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We consider the problem of performing matrix completion with side information on row-by-row and column-by-column similarities. We build upon recent proposals for matrix estimation with smoothness constraints with respect to row and column…
Inhomogeneous phase-type (IPH) distributions extend classical phase-type models by allowing transition intensities to vary over time, offering greater flexibility for modeling heavy-tailed or time-dependent absorption phenomena. We focus on…
Consider the triplet $(E, \mathcal{P}, \pi)$, where $E$ is a finite ground set, $\mathcal{P} \subseteq 2^E$ is a collection of subsets of $E$ and $\pi : \mathcal{P} \rightarrow [0,1]$ is a requirement function. Given a vector of marginals…
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured…
We introduce an innovative method for incremental nonparametric probabilistic inference in high-dimensional state spaces. Our approach leverages \slices from high-dimensional surfaces to efficiently approximate posterior distributions of…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
Approximate Bayesian inference for the class of latent Gaussian models can be achieved efficiently with integrated nested Laplace approximations (INLA). Based on recent reformulations in the INLA methodology, we propose a further extension…
This paper proposes probabilistic conformal prediction (PCP), a predictive inference algorithm that estimates a target variable by a discontinuous predictive set. Given inputs, PCP construct the predictive set based on random samples from…
Effective modeling of heterogeneous subpopulations presents a significant challenge due to variations in individual characteristics and behaviors. This paper proposes a novel approach to address this issue through multi-task learning (MTL)…
It is commonly believed that scaling language models should commit a significant space or time cost, by increasing the parameters (parameter scaling) or output tokens (inference-time scaling). We introduce the third and more…
Serverless computing, with its operational simplicity and on-demand scalability, has become a preferred paradigm for deploying workflow applications. However, resource allocation for workflows, particularly those with branching structures,…
We propose the superiorization of incremental algorithms for tomographic image reconstruction. The resulting methods follow a better path in its way to finding the optimal solution for the maximum likelihood problem in the sense that they…
In this paper, we propose an incremental algorithm for computing cylindrical algebraic decompositions. The algorithm consists of two parts: computing a complex cylindrical tree and refining this complex tree into a cylindrical tree in real…
We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitant M-estimator, Owen's Huber/Berhu concomitant estimator, the…
Probabilistic circuits (PCs) are a tractable representation of probability distributions allowing for exact and efficient computation of likelihoods and marginals. There has been significant recent progress on improving the scale and…
Temporal Point Processes (TPP) with partial likelihoods involving a latent structure often entail an intractable marginalization, thus making inference hard. We propose a novel approach to Maximum Likelihood Estimation (MLE) involving…
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…
We propose a new algorithm to learn the network of the interactions of pairwise Ising models. The algorithm is based on the pseudo-likelihood method (PLM), that has already been proven to efficiently solve the problem in a large variety of…
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…