统计学
The Hawkes process is used to model point process data where events occur in clusters and bursts. In a standard multivariate Hawkes process, every event that occurs in a dimension has an equal impact on the process intensity. However, this…
Inference of brain functional connectivity networks from resting-state fMRI data is a key focus in neuroimaging. This paper introduces new Bayesian approaches for inferring a functional connectivity graph from multivariate resting-state…
Background and Objective: Uncertainty in non-linear mixed effect models is often assessed using the Fisher information matrix to derive the standard errors of estimation. The bootstrap is an alternative to the asymptotic method, with…
Background: Music-based interventions are increasingly used in neonatal intensive care units (NICUs), but the literature remains heterogeneous in intervention type, provider role, and research focus. This study examined research trends in…
We study the problem of black-box optimization of a function f of any dimension, given function evaluations perturbed by noise. The function is assumed to be locally smooth around one of its global optima, but this smoothness is unknown.…
Middle-mile logistics describes the problem of routing parcels through a network of hubs linked by trucks with finite capacity. We rephrase this as a multi-object goal-conditioned MDP. Our method combines graph neural networks with…
In this work, we formulate a new multi-task active learning setting in which the learner's goal is to solve multiple matrix completion problems simultaneously. At each round, the learner can choose from which matrix it receives a sample…
Introduction: Normalised prediction distribution errors (npde) are used to graphically and statistically evaluate continuous responses in non-linear mixed effect models. Here, our aim was to extend npde for categorical data and to evaluate…
Introduction: Joint models are increasingly used in clinical trials. An important part of model building is to properly assess the descriptive and predictive ability of these models. Normalised prediction discrepancies (npd) and normalised…
A run of all failures, a run of all successes, or complete separation in a logistic regression each tempts the analyst to declare a probability of exactly zero or one. The central message of this paper is that all three phenomena share a…
Comparing conditional distributions is a fundamental challenge in statistics and machine learning, with applications across a wide range of domains. While proposed methods for measuring discrepancies using kernel embeddings of distributions…
We study feature selection in high-dimensional regression under two distinct sources of instability: sampling variability and measurement error in the design matrix. Stability Selection addresses the former through sub-sampling and…
Pearl's causal hierarchy shows that observational, interventional, and counterfactual queries are qualitatively distinct. We ask a quantitative version of this question: how many additional bits are needed to specify higher-rung causal…
Predictive recursion (PR) is a fast algorithm for nonparametric estimation of a mixing density, with connections to sequential Bayesian updating under a Dirichlet process prior and rigorous frequentist consistency guarantees. Extending PR…
An approach to inference for relative sparsity was developed in prior work, and an adaptive lasso asymptotic normality theorem was given there, but this theorem was not fully used when estimating the variance of the policy coefficients.…
Any continuous conditional distribution of $Y$ given $X$ can be generated from a transform of a known noise distribution $U$ such as the uniform or normal distribution via $Y = g(X, U)$. This paper provides an estimator of such a generative…
We introduce Mira, a sample-based score for assessing the accuracy of a candidate conditional distribution using only joint samples from the true data-generating process. Relying on the principle that distributions coincide if they assign…
Mixtures of experts (MoE) models provide a flexible framework for modelling heterogeneity in data for regression and model-based clustering and classification. MoE models for regression are typically based on the Gaussian assumption for the…
Extreme value theory provides rigorous theory and statistical tools for extrapolation in machine learning, particularly in settings where traditional methods struggle due to data scarcity in the tails. A broad range of tasks benefit from…
We study clustered multitask learning in a semiparametric setting where tasks share a latent cluster structure in their target parameters but exhibit heterogeneous, potentially infinite-dimensional nuisance components. Such heterogeneity…