Related papers: First-Order Efficiency for Probabilistic Value Est…

This work proposes a framework, embedded within the Performance Estimation framework (PEP), for obtaining worst-case performance guarantees on stochastic first-order methods. Given a first-order method, a function class, and a noise model…

For stochastic process models, parameter inference is often severely bottlenecked by computationally expensive likelihood functions. Simulation-based inference (SBI) bypasses this restriction by constructing amortized surrogate likelihoods,…

It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accuracy for the estimation of complex nuisance functions. As a…

Expensive optimization problems (EOPs) are prevalent in real-world applications, where the evaluation of a single solution requires a significant amount of resources. In our study of surrogate-assisted evolutionary algorithms (SAEAs) in…

In this paper, we study a class of stochastic and finite-sum convex optimization problems with deterministic constraints. Existing methods typically aim to find an $\epsilon$-$expectedly\ feasible\ stochastic\ optimal$ solution, in which…

Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…

Large language models (LLMs) have demonstrated remarkable capabilities in generating programs from natural language descriptions, yet ensuring their correctness without an external oracle remains a critical challenge. To solve the…

Symbolic regression plays a crucial role in modern scientific research thanks to its capability of discovering concise and interpretable mathematical expressions from data. A key challenge lies in the search for parsimonious and…

This article addresses the problem of estimating the population mean in the presence of auxiliary information when study variable itself is qualitative in nature. Bias and mean squared error (MSE) expressions of the class of estimators are…

In this paper we have considered the problem of estimating the population mean in systematic sampling using information on an auxiliary variable in presence of non response. Some modified ratio, product and difference type estimators in…

In imaging inverse problems with Poisson-distributed measurements, it is common to use objectives derived from the Poisson likelihood. But performance is often evaluated by mean squared error (MSE), which raises a practical question: how…

Counterfactual Explanations (CFEs) interpret machine learning models by identifying the smallest change to input features needed to change the model's prediction to a desired output. For classification tasks, CFEs determine how close a…

Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…

We propose a multilevel stochastic approximation (MLSA) scheme for the computation of the value-at-risk (VaR) and expected shortfall (ES) of a financial loss, which can only be computed via simulations conditionally on the realisation of…

Recently surrogate functions based on the tail inequalities were developed to evaluate the chance constraints in the context of evolutionary computation and several Pareto optimization algorithms using these surrogates were successfully…

We apply the sample average approximation (SAA) method to risk-neutral optimization problems governed by nonlinear partial differential equations (PDEs) with random inputs. We analyze the consistency of the SAA optimal values and SAA…

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based…

Large language models (LLMs) have shown impressive capabilities in real-world applications. The capability of in-context learning (ICL) allows us to adapt an LLM to downstream tasks by including input-label exemplars in the prompt without…