相关论文: Optimal criteria and their asymptotic form for dat…

We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It…

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Selecting an optimal subset of features or instances under an information theoretic criterion has become an effective preprocessing strategy for reducing data complexity while preserving essential information. This study investigates two…

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

A central topic in functional data analysis is how to design an optimaldecision rule, based on training samples, to classify a data function. We exploit the optimal classification problem when data functions are Gaussian processes. Sharp…

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

The problem of selecting optimal backdoor adjustment sets to estimate causal effects in graphical models with hidden and conditioned variables is addressed. Previous work has defined optimality as achieving the smallest asymptotic…

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

The field of discrete event simulation and optimization techniques motivates researchers to adjust classic ranking and selection (R&S) procedures to the settings where the number of populations is large. We use insights from extreme value…

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

We present a framework for the theoretical analysis of ensembles of low-complexity empirical risk minimisers trained on independent random compressions of high-dimensional data. First we introduce a general distribution-dependent…

We address the challenge of dimension reduction in the discrete-time optimal control problem which is solved repeatedly online within the framework of model predictive control. Our study demonstrates that a reduced-order approach, aimed at…

This paper proposes a data-driven state feedback controller that enables reference tracking for nonlinear discrete-time systems. The controller is designed based on the identified inverse model of the system and a given reference model,…

Optimization of product and system characteristics is required in many fields, including design and control. Bayesian optimization (BO) is often used when there are high observing costs, because BO theoretically guarantees an upper bound on…

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

This work investigates the selection of high-quality pre-training data from massive corpora to enhance LMs' capabilities for downstream usage. We formulate data selection as a generalized Optimal Control problem, which can be solved…