相关论文: Customer Lifetime Value Prediction with Uncertaint…

Accurate brain tumor segmentation from MRI is vital for diagnosis and treatment planning. Although Monte Carlo (MC) Dropout is widely used to estimate model uncertainty, the effectiveness of variance-based uncertainty - computed as…

In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML)…

Click-Through Rate (CTR) prediction is essential in online advertising, where semantic information plays a pivotal role in shaping user decisions and enhancing CTR effectiveness. Capturing and modeling deep semantic information, such as a…

In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…

Because of their robustness, efficiency and non-intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification to computing expected values of quantities of interest (QoIs). Multilevel Monte Carlo…

Estimating risk measures such as large loss probabilities and Value-at-Risk is fundamental in financial risk management and often relies on computationally intensive nested Monte Carlo methods. While Multi-Level Monte Carlo (MLMC)…

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…

This paper addresses the prediction stability, prediction accuracy and control capability of the current probabilistic model-based reinforcement learning (MBRL) built on neural networks. A novel approach dropout-based probabilistic…

This paper introduces a recurrent neural network approach for predicting user lifetime value in Software as a Service (SaaS) applications. The approach accounts for three connected time dimensions. These dimensions are the user cohort (the…

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the model's prediction. We propose an uncertainty-aware deep kernel learning model which permits the…

Customer Lifetime Value (CLV) is an important metric that measures the total value a customer will bring to a business over their lifetime. The Beta Geometric Negative Binomial Distribution (BGNBD) and Gamma Gamma Distribution are two…

Human guidance in reinforcement learning (RL) is often impractical for large-scale applications due to high costs and time constraints. Large Language Models (LLMs) offer a promising alternative to mitigate RL sample inefficiency and…

We describe and analyze a variance reduction approach for Monte Carlo (MC) sampling that accelerates the estimation of statistics of computationally expensive simulation models using an ensemble of models with lower cost. These lower cost…

Current approaches to model-based offline reinforcement learning often incorporate uncertainty-based reward penalization to address the distributional shift problem. These approaches, commonly known as pessimistic value iteration, use Monte…

Concept bottleneck models perform classification by first predicting which of a list of human provided concepts are true about a datapoint. Then a downstream model uses these predicted concept labels to predict the target label. The…

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

A default assumption in reinforcement learning (RL) and optimal control is that observations arrive at discrete time points on a fixed clock cycle. Yet, many applications involve continuous-time systems where the time discretization, in…