相关论文: Model identification using the Efficient Determina…

The Akaike information criterion (AIC) has been used as a statistical criterion to compare the appropriateness of different dark energy candidate models underlying a particular data set. Under suitable conditions, the AIC is an indirect…

Chain Event Graphs (CEGs) are a widely applicable class of probabilistic graphical model that can represent context-specific independence statements and asymmetric unfoldings of events in an easily interpretable way. Existing model…

The widely applicable information criterion (WAIC) has been used as a model selection criterion for Bayesian statistics in recent years. It is an asymptotically unbiased estimator of the Kullback-Leibler divergence between a Bayesian…

Using predictive adaptive arithmetic coding and the Minimum Description Length principle, we derive an efficient tool for model selection problems : the RIC information criterion. We then present an extension of these coding techniques to…

Learning-based model predictive control (LBMPC) is a technique that provides deterministic guarantees on robustness, while statistical identification tools are used to identify richer models of the system in order to improve performance.…

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

New bounds on classification error rates for the error-correcting output code (ECOC) approach in machine learning are presented. These bounds have exponential decay complexity with respect to codeword length and theoretically validate the…

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…

In this paper, an approach to estimating a nonlinear deterministic model is presented. We introduce a stochastic model with extremely small variances so that the deterministic and stochastic models are essentially indistinguishable from…

Recommending items to users has long been a fundamental task, and studies have tried to improve it ever since. Most well-known models commonly employ representation learning to map users and items into a unified embedding space for matching…

1.A goal of many research programs in biology is to extract meaningful insights from large, complex data sets. Researchers in Ecology, Evolution and Behavior (EEB) often grapple with long-term, observational data sets from which they…

Classifier chains is a key technique in multi-label classification, since it allows to consider label dependencies effectively. However, the classifiers are aligned according to a static order of the labels. In the concept of dynamic…

The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method…

Model-based component-wise gradient boosting is a popular tool for data-driven variable selection. In order to improve its prediction and selection qualities even further, several modifications of the original algorithm have been developed,…

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for…

The information criterion for determining the number of explanatory variables in a subset regression modeling is discussed. Information criterion such as AIC is effective and frequently used in model selection for ordinary regression models…

In segmented regression, when the regression function is continuous at the change-points that are the boundaries of the segments, it is also called joinpoint regression, and the analysis package developed by \cite{KimFFM00} has become a…

One of the main challenges in identifying structural changes in stochastic processes is to carry out analysis for time series with dependency structure in a computationally tractable way. Another challenge is that the number of true change…