相关论文: Adaptive design for Gaussian process regression un…

In developing products for rare diseases, statistical challenges arise due to the limited number of patients available for participation in drug trials and other clinical research. Bayesian adaptive clinical trial designs offer the…

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Many industrial applications rely on real-time optimization to improve key performance indicators. In the case of unknown process characteristics, real-time optimization becomes challenging, particularly for the satisfaction of safety…

This paper presents an off-policy Gaussian Predictive Control (GPC) framework aimed at solving optimal control problems with a smaller computational footprint, thereby facilitating real-time applicability while ensuring critical safety…

Simulation can evaluate a statistical method for properties such as Type I Error, FDR, or bias on a grid of hypothesized parameter values. But what about the gaps between the grid-points? Continuous Simulation Extension (CSE) is a…

This paper proposes the CogSense system, which is inspired by sense-making cognition and perception in the mammalian brain to perform perception error detection and perception parameter adaptation using probabilistic signal temporal logic.…

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

To minimize the mean squared error (MSE) in global average treatment effect (GATE) estimation under network interference, a popular approach is to use a cluster-randomized design. However, in the presence of homophily, which is common in…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…