相关论文: Selection Criterion for Log-Linear Models Using St…

Factor models are widely applied to the analysis of multivariate data across disparate fields of research. However, modern scientific data are often incomplete, and estimating a factor model from partially observed data can be very…

Identifying control-friendly models of nonlinear systems remains one of the major challenges at the intersection of system identification and control. The Linear Parameter-Varying (LPV) framework offers a promising solution, but existing…

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Normalizing Flows are a promising new class of algorithms for unsupervised learning based on maximum likelihood optimization with change of variables. They offer to learn a factorized component representation for complex nonlinear data and,…

These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…

We consider the problem of predicting the covariance of a zero mean Gaussian vector, based on another feature vector. We describe a covariance predictor that has the form of a generalized linear model, i.e., an affine function of the…

We investigate the issue of model selection and the use of the nonconformity (strangeness) measure in batch learning. Using the nonconformity measure we propose a new training algorithm that helps avoid the need for Cross-Validation or…

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Linear mixture models have proven very useful in a plethora of applications, e.g., topic modeling, clustering, and source separation. As a critical aspect of the linear mixture models, identifiability of the model parameters is…

Multiclass probability estimation is the problem of estimating conditional probabilities of a data point belonging to a class given its covariate information. It has broad applications in statistical analysis and data science. Recently a…

The learning curve expresses the error rate of a predictive modeling procedure as a function of the sample size of the training dataset. It typically is a decreasing, convex function with a positive limiting value. An estimate of the…

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

A learning-based safety filter is developed for discrete-time linear time-invariant systems with unknown models subject to Gaussian noises with unknown covariance. Safety is characterized using polytopic constraints on the states and…

The goal of Causal Discovery is to find automated search methods for learning causal structures from observational data. In some cases all variables of the interested causal mechanism are measured, and the task is to predict the effects one…

We develop a general framework for estimating function-valued parameters under equality or inequality constraints in infinite-dimensional statistical models. Such constrained learning problems are common across many areas of statistics and…

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

Variable selection in linear regression has been a central topic in statistical research for decades. Bayesian variable selection methods, which account for uncertainty in both the regression coefficients and the noise variance, have…

We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…

Learning from label proportions (LLP) is a generalization of supervised learning in which the training data is available as sets or bags of feature-vectors (instances) along with the average instance-label of each bag. The goal is to train…

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…