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We study the problem of estimating the parameters of a regression model from a set of observations, each consisting of a response and a predictor. The response is assumed to be related to the predictor via a regression model of unknown…

Machine Learning · Statistics 2016-05-19 Carlos Alberto Gomez-Uribe

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

We propose Okapi, a simple, efficient, and general method for robust semi-supervised learning based on online statistical matching. Our method uses a nearest-neighbours-based matching procedure to generate cross-domain views for a…

Computer Vision and Pattern Recognition · Computer Science 2022-11-11 Myles Bartlett , Sara Romiti , Viktoriia Sharmanska , Novi Quadrianto

We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models. Our method combines generalised Bayesian inference with…

Online Continual Learning (OCL) studies learning over a continuous data stream without observing any single example more than once, a setting that is closer to the experience of humans and systems that must learn "on-the-wild". Yet,…

Computation and Language · Computer Science 2021-02-02 Germán Kruszewski , Ionut-Teodor Sorodoc , Tomas Mikolov

Learning system dynamics from observations is a critical problem in many applications over various real-world complex systems, e.g., climate, ecology, and fluid systems. Recently, neural dynamics modeling method have become a prevalent…

Machine Learning · Computer Science 2026-03-25 Yiming Wang , Zhengnan Zhang , Genghe Zhang , Jiawen Dan , Changchun Li , Chenlong Hu , Chris Nugent , Jun Liu , Ximing Li , Bo Yang

Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain management, weather and meteorology, energy markets, and finance,…

Machine Learning · Statistics 2026-04-27 Simon Hirsch , Jonathan Berrisch , Florian Ziel

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

Online statistical inference facilitates real-time analysis of sequentially collected data, making it different from traditional methods that rely on static datasets. This paper introduces a novel approach to online inference in…

Machine Learning · Statistics 2025-02-27 Ruijian Han , Lan Luo , Yuanhang Luo , Yuanyuan Lin , Jian Huang

The malicious misuse and widespread dissemination of AI-generated images pose a significant threat to the authenticity of online information. Current detection methods often struggle to generalize to unseen generative models, and the rapid…

Computer Vision and Pattern Recognition · Computer Science 2026-01-12 Hanyi Wang , Jun Lan , Yaoyu Kang , Huijia Zhu , Weiqiang Wang , Zhuosheng Zhang , Shilin Wang

This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…

The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…

Machine Learning · Statistics 2020-10-06 Marc Bocquet , Alban Farchi , Quentin Malartic

Neural networks often make predictions relying on the spurious correlations from the datasets rather than the intrinsic properties of the task of interest, facing sharp degradation on out-of-distribution (OOD) test data. Existing de-bias…

Machine Learning · Computer Science 2023-01-20 Xinzhe Han , Shuhui Wang , Chi Su , Qingming Huang , Qi Tian

Online learning has gained popularity in recent years due to the urgent need to analyse large-scale streaming data, which can be collected in perpetuity and serially dependent. This motivates us to develop the online generalized method of…

Methodology · Statistics 2025-02-04 Man Fung Leung , Kin Wai Chan , Xiaofeng Shao

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…

Optimization and Control · Mathematics 2023-03-23 Yihua Yang

We present a novel online learning algorithm for a class of unknown and uncertain dynamical environments that are fully observable. First, we obtain a novel probabilistic characterization of systems whose mean behavior is known but which…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Dan Li , Dariush Fooladivanda , Sonia Martinez

We propose an online debiased lasso (ODL) method for statistical inference in high-dimensional linear models with streaming data. The proposed ODL consists of an efficient computational algorithm for streaming data and approximately normal…

Statistics Theory · Mathematics 2021-08-20 Ruijian Han , Lan Luo , Yuanyuan Lin , Jian Huang

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

Digital twins provide a powerful paradigm for diagnostic and prognostic tasks in the monitoring and control of engineered systems; however, their deployment for complex structures remains challenged by model-form uncertainty, arising from…

Machine Learning · Computer Science 2026-04-30 Marcus Haywood-Alexander , Gregory Duthé , Eleni Chatzi

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu