Search Results - "Azzimonti, Dario"
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Efficient probabilistic reconciliation of forecasts for real-valued and count time series
Published in Statistics and computing (01-02-2024)“…Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the…”
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Journal Article -
2
Probabilistic reconciliation of count time series
Published in International journal of forecasting (01-04-2024)“…Forecast reconciliation is an important research topic. Yet, there is currently neither a formal framework nor a practical method for the probabilistic…”
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3
A unified framework for closed-form nonparametric regression, classification, preference and mixed problems with Skew Gaussian Processes
Published in Machine learning (01-12-2021)“…Skew-Gaussian Processes (SkewGPs) extend the multivariate Unified Skew-Normal distributions over finite dimensional vectors to distribution over functions…”
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4
Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
Published in Journal of computational and graphical statistics (03-04-2018)“…The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we…”
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5
Skew Gaussian processes for classification
Published in Machine learning (01-09-2020)“…Gaussian processes (GPs) are distributions over functions, which provide a Bayesian nonparametric approach to regression and classification. In spite of their…”
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6
Reducing probes for quality of transmission estimation in optical networks with active learning
Published in Journal of optical communications and networking (01-01-2020)“…Estimating the quality of transmission (QoT) of a lightpath before its establishment is a critical procedure for efficient design and management of optical…”
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7
Correlated product of experts for sparse Gaussian process regression
Published in Machine learning (01-05-2023)“…Gaussian processes (GPs) are an important tool in machine learning and statistics. However, off-the-shelf GP inference procedures are limited to datasets with…”
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8
Recursive estimation for sparse Gaussian process regression
Published in Automatica (Oxford) (01-10-2020)“…Gaussian Processes (GPs) are powerful kernelized methods for non-parametric regression used in many applications. However, their use is limited to a few…”
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9
Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
Published in Journal of computational and graphical statistics (01-01-2018)“…The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we…”
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Journal Article -
10
Comparison of domain adaptation and active learning techniques for quality of transmission estimation with small-sized training datasets [Invited]
Published in Journal of optical communications and networking (01-01-2021)“…Machine learning (ML) is currently being investigated as an emerging technique to automate quality of transmission (QoT) estimation during lightpath deployment…”
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11
Efficient computation of counterfactual bounds
Published in International journal of approximate reasoning (01-08-2024)“…We assume to be given structural equations over discrete variables inducing a directed acyclic graph, namely, a structural causal model, together with data…”
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12
Adaptive Design of Experiments for Conservative Estimation of Excursion Sets
Published in Technometrics (25-01-2021)“…We consider the problem of estimating the set of all inputs that leads a system to some particular behavior. The system is modeled by an expensive-to-evaluate…”
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13
Profile Extrema for Visualizing and Quantifying Uncertainties on Excursion Regions: Application to Coastal Flooding
Published in Technometrics (02-10-2019)“…We consider the problem of describing excursion sets of a real-valued function f, that is, the set of inputs where f is above a fixed threshold. Such regions…”
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14
A tutorial on learning from preferences and choices with Gaussian Processes
Published 18-03-2024“…Preference modelling lies at the intersection of economics, decision theory, machine learning and statistics. By understanding individuals' preferences and how…”
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15
Optical properties of deposit models for paints: full-fields FFT computations and representative volume element
Published in Journal of modern optics (01-04-2013)“…A 3D model of microstructure containing spherical and rhombi-shaped inclusions 'falling' along a deposit direction is used to simulate the distribution of…”
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16
Probabilistic Reconciliation of Count Time Series
Published 26-04-2023“…Forecast reconciliation is an important research topic. Yet, there is currently neither formal framework nor practical method for the probabilistic…”
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17
Learning Choice Functions with Gaussian Processes
Published 01-02-2023“…In consumer theory, ranking available objects by means of preference relations yields the most common description of individual choices. However,…”
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18
Efficient probabilistic reconciliation of forecasts for real-valued and count time series
Published 05-10-2022“…Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the…”
Get full text
Journal Article -
19
Estimating orthant probabilities of high dimensional Gaussian vectors with an application to set estimation
Published 30-11-2018“…Journal of Computational and Graphical Statistics, Taylor \& Francis, 2018, 27 (2), pp.255-267 The computation of Gaussian orthant probabilities has been…”
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Journal Article -
20
A Unified Framework for Closed-Form Nonparametric Regression, Classification, Preference and Mixed Problems with Skew Gaussian Processes
Published in 2021 IEEE 8th International Conference on Data Science and Advanced Analytics (DSAA) (06-10-2021)“…Gaussian Processes (GPs) are powerful nonparametric distributions over functions. For real-valued outputs, we can combine the GP prior with a Gaussian…”
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