相关论文: Load-sharing dependence models and construction of…
Stochastic dominance is an important concept in probability theory, econometrics and social choice theory for robustly modeling agents' preferences between random outcomes. While many works have been dedicated to the univariate case, little…
Cognitive modeling commonly relies on asking participants to complete a battery of varied tests in order to estimate attention, working memory, and other latent variables. In many cases, these tests result in highly variable observation…
This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…
Multiple types of inference are available for probabilistic graphical models, e.g., marginal, maximum-a-posteriori, and even marginal maximum-a-posteriori. Which one do researchers mean when they talk about "planning as inference"? There is…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
This paper provides a systematic yet accessible presentation of the Contextuality-by-Default theory. The consideration is confined to finite systems of categorical random variables, which allows us to focus on the basics of the theory…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…
Logistic linear mixed model is widely used in experimental designs and genetic analysis with binary traits. Motivated by modern applications, we consider the case with many groups of random effects and each group corresponds to a variance…
Modeling of high order multivariate probability distribution is a difficult problem which occurs in many fields. Copula approach is a good choice for this purpose, but the curse of dimensionality still remains a problem. In this paper we…
Distribution shift is a key challenge for predictive models in practice, creating the need to identify potentially harmful shifts in advance of deployment. Existing work typically defines these worst-case shifts as ones that most degrade…
This paper deals with variable selection in multivariate linear regression model when the data are observations on a spatial domain being a grid of sites in $\mathbb{Z}^d$ with $d\geqslant 2$. We use a criterion that allows to characterize…
We study the classical Election problem in anonymous net- works, where solutions can rely on the use of random bits, which may be either shared or unshared among nodes. We provide a complete char- acterization of the conditions under which…
Understanding and quantifying causal relationships between variables is essential for reasoning about the physical world. In this work, we develop a resource-theoretic framework to do so. Here, we focus on the simplest nontrivial setting --…
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. As a special case, principal loading analysis discards variables that are not correlated…
This paper focuses on a data-rich environment where the data set has a very large cross-sectional dimension, is likely to exhibit local dependence, and yet is hard to determine the dependence ordering. Such a situation arises, for example,…
The options framework is a popular approach for building temporally extended actions in reinforcement learning. In particular, the option-critic architecture provides general purpose policy gradient theorems for learning actions from…
Probabilistic modeling is one of the foundations of modern machine learning and artificial intelligence. In this paper, we propose a novel type of probabilistic models named latent dependency forest models (LDFMs). A LDFM models the…