相关论文: Data adaptation in HANDY economy-ideology model

Calibrating simulation models that take large quantities of multi-dimensional data as input is a hard simulation optimization problem. Existing adaptive sampling strategies offer a methodological solution. However, they may not sufficiently…

Decisions based partly or solely on predictions from probabilistic models may be sensitive to model misspecification. Statisticians are taught from an early stage that "all models are wrong", but little formal guidance exists on how to…

Conformal prediction has emerged as a popular technique for facilitating valid predictive inference across a spectrum of machine learning models, under minimal assumption of exchangeability. Recently, Hoff (2023) showed that full conformal…

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Molecular dynamics (MD) simulations give access to equilibrium structures and dynamic properties given an ergodic sampling and an accurate force-field. The force-field parameters are calibrated to reproduce properties measured by…

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

This paper presents a general asymptotic theory of sequential Bayesian estimation giving results for the strongest, almost sure convergence. We show that under certain smoothness conditions on the probability model, the greedy information…

Asynchronous Bayesian optimization is a recently implemented technique that allows for parallel operation of experimental systems and disjointed workflows. Contrasting with serial Bayesian optimization which individually selects experiments…

Dataset distillation or condensation refers to compressing a large-scale dataset into a much smaller one, enabling models trained on this synthetic dataset to generalize effectively on real data. Tackling this challenge, as defined, relies…

One way to interject knowledge into clinically impactful forecasting is to use data assimilation, a nonlinear regression that projects data onto a mechanistic physiologic model, instead of a set of functions, such as neural networks. Such…

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…

From a model-building perspective, we propose a paradigm shift for fitting over-parameterized models. Philosophically, the mindset is to fit models to future observations rather than to the observed sample. Technically, given an imputation…

The rapid influx of data-driven models into the industrial sector has been facilitated by the proliferation of sensor technology, enabling the collection of vast quantities of data. However, leveraging these models for failure detection and…

The development of deep learning algorithms has extensively empowered humanity's task automatization capacity. However, the huge improvement in the performance of these models is highly correlated with their increasing level of complexity,…

Large-scale optimization problems are ubiquitous in the physical sciences; yet, high-fidelity models can often be complex and computationally prohibitive for optimization. A practical alternative is to use a low-fidelity model to facilitate…

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of…