相关论文: Ensemble Conditional Variance Estimator for Suffic…

Dimension reduction provides a useful tool for analyzing high dimensional data. The recently developed \textit{Envelope} method is a parsimonious version of the classical multivariate regression model through identifying a minimal reducing…

In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…

Whether deterministic or stochastic, models can be viewed as functions designed to approximate a specific quantity of interest. We introduce Minimal Empirical Variance Aggregation (MEVA), a data-driven framework that integrates predictions…

Mixture variational distributions in black box variational inference (BBVI) have demonstrated impressive results in challenging density estimation tasks. However, currently scaling the number of mixture components can lead to a linear…

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

Treatment non-compliance, where individuals deviate from their assigned experimental conditions, frequently complicates the estimation of causal effects. To address this, we introduce a novel learning framework based on a mixture of experts…

This study proposes a novel approach to ensemble prediction, called "covariate-dependent stacking" (CDST). Unlike traditional stacking and model averaging methods, CDST allows model weights to vary flexibly as a function of covariates,…

The growing demand for personalized decision-making has led to a surge of interest in estimating the Conditional Average Treatment Effect (CATE). Various types of CATE estimators have been developed with advancements in machine learning and…

Continuous treatment effect estimation holds significant practical importance across various decision-making and assessment domains, such as healthcare and the military. However, current methods for estimating dose-response curves hinge on…

Deep learning is commonly used to reconstruct HDR images from LDR images. LDR stack-based methods are used for single-image HDR reconstruction, generating an HDR image from a deep learning-generated LDR stack. However, current methods…

Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…

Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure. A fully parametric method [18] is proposed to estimate the survival function as a mixture of individual parametric…

Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…

This paper introduces the Variational Determinant Estimator (VDE), a variational extension of the recently proposed determinant estimator discovered by arXiv:2005.06553v2. Our estimator significantly reduces the variance even for low sample…

By integrating dynamics models into model-free reinforcement learning (RL) methods, model-based value expansion (MVE) algorithms have shown a significant advantage in sample efficiency as well as value estimation. However, these methods…

This paper presents an innovative approach to Extreme Value Analysis (EVA) by introducing the Extreme Value Dynamic Benchmarking Method (EVDBM). EVDBM integrates extreme value theory to detect extreme events and is coupled with the novel…

The ensemble of deep neural networks has been shown, both theoretically and empirically, to improve generalization accuracy on the unseen test set. However, the high training cost hinders its efficiency since we need a sufficient number of…

Extreme value analysis (EVA) uses data to estimate long-term extreme environmental conditions for variables such as significant wave height and period, for the design of marine structures. Together with models for the short-term evolution…

In this work, we develop a new theory and method for sufficient dimension reduction (SDR) in single-index models, where SDR is a sub-field of supervised dimension reduction based on conditional independence. Our work is primarily motivated…

We present the development of a semi-supervised regression method using variational autoencoders (VAE), which is customized for use in soft sensing applications. We motivate the use of semi-supervised learning considering the fact that…