RCUKF combines data-driven modeling and Bayesian estimation for accurate system state estimation.
problem Challenges in obtaining reliable process models for complex systems.
method Integrates reservoir computing with unscented Kalman filtering.
result Demonstrated effectiveness on benchmark problems and real-time vehicle trajectory estimation.
Proposes data-driven methods for estimating conditional expectations.
problem Estimating conditional expectations when underlying density is unknown.
method Data-driven techniques to directly estimate conditional expectations from training data.
result Extends data-driven method to solve nonlinear equations in stochastic optimization.
Data-driven method for error estimation without needing class complexity.
problem Constructing confidence intervals for a class of estimates.
method Data-driven approach to derive high-probability upper bounds on maximum error.
result Method naturally adapts to unknown correlation structures and works for finite and infinite classes.
This research designs a data-driven partition to test independence between continuous variables.
problem Testing independence between continuous random variables.
method Empirical log-likelihood statistic and data-driven tree-structured partition.
result Strongly consistent test of independence over probability families.
The MEM method uses data-driven priors for linear inverse problems, proving convergence and estimating differences.
problem Linear inverse problems with approximate priors.
method Maximum Entropy on the Mean (MEM) method with data-driven priors.
result Empirical mean convergence and estimates for prior differences based on epigraphical distance.
This paper designs sensor arrays for estimating unsteady flows efficiently.
problem Estimating high-dimensional unsteady flow fields with limited sensor placement.
method Combines data-driven modeling, Kalman Filter design, and sparsification for sensor selection.
result Proposed sensor arrays are highly effective for flow-field estimation across various conditions.
New method uses FY loss for better inverse optimization.
problem Estimating unknown parameters from noisy and suboptimal solutions.
method Fenchel-Young loss approach for efficient gradient-based optimization.
result Significant improvement in parameter estimation accuracy and computational speed.
Most of Markov Chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) algorithms in existing probabilistic programming systems suboptimally use only model priors as proposal distributions. In this work, we describe an approach for training a discriminative model, namely a neural network, in order to approximate the …
Data-driven optimization improves mean-variance portfolios by penalizing norms.
problem Estimation error in mean-variance optimization.
method Augment MVO with norm penalties, use neural networks for optimization, and compute derivatives implicitly.
result Data-driven optimization reduces portfolio risk compared to standard MVO.
VAE leverages MMSE channel estimation with data-driven modeling.
problem Data-driven channel estimation for wireless communications.
method Variational autoencoder (VAE) modeling of channel distribution and LMMSE approximation.
result VAE-based channel estimators approximate MMSE performance with practical training methods.
Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects or location effects), treatment effects for many groups, and prediction models wi…
Data-driven decision-making often overestimates benefits due to the winner's curse.
problem Accurate policy evaluation in data-driven decision-making.
method Model-based policy evaluation using estimated models from data.
result Model-based methods can produce large, spurious reported benefits even when true effects are zero.
Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the regularization parameter. The type of regularization (e.g. the norm used to regularize)…
ADML combines debiased learning with data-driven model selection for efficient inference.
problem Debiased machine learning estimators can be unstable and biased in nonparametric models.
method Data-driven model selection techniques combined with debiased machine learning.
result ADML estimators yield superefficient inference for pathwise differentiable parameters.
GNPs learn operators on non-Euclidean geometries using neural networks.
problem Learning operators on complex geometries like manifolds.
method Geometric Neural Operators (GNPs) that incorporate geometric properties.
result GNPs can estimate metrics, solve PDEs, and learn LB operators on manifolds.
Gaussian and bootstrap methods improve ATE estimator accuracy.
problem Improving the accuracy of Average Treatment Effect (ATE) estimators.
method Gaussian approximation and bootstrap procedures.
result Precise bounds on ATE estimator accuracy quantifying key parameters.
Bayesian imaging uses neural networks to learn prior knowledge from data.
problem Performing Bayesian inference in imaging problems with limited prior knowledge.
method Constructs a data-driven prior on a sub-manifold of the image space using neural networks, and performs Bayesian computation on this manifold.
result Established the existence and well-posedness of the posterior distribution and moments, and demonstrated superior performance compared to existing methods.
A number of fundamental quantities in statistical signal processing and information theory can be expressed as integral functions of two probability density functions. Such quantities are called density functionals as they map density functions onto the real line. For example, information divergence functions measure t…
Hybrid framework merges data and domain knowledge for better spatial interpolation.
problem Spatial interpolation overlooks domain knowledge and limits to spatial coordinates.
method Integrates data-driven features with rule-assisted spatial dependency function mapping.
result Superior performance in two application scenarios, capturing localized features.
Identifying features that leak information about sensitive attributes is a key challenge in the design of information obfuscation mechanisms. In this paper, we propose a framework to identify information-leaking features via information density estimation. Here, features whose information densities exceed a pre-defined…
Proposes a Gaussian process for Koopman mode decomposition.
problem Estimating Koopman mode decomposition quantities and latent variables.
method Unsupervised Gaussian process for simultaneous estimation.
result Efficient parameter estimation through low-rank approximations.
Optimal data-driven formulations are found for learning and decision-making with historical data.
problem Designing optimal learning and decision-making formulations from historical data.
method Define a yardstick for measuring formulation quality, then construct an optimal formulation that is uniformly closer to the true cost.
result Existence of three distinct out-of-sample performance regimes with corresponding optimal formulations.
This paper discusses the problem of causal query in observational data with hidden variables, with the aim of seeking the change of an outcome when "manipulating" a variable while given a set of plausible confounding variables which affect the manipulated variable and the outcome. Such an "experiment on data" to estima…
Paper discovers valid IVs from data without domain knowledge.
problem Inferring causal effects from observational data with latent confounders.
method Data-driven algorithm based on partial ancestral graphs (PAGs).
result Discovering valid IVs leads to accurate causal effect estimation.
End-to-end framework optimizes constrained trajectories using data-driven methods.
problem Optimizing trajectories under constraints with limited dynamics knowledge.
method Data-driven approach decomposes trajectories into function basis, uses maximum a posteriori for optimization, and incorporates linear constraints.
result Commanding results in aeronautics and sailing route optimization.
Study estimates 163 million online freelancers globally.
problem Estimating the number of online workers globally.
method Combining data from various online labour platforms.
result Headline estimate of 163 million registered profiles.
A new data-driven model forecasts electricity prices efficiently.
problem Forecasting electricity prices using traditional methods.
method Integrates data-driven and fundamental models, learns from historical data.
result Significantly improves forecasting accuracy compared to existing models.
In stochastic decision problems, one often wants to estimate the underlying probability measure statistically, and then to use this estimate as a basis for decisions. We shall consider how the uncertainty in this estimation can be explicitly and consistently incorporated in the valuation of decisions, using the theory …
New insights into bias-variance tradeoff for data-driven optimization under local misspecification.
problem Understanding the relative performance of SAA, IEO, and ETO under local misspecification.
method Developed a local misspecification perspective using contiguity theory in statistics.
result Explicit expressions for decision bias and geometric understanding of variance.
Kernel methods accurately predict Hamiltonian systems from data.
problem Data-driven simulation of Hamiltonian systems.
method Two-step and one-step kernel-based methods for identifying and forecasting Hamiltonian systems.
result Framework achieves accurate, data-efficient predictions across various benchmark systems.
The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can accelerate this process by fitting data-driven models to experimental data as it is coll…
With the advent of modern data collection and storage technologies, data-driven approaches have been developed for discovering the governing partial differential equations (PDE) of physical problems. However, in the extant works the model parameters in the equations are either assumed to be known or have a linear depen…
Study optimal stopping for diffusion processes using data-driven methods.
problem Optimal stopping for diffusion processes under unknown conditions.
method Data-driven approach, deriving upper and lower bounds on simple and cumulative regret.
result Verified minimax optimality and improved convergence rates.
A framework estimates categorical distributions under constraints, ensuring generality and uniqueness.
problem Estimating categorical distributions summarizing sample data under marginal constraints.
method Theoretical framework + Iterative Proportional Fitting (IPF) to estimate the distribution.
result A unique categorical distribution of Maximum Entropy under marginal constraints exists and is estimated.
New methods improve estimation of nonhomogeneous Poisson processes from limited data.
problem Estimating nonhomogeneous Poisson processes from limited data.
method Formulated as a learning generalization problem, proposed adaptive and data-driven binning methods.
result Improved estimation of nonhomogeneous Poisson processes with limited data.
Physics-consistent method improves seismic inversion accuracy.
problem Challenges in seismic full-waveform inversion (FWI) due to ill-posedness and high cost.
method Hybrid approach combining physics-based models with data-driven methodologies, incorporating physics into data augmentation.
result Physics-consistent data-driven inversion yields higher accuracy and better generalization.
Improves robustness of high-dimensional regression with rank objective and group lasso regularization.
problem Heavy-tailed noise and outliers in high-dimensional regression.
method Non-smooth Wilcoxon score based rank objective, group lasso regularization, data-driven tuning rule, proximal augmented Lagrangian method.
result Robust estimator with finite-sample error bound and efficient computational method.
Gaussian Process Regression and Kernel Ridge Regression are popular nonparametric regression approaches. Unfortunately, they suffer from high computational complexity rendering them inapplicable to the modern massive datasets. To that end a number of approximations have been suggested, some of them allowing for a distr…
New method shows data-driven causal studies can be misleading.
problem Misattribution of causality in data-driven earth science studies.
method Subsample-based ensemble approach for robust causality analysis.
result Transfer entropy-based causal graphs can be spurious.
Develops a new method for uncertainty quantification in high-dimensional learning.
problem Challenges in uncertainty quantification in high-dimensional regression or learning problems.
method Data-driven approach for UQ that corrects bias terms from training data.
result Non-asymptotic confidence intervals that avoid overestimating uncertainty.
Proposes DMOC for more nuanced neural network robustness.
problem Lipschitz continuity is too coarse for nuanced data-dependent behavior.
method Data-driven, architecture-agnostic framework based on DMOC.
result DMOC provides a finer notion of robustness relative to data distribution.
We consider the problem of impulse response estimation of stable linear single-input single-output systems. It is a well-studied problem where flexible non-parametric models recently offered a leap in performance compared to the classical finite-dimensional model structures. Inspired by this development and the success…
Paper tackles singularity detection in PDEs using data-driven self-supervised learning.
problem Detecting singularities in PDE solutions for efficient numerical methods.
method Data-driven self-supervised learning framework with filtering tasks.
result Proposes filtering methods for raw unlabeled data to improve singularity detection.
This work introduces a new data-driven estimator for the Bayesian Cramér-Rao bound using score matching.
problem Benchmarking the performance of statistical estimators and providing a principled metric for system design and optimization.
method Score matching technique to estimate the Bayesian Cramér-Rao bound from training data.
result Developed novel non-asymptotic bounds on the score matching error and the Bayesian CRB estimator.
Paper estimates FPR of Bayes classifier using soft labels.
problem Determining optimal classifier performance.
method Uses soft labels and denoising technique.
result Consistent and unbiased FPR estimator developed.
New methods for estimating and inferring nonparametric structural functions and elasticities.
problem Estimating and inferring nonparametric structural functions and their derivatives.
method Data-driven sieve dimension choice and uniform confidence bands construction.
result Optimal estimation and inference procedures with minimax rates of convergence.
Paper optimizes estimation of quadratic functionals in nonparametric IV models.
problem Optimal estimation of a nonlinear functional in ill-posed inverse regression.
method Adaptive, minimax estimation using leave-one-out, sieve NPIV estimator with data-driven sieve dimension selection.
result Adaptive estimator achieves minimax optimal rate in various ill-posed cases.
Study uses open data to improve traffic emissions estimation.
problem Estimating accurate link level traffic emissions.
method Data-driven framework integrating MOVES, GPS, OSM, and satellite imagery.
result Neural network reduces RMSE by over 50% for key pollutants.