相关论文: EVARS-GPR: EVent-triggered Augmented Refitting of …

Infrastructure recovery time estimation is critical to disaster management and planning. Inspired by recent resilience planning initiatives, we consider a situation where experts are asked to estimate the time for different infrastructure…

Accurately quantifying the increased risks of climate extremes requires generating large ensembles of climate realization across a wide range of emissions scenarios, which is computationally challenging for conventional Earth System Models.…

User consumption behavior data, which records individuals' online spending history at various types of stores, has been widely used in various applications, such as store recommendation, site selection, and sale forecasting. However, its…

In many applications of time series models, such as climate analysis and social media analysis, we are often interested in extreme events, such as heatwave, wind gust, and burst of topics. These time series data usually exhibit a…

We consider the problem of forming prediction sets in an online setting where the distribution generating the data is allowed to vary over time. Previous approaches to this problem suffer from over-weighting historical data and thus may…

Real-world reinforcement learning often faces environment drift, but most existing methods rely on static entropy coefficients/target entropy, causing over-exploration during stable periods and under-exploration after drift, and leaving…

Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with…

Energy systems modeling frequently relies on time series data, whether observed or forecast. This is particularly the case, for example, in capacity planning models that use hourly production and load data forecast to occur over the coming…

Time-series forecasting is a critical challenge in various domains and has witnessed substantial progress in recent years. Many real-life scenarios, such as public health, economics, and social applications, involve feedback loops where…

When the world changes, so does the text that humans write about it. How do we build language models that can be easily updated to reflect these changes? One popular approach is retrieval-augmented generation, in which new documents are…

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

We introduce the notion of Point in Time Economic Scenario Generation (PiT ESG) with a clear mathematical problem formulation to unify and compare economic scenario generation approaches conditional on forward looking market data. Such PiT…

Time series forecasting is a crucial task in machine learning, as it has a wide range of applications including but not limited to forecasting electricity consumption, traffic, and air quality. Traditional forecasting models rely on rolling…

Time series Forecasting with large languagemodels (LLMs) requires bridging numericalpatterns and natural language. Effective fore-casting on LLM often relies on extensive pre-processing and fine-tuning.Recent studiesshow that a frozen LLM…

This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest…

Evaluating retrieval-augmented generation (RAG) systems traditionally relies on hand annotations for input queries, passages to retrieve, and responses to generate. We introduce ARES, an Automated RAG Evaluation System, for evaluating RAG…

This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…