相关论文: Generalized Counting Process: its Non-Homogeneous …

In the GCP network, an Internet system of noise generators developed under the direction of Prof. R. Nelson and deployed at various geographical points, synchronous measurements of a priori random noise processes are carried out every…

In this work, an inverse problem in the fractional diffusion equation with random source is considered. The measurements used are the statistical moments of the realizations of single point data $u(x_0,t,\omega).$ We build the…

By using a time-dependent operator converting a distribution function (statistical operator) of a total system under consideration into the relevant form, new exact nonlinear generalized master equations (GMEs) are derived. The…

Neural Processes (NPs) are a family of conditional generative models that are able to model a distribution over functions, in a way that allows them to perform predictions at test time conditioned on a number of context points. A recent…

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

We introduce a fractional generalization of the Erlang Queues $M/E_k/1$. Such process is obtained through a time-change via inverse stable subordinator of the classical queue process. We first exploit the (fractional) Kolmogorov forward…

Tensor decomposition is a well-known tool for multiway data analysis. This work proposes using stochastic gradients for efficient generalized canonical polyadic (GCP) tensor decomposition of large-scale tensors. GCP tensor decomposition is…

Here we propose an algorithm, named generalized orthogonal components regression (GOCRE), to explore the relationship between a categorical outcome and a set of massive variables. A set of orthogonal components are sequentially constructed…

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…

We present Distribution-aware Conformal Prediction (DCP), a unified framework integrating probabilistic predictors like Monte Carlo dropout, deep ensembles, and quantile regression with score-agnostic conformal calibration to produce valid…

For the singular saddle-point problems with nonsymmetric positive definite $(1,1)$ block, we present a general constraint preconditioning (GCP) iteration method based on a singular constraint preconditioner. Using the properties of the…

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

We introduce and study a fractional variant of the linear birth-death process, namely, the generalized fractional linear birth-death process (GFLBDP) which is defined by taking the regularized Hilfer-Prabhakar derivative in the system of…

We propose \textbf{Temporal Conformal Prediction (TCP)}, a distribution-free framework for constructing well-calibrated prediction intervals in nonstationary time series. TCP couples a modern quantile forecaster with a rolling…

In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…

We introduce a reversible Markovian coagulation-fragmentation process on the set of partitions of $\{1,\ldots,L\}$ into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be…

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…