相关论文: Categorical Judgment with a Variable Decision Rule

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to…

Classification rules can be severely affected by the presence of disturbing observations in the training sample. Looking for an optimal classifier with such data may lead to unnecessarily complex rules. So, simpler effective classification…

Accurate model selection is a fundamental requirement for statistical analysis. In many real-world applications of graphical modelling, correct model structure identification is the ultimate objective. Standard model validation procedures…

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…

To improve the utility and scalability of distributed radio frequency (RF) sensor and communication networks, reduce the need for convolutional neural network (CNN) retraining, and efficiently share learned information about signals, we…

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Variability in multiple independent input parameters makes it difficult to estimate the resultant variability in the system's overall response. The Propagation of Errors and Monte-Carlo techniques are two major methods to predict the…

Addressing the simultaneous identification of contributory variables while controlling the false discovery rate (FDR) in high-dimensional data is a crucial statistical challenge. In this paper, we propose a novel model-free variable…

In a typical online learning scenario, a learner is required to process a large data stream using a small memory buffer. Such a requirement is usually in conflict with a learner's primary pursuit of prediction accuracy. To address this…

We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss…

VARCLUST algorithm is proposed for clustering variables under the assumption that variables in a given cluster are linear combinations of a small number of hidden latent variables, corrupted by the random noise. The entire clustering task…

Fabrication process variations can significantly influence the performance and yield of nano-scale electronic and photonic circuits. Stochastic spectral methods have achieved great success in quantifying the impact of process variations,…

Bayesian Additive Regression Trees [BART, Chipman et al., 2010] have gained significant popularity due to their remarkable predictive performance and ability to quantify uncertainty. However, standard decision tree models rely on recursive…

Proper scoring rules are commonly applied to quantify the accuracy of distribution forecasts. Given an observation they assign a scalar score to each distribution forecast, with the the lowest expected score attributed to the true…

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

This paper proposes a novel criterion for the allocation of patients in Phase~I dose-escalation clinical trials aiming to find the maximum tolerated dose (MTD). Conventionally, using a model-based approach the next patient is allocated to…