Related papers: Probability tree algorithm for general diffusion p…
This paper presents a detailed comparison of a recently proposed algorithm for optimizing decision trees, tree alternating optimization (TAO), with other popular, established algorithms. We compare their performance on a number of…
We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…
The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…
Predictive recursion (PR) is a fast, recursive algorithm that gives a smooth estimate of the mixing distribution under the general mixture model. However, the PR algorithm requires evaluation of a normalizing constant at each iteration.…
Various modifications of decision trees have been extensively used during the past years due to their high efficiency and interpretability. Tree node splitting based on relevant feature selection is a key step of decision tree learning, at…
Many modern clustering methods scale well to a large number of data items, N, but not to a large number of clusters, K. This paper introduces PERCH, a new non-greedy algorithm for online hierarchical clustering that scales to both massive N…
We present a new algorithm for an analytic parton shower. While the algorithm for the final-state shower has been known in the literature, the construction of an initial-state shower along these lines is new. The aim is to have a parton…
Distributed estimation and processing in networks modeled by graphs have received a great deal of interest recently, due to the benefits of decentralised processing in terms of performance and robustness to communications link failure…
While circular data occur in a wide range of scientific fields, the methodology for distributional modeling and probabilistic forecasting of circular response variables is rather limited. Most of the existing methods are built on the…
We study probability distributions over free algebras of trees. Probability distributions can be seen as particular (formal power) tree series [Berstel et al 82, Esik et al 03], i.e. mappings from trees to a semiring K . A widely studied…
This paper presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm introduced in Lee et al. (2013). In PPF, trees are constructed by splitting on…
Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…
Arrival of multicore systems has enforced a new scenario in computing, the parallel and distributed algorithms are fast replacing the older sequential algorithms, with many challenges of these techniques. The distributed algorithms provide…
We compare different methods for sampling from discrete probability distributions and introduce a new algorithm which is especially efficient on massively parallel processors, such as GPUs. The scheme preserves the distribution properties…
While Internet of Things (IoT) devices and sensors create continuous streams of information, Big Data infrastructures are deemed to handle the influx of data in real-time. One type of such a continuous stream of information is time series…
Two new algorithms for the all-reduce operation, optimized for imbalanced process arrival patterns (PAPs) are presented: (i) sorted linear tree (SLT), (ii) pre-reduced ring (PRR) as well as a new way of on-line PAP detection, including…
We present new algorithms for inference in credal networks --- directed acyclic graphs associated with sets of probabilities. Credal networks are here interpreted as encoding strong independence relations among variables. We first present a…
With recent advancements in large language models, methods like chain-of-thought prompting to elicit reasoning chains have been shown to improve results on reasoning tasks. However, tasks that require multiple steps of reasoning still pose…
Diffusion processes arise in many fields, and so simulating the path of a diffusion is an important problem. It is usually necessary to make some sort of approximation via model-discretization, but a recently introduced class of algorithms,…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…