相关论文: Applications of multivariate quasi-random sampling…

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Recurrent Neural Networks (RNNs) have been widely used in natural language processing and computer vision. Among them, the Hierarchical Multi-scale RNN (HM-RNN), a kind of multi-scale hierarchical RNN proposed recently, can learn the…

We consider the problem of learning deep generative models from data. We formulate a method that generates an independent sample via a single feedforward pass through a multilayer perceptron, as in the recently proposed generative…

This paper proposes a supervised training algorithm for learning stochastic resource allocation policies with generative diffusion models (GDMs). We formulate the allocation problem as the maximization of an ergodic utility function subject…

Many real-world situations allow for the acquisition of additional relevant information when making an assessment with limited or uncertain data. However, traditional ML approaches either require all features to be acquired beforehand or…

In modern computer experiment applications, one often encounters the situation where various models of a physical system are considered, each implemented as a simulator on a computer. An important question in such a setting is determining…

Graph Neural Networks (GNNs) have enjoyed wide spread applications in graph-structured data. However, existing graph based applications commonly lack annotated data. GNNs are required to learn latent patterns from a limited amount of…

In this proof-of-concept work, we evaluate the performance of multiple machine-learning methods as statistical emulators for use in the analysis of agent-based models (ABMs). Analysing ABM outputs can be challenging, as the relationships…

Stochastic variational inference algorithms are derived for fitting various heteroskedastic time series models. We examine Gaussian, t, and skew-t response GARCH models and fit these using Gaussian variational approximating densities. We…

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Many real time-series exhibit behavior adequate to long range dependent data. Additionally very often these time-series have constant time periods and also have characteristics similar to Gaussian processes although they are not Gaussian.…

Generative adversarial networks (GANs) learn the distribution of observed samples through a zero-sum game between two machine players, a generator and a discriminator. While GANs achieve great success in learning the complex distribution of…

In statistical mechanics, computing the partition function is generally difficult. An approximation method using a variational autoregressive network (VAN) has been proposed recently. This approach offers the advantage of directly…

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Chance-constrained motion planning requires uncertainty in dynamics to be propagated into uncertainty in state. When nonlinear models are used, Gaussian assumptions on the state distribution do not necessarily apply since almost all random…

The online prediction of multivariate signals, existing simultaneously in space and time, from noisy partial observations is a fundamental task in numerous applications. We propose an efficient Neural Network architecture for the online…

Graph matching is a commonly used technique in computer vision and pattern recognition. Recent data-driven approaches have improved the graph matching accuracy remarkably, whereas some traditional algorithm-based methods are more robust to…

We present a graph-regularized learning of Gaussian Mixture Models (GMMs) in distributed settings with heterogeneous and limited local data. The method exploits a provided similarity graph to guide parameter sharing among nodes, avoiding…

Random point patterns are ubiquitous in nature, and statistical models such as point processes, i.e., algorithms that generate stochastic collections of points, are commonly used to simulate and interpret them. We propose an application of…

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…