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We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where the random coefficient is parametrized by means of a countable…

Numerical Analysis · Mathematics 2016-07-22 Abdul-Lateef Haji-Ali , Fabio Nobile , Lorenzo Tamellini , Raul Tempone

An ensemble of neural networks is known to be more robust and accurate than an individual network, however usually with linearly-increased cost in both training and testing. In this work, we propose a two-stage method to learn Sparse…

Machine Learning · Statistics 2018-05-24 Yichi Zhang , Zhijian Ou

This paper deals with the estimation of rare event probabilities using importance sampling (IS), where an optimal proposal distribution is computed with the cross-entropy (CE) method. Although, IS optimized with the CE method leads to an…

Computation · Statistics 2020-02-05 Patrick Héas

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

Every "x"-adjustment in the so-called xVA financial risk management framework relies on the computation of exposures. Considering thousands of Monte Carlo paths and tens of simulation steps, a financial portfolio needs to be evaluated…

Computational Finance · Quantitative Finance 2022-05-24 Lech A. Grzelak

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

Estimating Individual Treatment Effects (ITE) from observational data is challenging due to confounding bias. Most studies tackle this bias by balancing distributions globally, but ignore individual heterogeneity and fail to capture the…

Machine Learning · Computer Science 2025-11-14 Fuyuan Cao , Jiaxuan Zhang , Xiaoli Li

This paper presents a model for head and body pose estimation (HBPE) when labelled samples are highly sparse. The current state-of-the-art multimodal approach to HBPE utilizes the matrix completion method in a transductive setting to…

Computer Vision and Pattern Recognition · Computer Science 2018-08-07 Stephanie Tan , Hayley Hung

Simulation based inference (SBI) methods enable the estimation of posterior distributions when the likelihood function is intractable, but where model simulation is feasible. Popular neural approaches to SBI are the neural posterior…

Machine Learning · Statistics 2024-04-23 Xiaoyu Wang , Ryan P. Kelly , David J. Warne , Christopher Drovandi

Intensity modulated proton therapy (IMPT) provides highly conformal dose distributions through the application of multiple, angularly spaced fields, each applying an ad-hoc pattern of spatially varying particle fluences. In particular,…

Medical Physics · Physics 2017-03-10 F. Arcadu

Underdetermined or ill-posed inverse problems require additional information for \ldd{d} sound solutions with tractable optimization algorithms. Sparsity yields consequent heuristics to that matter, with numerous applications in signal…

Optimization and Control · Mathematics 2020-11-04 Afef Cherni , Emilie Chouzenoux , Laurent Duval , Jean-Christophe Pesquet

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

Marginal structural models (MSMs) with inverse probability weighting offer an approach to estimating causal effects of treatment sequences on repeated outcome measures in the presence of time-varying confounding and dependent censoring.…

Methodology · Statistics 2018-07-02 Sean Yiu , Li Su

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

Most Probable Explanation (MPE) inference in Probabilistic Graphical Models (PGMs) is a fundamental yet computationally challenging problem arising in domains such as diagnosis, planning, and structured prediction. In many practical…

Artificial Intelligence · Computer Science 2026-02-03 Brij Malhotra , Shivvrat Arya , Tahrima Rahman , Vibhav Giridhar Gogate

In this paper, we develop a multiply robust inference procedure of the average treatment effect (ATE) for data with high-dimensional covariates. We consider the case where it is difficult to correctly specify a single parametric model for…

Methodology · Statistics 2025-09-03 Xintao Xia , Yumou Qiu

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

When designing confirmatory Phase 3 studies, one usually evaluates one or more efficacious and safe treatment option(s) based on data from previous studies. However, several retrospective research articles reported the phenomenon of…

Methodology · Statistics 2025-02-25 Tianyu Zhan

Spiking neural networks (SNNs) receive widespread attention because of their low-power hardware characteristic and brain-like signal response mechanism, but currently, the performance of SNNs is still behind Artificial Neural Networks…

Neural and Evolutionary Computing · Computer Science 2021-05-07 Xingyu Yang , Mingyuan Meng , Shanlin Xiao , Zhiyi Yu

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman