Related papers: $\pi$-Girsanov: A Generalized Method to Construct …

The new class of Markov processes is proposed to realize the flexible shrinkage effects for the dynamic models. The transition density of the new process consists of two penalty functions, similarly to Bayesian fused LASSO in its functional…

Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric…

In this study, we propose new global stabilization approaches for a class of polynomial systems in both model-based and data-driven settings. The existing model-based approach guarantees global asymptotic stability of the closed-loop system…

This paper investigates the problem of synchronization for nonlinear systems. Following a Lyapunov approach, we firstly study global synchronization of nonlinear systems in canonical control form with both distributed…

Graphical model selection in Markov random fields is a fundamental problem in statistics and machine learning. Two particularly prominent models, the Ising model and Gaussian model, have largely developed in parallel using different (though…

Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear…

The techniques of data-driven backmapping from coarse-grained (CG) to fine-grained (FG) representation often struggle with accuracy, unstable training, and physical realism, especially when applied to complex systems such as proteins. In…

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Markov State Models (MSMs) are a powerful framework to reproduce the long-time conformational dynamics of biomolecules using a set of short Molecular Dynamics (MD) simulations. However, precise kinetics predictions of MSMs heavily rely on…

In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

This paper illustrates a generic method for multi-dimensional reweighting of $O(1)$ GeV neutrino interaction Monte Carlo samples. The reweighting is based on a Boosted Decision Tree algorithm trained on high-dimensional space in detector…

In this paper a new estimator for the transition density $\pi$ of an homogeneous Markov chain is considered. We introduce an original contrast derived from regression framework and we use a model selection method to estimate $\pi$ under…

We introduce a class of variational states to describe quantum many-body systems. This class generalizes matrix product states which underly the density-matrix renormalization group approach by combining them with weighted graph states.…

This paper presents a novel approach to imitation learning from observations, where an autoregressive mixture of experts model is deployed to fit the underlying policy. The parameters of the model are learned via a two-stage framework. By…

Sampling from multimodal distributions is a central challenge in Bayesian inference and machine learning. In light of hardness results for sampling -- classical MCMC methods, even with tempering, can suffer from exponential mixing times --…

Multiple imputation (MI) has been widely applied to missing value problems in biomedical, social and econometric research, in order to avoid improper inference in the downstream data analysis. In the presence of high-dimensional data,…

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Ensembling fine-tuned models initialized from powerful pre-trained weights is a common strategy to improve robustness under distribution shifts, but it comes with substantial computational costs due to the need to train and store multiple…

Proper statistical modeling incorporates domain theory about how concepts relate and details of how data were measured. However, data analysts currently lack tool support for recording and reasoning about domain assumptions, data…