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Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. Sudret

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Computation · Statistics 2025-04-28 Jimmy Huy Tran , Tore Selland Kleppe

We prove finite sample complexities for sequential Monte Carlo (SMC) algorithms which require only local mixing times of the associated Markov kernels. Our bounds are particularly useful when the target distribution is multimodal and global…

Computation · Statistics 2022-08-16 Joseph Mathews , Scott C. Schmidler

We investigate the potential added value of running three limited-area ensemble systems (with the WRF, Meso-NH and MOLOCH models and a grid spacing of approximately 2.5 km) for two heavy-precipitation events in Italy. Such high-resolution…

Atmospheric and Oceanic Physics · Physics 2021-03-23 Valerio Capecchi

Deep neural networks have become the gold-standard approach for the automated segmentation of 3D medical images. Their full acceptance by clinicians remains however hampered by the lack of intelligible uncertainty assessment of the provided…

Image and Video Processing · Electrical Eng. & Systems 2022-09-23 Benjamin Lambert , Florence Forbes , Senan Doyle , Alan Tucholka , Michel Dojat

The advent of the Internet era has led to an explosive growth in the Electronic Health Records (EHR) in the past decades. The EHR data can be regarded as a collection of clinical events, including laboratory results, medication records,…

Machine Learning · Computer Science 2019-11-14 Zichang Wang , Haoran Li , Luchen Liu , Haoxian Wu , Ming Zhang

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

While the general machine learning (ML) community has benefited from public datasets, tasks, and models, the progress of ML in healthcare has been hampered by a lack of such shared assets. The success of foundation models creates new…

Machine Learning · Computer Science 2023-12-12 Michael Wornow , Rahul Thapa , Ethan Steinberg , Jason A. Fries , Nigam H. Shah

Analyzing data from multiple sources offers valuable opportunities to improve the estimation efficiency of causal estimands. However, this analysis also poses many challenges due to population heterogeneity and data privacy constraints.…

Methodology · Statistics 2025-10-23 Rong Zhao , Jason Falvey , Xu Shi , Vernon M. Chinchilli , Chixiang Chen

Electronic Health Records (EHRs) provide vital contextual information to radiologists and other physicians when making a diagnosis. Unfortunately, because a given patient's record may contain hundreds of notes and reports, identifying…

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

Electronic healthcare records (EHR) contain a huge wealth of data that can support the prediction of clinical outcomes. EHR data is often stored and analysed using clinical codes (ICD10, SNOMED), however these can differ across registries…

Machine Learning · Computer Science 2024-12-03 Elizabeth Remfry , Rafael Henkin , Michael R Barnes , Aakanksha Naik

Quantifying uncertainty in clinical predictions is critical for high-stakes diagnosis tasks. Conformal prediction offers a principled approach by providing prediction sets with theoretical coverage guarantees. However, in practice, patient…

Machine Learning · Computer Science 2026-05-01 Arjun Chatterjee , Sayeed Sajjad Razin , John Wu , Siddhartha Laghuvarapu , Jathurshan Pradeepkumar , Jimeng Sun

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

We present a method that allows efficient and safe approximation of model predictive controllers using kernel interpolation. Since the computational complexity of the approximating function scales linearly with the number of data points, we…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Alexander Rose , Philipp Schaub , Rolf Findeisen

We introduce a sampling framework to support approximate computing with estimated error bounds in Spark. Our framework allows sampling to be performed at the beginning of a sequence of multiple transformations ending in an aggregation…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-07 Guangyan Hu , Desheng Zhang , Sandro Rigo , Thu D. Nguyen

Resilience is becoming crucial for future wireless networks, which must withstand, adapt to, and recover from rare but potentially cascading disruptions. This paper develops a sequential Monte Carlo (SMC) simulation framework for such…

Systems and Control · Electrical Eng. & Systems 2026-05-07 Onel L. A. López , Amirhossein Azarbahram

In this paper, we undertake a case study to estimate a causal exposure-response function (ERF) for long-term exposure to fine particulate matter (PM$_{2.5}$) and respiratory hospitalizations in socioeconomically disadvantaged children using…

Methodology · Statistics 2024-07-15 Jenny J. Lee , Xiao Wu , Francesca Dominici , Rachel C. Nethery

We address the problem of forecasting a time series meeting the Causal Bernoulli Shift model, using a parametric set of predictors. The aggregation technique provides a predictor with well established and quite satisfying theoretical…

Statistics Theory · Mathematics 2014-05-27 Andres Sanchez-Perez