear…

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Multi-task learning (MTL) is a subfield of machine learning with important applications, but the multi-objective nature of optimization in MTL leads to difficulties in balancing training between tasks. The best MTL optimization methods…

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

The increasing use of machine-learning (ML) enabled systems in critical tasks fuels the quest for novel verification and validation techniques yet grounded in accepted system assurance principles. In traditional system development,…

Deep learning approaches achieve state-of-the-art performance for classifying radiology images, but rely on large labelled datasets that require resource-intensive annotation by specialists. Both semi-supervised learning and active learning…

We investigate the issue of model selection and the use of the nonconformity (strangeness) measure in batch learning. Using the nonconformity measure we propose a new training algorithm that helps avoid the need for Cross-Validation or…

We investigate the accuracy of the two most common estimators for the maximum expected value of a general set of random variables: a generalization of the maximum sample average, and cross validation. No unbiased estimator exists and we…

Markov state models (MSMs) are a widely used method for approximating the eigenspectrum of the molecular dynamics propagator, yielding insight into the long-timescale statistical kinetics and slow dynamical modes of biomolecular systems.…

Fundamental machine learning theory shows that different samples contribute unequally both in learning and testing processes. Contemporary studies on DNN imply that such sample difference is rooted on the distribution of intrinsic pattern…

Markov chain Monte Carlo (MCMC), such as Langevin dynamics, is valid for approximating intractable distributions. However, its usage is limited in the context of deep latent variable models owing to costly datapoint-wise sampling iterations…