Related papers: On the Foundations of Universal Sequence Predictio…

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

For the ANOVA model, we propose a new g-prior based Bayes factor without integral representation, with reasonable model selection consistency for any asymptotic situations (either number of levels of the factor and/or number of replication…

We prove a general multidimensional invariance principle for a family of U-statistics based on freely independent non-commutative random variables of the type $U_n(S)$, where $U_n(x)$ is the $n$-th Chebyshev polynomial and $S$ is a standard…

Using a categorial version of Fra\"iss\'e's theorem due to Droste and G\"obel, we derive a criterion for a comma-category to have universal homogeneous objects. As a first application we give new existence result for universal structures…

We introduce a new consistency-based approach for defining and solving nonnegative/positive matrix and tensor completion problems. The novelty of the framework is that instead of artificially making the problem well-posed in the form of an…

We introduce scalable algorithms for online learning of neural network parameters and Bayesian sequential decision making. Unlike classical Bayesian neural networks, which induce predictive uncertainty through a posterior over model…

We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for…

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

We address the problem of nonparametric estimation of characteristics for stationary and ergodic time series. We consider finite-alphabet time series and real-valued ones and the following four problems: i) estimation of the (limiting)…

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

We extend a recently proposed 1-nearest-neighbor based multiclass learning algorithm and prove that our modification is universally strongly Bayes-consistent in all metric spaces admitting any such learner, making it an "optimistically…

In the stochastic set cover problem (Grandoni et al., FOCS '08), we are given a collection $\mathcal{S}$ of $m$ sets over a universe $\mathcal{U}$ of size $N$, and a distribution $D$ over elements of $\mathcal{U}$. The algorithm draws $n$…

A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.

Real-world decision-making systems are often subject to uncertainties that have to be resolved through observational data. Therefore, we are frequently confronted with combinatorial optimization problems of which the objective function is…

We consider the universal discrete filtering problem, where an input sequence generated by an unknown source passes through a discrete memoryless channel, and the goal is to estimate its components based on the output sequence with limited…

In this paper we introduce the concept of universal stabilizability: the condition that every solution of a nonlinear system can be globally stabilized. We give sufficient conditions in terms of the existence of a control contraction…

The problem of extracting as much information as possible from a sequence of observations of a stationary stochastic process $X_0,X_1,...X_n$ has been considered by many authors from different points of view. It has long been known through…

Consider universal data compression: the length $l(x^n)$ of sequence $x^n\in A^n$ with finite alphabet $A$ and length $n$ satisfies Kraft's inequality over $A^n$, and $-\frac{1}{n}\log \frac{P^n(x^n)}{Q^n(x^n)}$ almost surely converges to…

Reservoir computing is a versatile paradigm in computational neuroscience and machine learning, that exploits the non-linear dynamics of a dynamical system - the reservoir - to efficiently process time-dependent information. Since its…

We prove a converse Lyapunov theorem for boundedness of reachability sets for a general class of control systems whose flow is Lipschitz continuous on compact intervals with respect to trajectory-dominated inputs. We show that this…