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On High-Performance Computing (HPC) systems, several hyperparameter configurations can be evaluated in parallel to speed up the Hyperparameter Optimization (HPO) process. State-of-the-art HPO methods follow a bandit-based approach and build…

机器学习 · 计算机科学 2025-11-03 Marcel Aach , Rakesh Sarma , Helmut Neukirchen , Morris Riedel , Andreas Lintermann

Large-scale international collaborations such as ATLAS rely on globally distributed workflows and data management to process, move, and store vast volumes of data. ATLAS's Production and Distributed Analysis (PanDA) workflow system and the…

As reinforcement learning (RL) deployments expand into safety-critical domains, existing evaluation methods fail to systematically identify hazards arising from the black-box nature of neural network enabled policies and distributional…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

统计方法学 · 统计学 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

** This article is published (open-access). ** A novel deterministic symbolic regression method SpaRTA (Sparse Regression of Turbulent Stress Anisotropy) is introduced to infer algebraic stress models for the closure of RANS equations…

计算物理 · 物理学 2020-04-20 Martin Schmelzer , Richard P. Dwight , Paola Cinnella

We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower dimensional projections. Our model combines the techniques…

机器学习 · 统计学 2020-06-17 Simon Luo , Feng Zhou , Lamiae Azizi , Mahito Sugiyama

Recent trends in information management involve the periodic transcription of data onto secondary devices in a networked environment, and the proper scheduling of these transcriptions is critical for efficient data management. To assist in…

数据库 · 计算机科学 2007-05-23 Avigdor Gal , Jonathan Eckstein

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

动力系统 · 数学 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

Dynamic statistical process monitoring methods have been widely studied and applied in modern industrial processes. These methods aim to extract the most predictable temporal information and develop the corresponding dynamic monitoring…

统计方法学 · 统计学 2022-11-10 Wei Fan , Qinqin Zhu , Shaojun Ren , Liang Zhang , Fengqi Si

Active Learning (AL) for regression has been systematically under-researched due to the increased difficulty of measuring uncertainty in regression models. Since normalizing flows offer a full predictive distribution instead of a point…

机器学习 · 计算机科学 2025-01-03 Thorben Werner , Lars Schmidt-Thieme

Several stochastic simulation algorithms (SSAs) have been recently proposed for modelling reaction-diffusion processes in cellular and molecular biology. In this paper, two commonly used SSAs are studied. The first SSA is an on-lattice…

生物物理 · 物理学 2015-05-13 Radek Erban , S Jonathan Chapman

In a series of recent papers Barndorff-Nielsen and Shephard introduce an attractive class of continuous time stochastic volatility models for financial assets where the volatility processes are functions of positive Ornstein-Uhlenbeck(OU)…

统计理论 · 数学 2008-12-10 Lancelot F. James

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

统计方法学 · 统计学 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP) models. The 2-DRLP models are defined over a general class of ambiguity sets with discrete or continuous…

最优化与控制 · 数学 2020-11-18 Harsha Gangammanavar , Manish Bansal

A non-parametric method for evaluation of the aggregate loss distribution (ALD) by combining and numerically inverting the empirical characteristic functions (CFs) is presented and illustrated. This approach to evaluate ALD is based on…

统计计算 · 统计学 2017-01-31 Viktor Witkovsky , Gejza Wimmer , Tomas Duby

The transfer matrix and matrix multiplication ansatz, when applied to nonequilibrium steady states in asymmetric exclusion processed and traffic models, has given many exact results for phase diagrams, bulk densities and fluxes, as well as…

统计力学 · 物理学 2007-05-23 L. G. Tilstra , M. H. Ernst

Federated learning, while being a promising approach for collaborative model training, is susceptible to backdoor attacks due to its decentralized nature. Backdoor attacks have shown remarkable stealthiness, as they compromise model…

机器学习 · 计算机科学 2026-04-10 Zhengyuan Jiang , Xingyu Lyu , Shanghao Shi , Yang Xiao , Yimin Chen , Y. Thomas Hou , Wenjing Lou , Ning Wanga

Latent Dirichlet allocation (LDA) is a widely-used probabilistic topic modeling paradigm, and recently finds many applications in computer vision and computational biology. In this paper, we propose a fast and accurate batch algorithm,…

机器学习 · 计算机科学 2014-04-09 Jia Zeng , Zhi-Qiang Liu , Xiao-Qin Cao

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

统计方法学 · 统计学 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

数学物理 · 物理学 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis
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