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Risk sensitive decision making finds important applications in current day use cases. Existing risk measures consider a single or finite collection of random variables, which do not account for the asymptotic behaviour of underlying…

Risk Management · Quantitative Finance 2024-05-24 Shivam Patel , Vivek Borkar

We present a methodology for model evaluation and selection where the sampling mechanism violates the i.i.d. assumption. Our methodology involves a formulation of the bias between the standard Cross-Validation (CV) estimator and the mean…

Methodology · Statistics 2025-03-14 Oren Yuval , Saharon Rosset

The demand for reliable AI systems has intensified the need for interpretable deep neural networks. Concept bottleneck models (CBMs) have gained attention as an effective approach by leveraging human-understandable concepts to enhance…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Sangwon Kim , Dasom Ahn , Byoung Chul Ko , In-su Jang , Kwang-Ju Kim

Variational regression methods are an increasingly popular tool for their efficient estimation of complex. Given the mixed model representation of penalized effects, additive regression models with smoothed effects and scalar-on-function…

Methodology · Statistics 2024-06-13 Mark J. Meyer , Junyi Wei

Complex human activity recognition (CHAR) remains a pivotal challenge within ubiquitous computing, especially in the context of smart environments. Existing studies typically require meticulous labeling of both atomic and complex…

Artificial Intelligence · Computer Science 2024-08-07 Yuan Sun , Navid Salami Pargoo , Taqiya Ehsan , Zhao Zhang , Jorge Ortiz

Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifies a large class of new and existing model averaging…

Methodology · Statistics 2024-12-16 Dalei Yu , Xinyu Zhang , Hua Liang

Predicting the distribution of outcomes under hypothetical interventions is crucial across healthcare, economics, and policy-making. However, existing methods often require restrictive assumptions, and are typically limited by the lack of…

Machine Learning · Computer Science 2025-08-11 Andreas Sauter , Saber Salehkaleybar , Aske Plaat , Erman Acar

Conditional Value-at-Risk (CVaR) is a central tail-risk measure in stochastic structural mechanics, yet its accurate evaluation under high-dimensional, spatially correlated material uncertainty remains computationally prohibitive for…

Machine Learning · Statistics 2026-02-11 Alireza Tabarraei

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

Humans use abstract concepts for understanding instead of hard features. Recent interpretability research has focused on human-centered concept explanations of neural networks. Concept Activation Vectors (CAVs) estimate a model's…

Machine Learning · Computer Science 2023-11-28 Avani Gupta , Saurabh Saini , P J Narayanan

In this paper, we introduce VACA, a novel class of variational graph autoencoders for causal inference in the absence of hidden confounders, when only observational data and the causal graph are available. Without making any parametric…

Machine Learning · Statistics 2021-10-29 Pablo Sanchez-Martin , Miriam Rateike , Isabel Valera

Safety performance evaluation is critical for developing and deploying connected and automated vehicles (CAVs). One prevailing way is to design testing scenarios using prior knowledge of CAVs, test CAVs in these scenarios, and then evaluate…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Jingxuan Yang , Haowei Sun , Honglin He , Yi Zhang , Shuo Feng , Henry X. Liu

We develop a Coordinate Ascent Variational Inference (CAVI) algorithm for Bayesian Mixed Data Sampling (MIDAS) regression with linear weight parameterizations. The model separates impact coeffcients from weighting function parameters…

Machine Learning · Computer Science 2026-02-24 Luigi Simeone

Testing and evaluation is a critical step in the development and deployment of connected and automated vehicles (CAVs). Due to the black-box property and various types of CAVs, how to test and evaluate CAVs adaptively remains a major…

Systems and Control · Electrical Eng. & Systems 2022-07-20 Jingxuan Yang , Honglin He , Yi Zhang , Shuo Feng , Henry X. Liu

Predictive uncertainties in classification tasks are often a consequence of model inadequacy or insufficient training data. In popular applications, such as image processing, we are often required to scrutinise these uncertainties by…

Machine Learning · Computer Science 2022-11-10 Iker Perez , Piotr Skalski , Alec Barns-Graham , Jason Wong , David Sutton

How can we understand classification decisions made by deep neural networks? Many existing explainability methods rely solely on correlations and fail to account for confounding, which may result in potentially misleading explanations. To…

Machine Learning · Computer Science 2020-03-02 Yash Goyal , Amir Feder , Uri Shalit , Been Kim

Connected and automated vehicles (CAVs) have the potential to improve traffic throughput and achieve a more efficient utilization of the available roadway infrastructure. They also have the potential to reduce energy consumption through…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Nathan Goulet , Beshah Ayalew

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

Information Theory · Computer Science 2014-06-19 Andrea Montanari , Emile Richard

Instrumental variable (IV) and control function (CF) methods are powerful tools for causal effect estimation in the presence of unmeasured confounding, yet most existing approaches target only mean effects and/or demand substantial fitting…

Machine Learning · Statistics 2026-05-08 Geping Chen , Chunlin Li , Tianzhong Yang , Zhengyuan Zhu , Jing Zhou

An essential step in deploying medical imaging models is ensuring alignment with clinical knowledge and interpretability. We focus on mapping clinical concepts into the latent space of generative models to identify Concept Activation…

Image and Video Processing · Electrical Eng. & Systems 2025-06-05 Bulat Maksudov , Kathleen Curran , Alessandra Mileo