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Modern application of A/B tests is challenging due to its large scale in various dimensions, which demands flexibility to deal with multiple testing sequentially. The state-of-the-art practice first reduces the observed data stream to…

Methodology · Statistics 2022-09-14 Hui Xu , Weinan Wang

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Machine Learning · Computer Science 2024-06-05 Jen Ning Lim , Juan Kuntz , Samuel Power , Adam M. Johansen

Personalized intervention strategies, in particular those that modify treatment based on a participant's own response, are a core component of precision medicine approaches. Sequential Multiple Assignment Randomized Trials (SMARTs) are…

Accelerated degradation testing (ADT) is one of the major approaches in reliability engineering which allows accurate estimation of reliability characteristics of highly reliable systems within a relatively short time. The testing data are…

Applications · Statistics 2021-06-28 Helmi Shat , Norbert Gaffke

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…

Methodology · Statistics 2018-09-19 Jianqing Fan , Yuan Ke , Qiang Sun , Wen-Xin Zhou

Multiscale entropy (MSE) is a widely-used tool to analyze biomedical signals. It was proposed to overcome the deficiencies of conventional entropy methods when quantifying the complexity of time series. However, MSE is undefined for very…

Information Theory · Computer Science 2017-05-04 Hamed Azami , Mostafa Rostaghi , Daniel Abasolo , Javier Escudero

Beyond conditional average treatment effects, treatments may impact the entire outcome distribution in covariate-dependent ways, for example, by altering the variance or tail risks for specific subpopulations. We propose a novel estimand to…

Machine Learning · Statistics 2026-03-18 Saksham Jain , Alex Luedtke

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

Methodology · Statistics 2021-07-02 Jiaqi Li , Liya Fu

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

Non-stationary environments are challenging for reinforcement learning algorithms. If the state transition and/or reward functions change based on latent factors, the agent is effectively tasked with optimizing a behavior that maximizes…

Machine Learning · Computer Science 2021-05-21 Lucas N. Alegre , Ana L. C. Bazzan , Bruno C. da Silva

Sequential likelihood ratio testing is found to be most powerful in sequential studies with early stopping rules when grouped data come from the one-parameter exponential family. First, to obtain this elusive result, the probability measure…

Methodology · Statistics 2021-01-28 Sergey Tarima , Nancy Flournoy

The missing data problem has been broadly studied in the last few decades and has various applications in different areas such as statistics or bioinformatics. Even though many methods have been developed to tackle this challenge, most of…

Machine Learning · Statistics 2021-06-10 Thu Nguyen , Khoi Minh Nguyen-Duy , Duy Ho Minh Nguyen , Binh T. Nguyen , Bruce Alan Wade

In this paper we introduce a new family of estimators for the parameters of shape and scale of the log-logistic distribution being robust when rank set sample method is used to select the data. Rank set sampling arises as a way to reduce…

Statistics Theory · Mathematics 2024-04-05 Ángel Felipe , María Jaenada , Pedro Miranda , Leandro Pardo

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

Due to the insufficient measurements in the distribution system state estimation (DSSE), full observability and redundant measurements are difficult to achieve without using the pseudo measurements. The matrix completion state estimation…

Machine Learning · Computer Science 2019-10-15 Bo Liu , Hongyu Wu , Yingchen Zhang , Rui Yang , Andrey Bernstein

Load shedding has been one of the most widely used and effective emergency control approaches against voltage instability. With increased uncertainties and rapidly changing operational conditions in power systems, existing methods have…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Xinya Li , Ang Li , Jie Tan , Wenhao Yu , Yuan Liu , Qiuhua Huang

Most work on one-shot devices assume that there is only one possible cause of device failure. However, in practice, it is often the case that the products under study can experience any one of various possible causes of failure. Robust…

Applications · Statistics 2020-04-29 N. Balakrishnan , E. Castilla , N. Martin , L. Pardo

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measurements to maintain a comprehensive view of the…

Optimization and Control · Mathematics 2020-01-09 Jianhan Song , Emiliano Dall'Anese , Andrea Simonetto , Hao Zhu

There is often a scarcity of training data for machine learning (ML) classification and regression models in industrial production, especially for time-consuming or sparsely run manufacturing processes. A majority of the limited…

Software Engineering · Computer Science 2022-08-09 Ayan Chatterjee , Bestoun S. Ahmed , Erik Hallin , Anton Engman

We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…

Machine Learning · Statistics 2025-10-03 Paul Felix Valsecchi Oliva , O. Deniz Akyildiz , Andrew Duncan