Related papers: Estimating Predictability: Redundancy and Surrogat…
Estimating linear regression using least squares and reporting robust standard errors is very common in financial economics, and indeed, much of the social sciences and elsewhere. For thick tailed predictors under heteroskedasticity this…
Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…
Prosody -- the suprasegmental component of speech, including pitch, loudness, and tempo -- carries critical aspects of meaning. However, the relationship between the information conveyed by prosody vs. by the words themselves remains poorly…
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,…
Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…
Latent space models are powerful statistical tools for modeling and understanding network data. While the importance of accounting for uncertainty in network analysis has been well recognized, the current literature predominantly focuses on…
The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…
In the context of machine learning, disparate impact refers to a form of systematic discrimination whereby the output distribution of a model depends on the value of a sensitive attribute (e.g., race or gender). In this paper, we propose an…
Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…
Redundancy matrices provide insights into the load carrying behavior of statically indeterminate structures. This information can be employed for the design and analysis of structures with regard to certain objectives, for example…
The study of inter-human communication requires a more complex framework than Shannon's (1948) mathematical theory of communication because "information" is defined in the latter case as meaningless uncertainty. Assuming that meaning cannot…
Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high…
Convolutional neural networks (CNN) are generally designed with a heuristic initialization of network architecture and trained for a certain task. This often leads to overparametrization after learning and induces redundancy in the…
The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…
A widely adopted approach to solving constraint satisfaction problems combines systematic tree search with various degrees of constraint propagation for pruning the search space. One common technique to improve the execution efficiency is…
While automated driving is often advertised with better-than-human driving performance, this work reviews that it is nearly impossible to provide direct statistical evidence on the system level that this is actually the case. The amount of…
Deep learning models often require large amounts of data for training, leading to increased costs. It is particularly challenging in medical imaging, i.e., gathering distributed data for centralized training, and meanwhile, obtaining…
Stochastic inverse problems are generally solved by some form of finite sampling of a space of uncertain parameters. For computationally expensive models, surrogate response surfaces are often employed to increase the number of samples used…