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Task-incremental continual learning refers to continually training a model in a sequence of tasks while overcoming the problem of catastrophic forgetting (CF). The issue arrives for the reason that the learned representations are forgotten…

Cascading bandit (CB) is a popular model for web search and online advertising, where an agent aims to learn the $K$ most attractive items out of a ground set of size $L$ during the interaction with a user. However, the stationary CB model…

Carbon Capture and Storage (CCS) stands as a pivotal technology for fostering a sustainable future. The process, which involves injecting supercritical CO$_2$ into underground formations, a method already widely used for Enhanced Oil…

We introduce a dynamic model of the default waterfall of derivatives CCPs and propose a risk sensitive method for sizing the initial margin (IM), and the default fund (DF) and its allocation among clearing members. Using a Markovian…

For many cancer sites low-dose risks are not known and must be extrapolated from those observed in groups exposed at much higher levels of dose. Measurement error can substantially alter the dose-response shape and hence the extrapolated…

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Fine-tuning an Automatic Speech Recognition (ASR) model to new domains results in degradation on original domains, referred to as Catastrophic Forgetting (CF). Continual Learning (CL) attempts to train ASR models without suffering from CF.…

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Conformal prediction (CP) offers a principled framework for uncertainty quantification, but it fails to guarantee coverage when faced with missing covariates. In addressing the heterogeneity induced by various missing patterns,…

This paper investigates the robustness of causal bandits (CBs) in the face of temporal model fluctuations. This setting deviates from the existing literature's widely-adopted assumption of constant causal models. The focus is on causal…

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

We introduce an entirely new class of high-order methods for computational fluid dynamics (CFD) based on the Gaussian Process (GP) family of stochastic functions. Our approach is to use kernel-based GP prediction methods to…

Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…

The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…

We propose a stochastic model for claims reserving that captures dependence along development years within a single triangle. This dependence is of autoregressive form of order $p$ and is achieved through the use of latent variables. We…

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

In this article, the parameters of a hybrid log-linear model (log-Poisson) are estimated using the fuzzy least-squares (FLS) procedures (Celmi\c{n}\v{s}, 987a,b, D'Urso and Gastaldi, 2000, DUrso and Gastaldi, 2001). A goodness of fit have…

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

We consider the situation where the observed sample contains some observations whose class of origin is known (that is, they are classified with respect to the g underlying classes of interest), and where the remaining observations in the…

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…