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This work provides the first inductive definition of useful CBV evaluation. For that, we first restrict the substitution operation in the Value Substitution Calculus to be linear, yielding the LCBV strategy. We then further restrict…

Category-level generalization for robotic garment manipulation, such as bimanual smoothing, remains a significant hurdle due to high dimensionality, complex dynamics, and intra-category variations. Current approaches often struggle, either…

Extreme Value Theory (EVT) is one of the most commonly used approaches in finance for measuring the downside risk of investment portfolios, especially during financial crises. In this paper, we propose a novel approach based on EVT called…

Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…

This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…

The entropic value-at-risk (EVaR) is a new coherent risk measure, which is an upper bound for both the value-at-risk (VaR) and conditional value-at-risk (CVaR). As important properties, the EVaR is strongly monotone over its domain and…

Multiplicative-Additive System Virtual (MAV) is a logic that extends Multiplicative-Additive Linear Logic with a self-dual non-commutative operator expressing the concept of "before" or "sequencing". MAV is also an extenson of the the logic…

The Normalized Cut (NCut) objective function, widely used in data clustering and image segmentation, quantifies the cost of graph partitioning in a way that biases clusters or segments that are balanced towards having lower values than…

This paper introduces Concurrent Valuation Algebras (CVAs), a novel extension of ordered valuation algebras (OVAs). CVAs include two combine operators representing parallel and sequential products, adhering to a weak exchange law. This…

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

This paper presents a new method to assess default risk based on applying the CEV process to the KMV model. We find that the volatility of the firm asset value may not be a constant, so we assume the firm's asset value dynamics are given by…

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Generalized cross validation (GCV) is one of the most important approaches used to estimate parameters in the context of inverse problems and regularization techniques. A notable example is the determination of the smoothness parameter in…

Most pruning methods remove parameters ranked by impact on loss (e.g., magnitude or gradient). We propose Budgeted Broadcast (BB), which gives each unit a local traffic budget (the product of its long-term on-rate $a_i$ and fan-out $k_i$).…

Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…

The virtual element method (VEM) is a stabilized Galerkin method that is robust and accurate on general polygonal meshes. This feature makes it an appealing candidate for simulations involving meshes with embedded interfaces and evolving…

Variational Bayes (VB) has become a widely-used tool for Bayesian inference in statistics and machine learning. Nonetheless, the development of the existing VB algorithms is so far generally restricted to the case where the variational…

Companies across the globe are keen on targeting potential high-value customers in an attempt to expand revenue and this could be achieved only by understanding the customers more. Customer Lifetime Value (CLV) is the total monetary value…

The diverse range of resources which underlie the utility of quantum states in practical tasks motivates the development of universally applicable methods to measure and compare resources of different types. However, many of such approaches…