相关论文: A Distribution Adaptive Framework for Prediction I…

Bootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. The key result of Efron (2014) is a very convenient and widely applicable formula for a…

We propose a new method to construct confidence intervals for quantities that are associated with a stationary time series, which avoids direct estimation of the asymptotic variances. Unlike the existing tuning-parameter-dependent…

Accurate uncertainty estimation is crucial for deploying neural networks in risk-sensitive applications such as medical diagnosis. Monte Carlo Dropout is a widely used technique for approximating predictive uncertainty by performing…

Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive…

In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…

We study the well known difficult problem of prediction in measurement error models. By targeting directly at the prediction interval instead of the point prediction, we construct a prediction interval by providing estimators of both the…

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Sampling is an important tool for estimating large, complex sums and integrals over high dimensional spaces. For instance, important sampling has been used as an alternative to exact methods for inference in belief networks. Ideally, we…

Speech dereverberation aims to alleviate the negative impact of late reverberant reflections. The weighted prediction error (WPE) method is a well-established technique known for its superior performance in dereverberation. However, in…

We study the problem of designing interval-valued observers that simultaneously estimate the system state and learn an unknown dynamic model for partially unknown nonlinear systems with dynamic unknown inputs and bounded noise signals.…

This paper proposes a novel distributed optimization framework that addresses time-varying optimization problems without requiring explicit derivative information of the objective functions. Traditional distributed methods often rely on…

Many real-world systems modeled using partial differential equations (PDEs) involve unknown parameters that must be estimated from limited, noisy system observations. While typically assumed to be constants, some of these unobserved…

This paper proposes a new approach to duration modelling for statistical parametric speech synthesis in which a recurrent statistical model is trained to output a phone transition probability at each timestep (acoustic frame). Unlike…

Machine learning (ML) tools such as encoder-decoder deep convolutional neural networks (CNN) are able to extract relationships between inputs and outputs of large complex systems directly from raw data. For time-varying systems the…

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

Falsely annotated samples, also known as noisy labels, can significantly harm the performance of deep learning models. Two main approaches for learning with noisy labels are global noise estimation and data filtering. Global noise…

We propose a robust method for constructing conditionally valid prediction intervals based on models for conditional distributions such as quantile and distribution regression. Our approach can be applied to important prediction problems…

To deploy and operate deep neural models in production, the quality of their predictions, which might be contaminated benignly or manipulated maliciously by input distributional deviations, must be monitored and assessed. Specifically, we…

Training diffusion models for audiovisual sequences allows for a range of generation tasks by learning conditional distributions of various input-output combinations of the two modalities. Nevertheless, this strategy often requires training…