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Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random distribution of the Bayesian optimization outputs, quantification of this uncertainty is rarely studied in the literature. In this work, we propose a novel approach to assess the output uncertainty of Bayesian optimization algorithms, which proceeds by constructing confidence regions of the maximum point (or value) of the objective function. These regions can be computed efficiently, and their confidence levels are guaranteed by the uniform error bounds for sequential Gaussian process regression newly developed in the present work. Our theory provides a unified uncertainty quantification framework for all existing sequential sampling policies and stopping criteria.

The question of whether $Y$ can be predicted based on $X$ often arises and while a well adjusted model may perform well on observed data, the risk of overfitting always exists, leading to poor generalization error on unseen data. This paper proposes a rigorous permutation test to assess the credibility of high $R^2$ values in regression models, which can also be applied to any measure of goodness of fit, without the need for sample splitting, by generating new pairings of $(X_i, Y_j)$ and providing an overall interpretation of the model's accuracy. It introduces a new formulation of the null hypothesis and justification for the test, which distinguishes it from previous literature. The theoretical findings are applied to both simulated data and sensor data of tennis serves in an experimental context. The simulation study underscores how the available information affects the test, showing that the less informative the predictors, the lower the probability of rejecting the null hypothesis, and emphasizing that detecting weaker dependence between variables requires a sufficient sample size.

Precise calibration is the basis for the vision-guided robot system to achieve high-precision operations. Systems with multiple eyes (cameras) and multiple hands (robots) are particularly sensitive to calibration errors, such as micro-assembly systems. Most existing methods focus on the calibration of a single unit of the whole system, such as poses between hand and eye, or between two hands. These methods can be used to determine the relative pose between each unit, but the serialized incremental calibration strategy cannot avoid the problem of error accumulation in a large-scale system. Instead of focusing on a single unit, this paper models the multi-eye and multi-hand system calibration problem as a graph and proposes a method based on the minimum spanning tree and graph optimization. This method can automatically plan the serialized optimal calibration strategy in accordance with the system settings to get coarse calibration results initially. Then, with these initial values, the closed-loop constraints are introduced to carry out global optimization. Simulation experiments demonstrate the performance of the proposed algorithm under different noises and various hand-eye configurations. In addition, experiments on real robot systems are presented to further verify the proposed method.

We consider the estimation of rare-event probabilities using sample proportions output by naive Monte Carlo or collected data. Unlike using variance reduction techniques, this naive estimator does not have a priori relative efficiency guarantee. On the other hand, due to the recent surge of sophisticated rare-event problems arising in safety evaluations of intelligent systems, efficiency-guaranteed variance reduction may face implementation challenges which, coupled with the availability of computation or data collection power, motivate the use of such a naive estimator. In this paper we study the uncertainty quantification, namely the construction, coverage validity and tightness of confidence intervals, for rare-event probabilities using only sample proportions. In addition to the known normality, Wilson's and exact intervals, we investigate and compare them with two new intervals derived from Chernoff's inequality and the Berry-Esseen theorem. Moreover, we generalize our results to the natural situation where sampling stops by reaching a target number of rare-event hits.

Artificial Intelligence (AI) has become an integral part of decision support systems (DSSs) in various domains, but the lack of transparency in the predictive models used in AI-based DSSs can lead to misuse or disuse. Explainable Artificial Intelligence (XAI) aims to create AI systems that can explain their rationale to human users. Local explanations in XAI can provide information about the causes of individual predictions in terms of feature importance, but they suffer from drawbacks such as instability. To address these issues, we propose a new feature importance explanation method, Calibrated Explanations (CE), which is based on Venn-Abers and calibrates the underlying model while generating feature importance explanations. CE provides fast, reliable, stable, and robust explanations, along with uncertainty quantification of the probability estimates and feature importance weights. Furthermore, the method is model agnostic with easily understood conditional rules and can also generate counterfactual explanations with uncertainty quantification.

This paper introduces a new method that embeds any Bayesian model used to generate synthetic data and converts it into a differentially private (DP) mechanism. We propose an alteration of the model synthesizer to utilize a censored likelihood that induces upper and lower bounds of [$\exp(-\epsilon / 2), \exp(\epsilon / 2)$], where $\epsilon$ denotes the level of the DP guarantee. This censoring mechanism equipped with an $\epsilon-$DP guarantee will induce distortion into the joint parameter posterior distribution by flattening or shifting the distribution towards a weakly informative prior. To minimize the distortion in the posterior distribution induced by likelihood censoring, we embed a vector-weighted pseudo posterior mechanism within the censoring mechanism. The pseudo posterior is formulated by selectively downweighting each likelihood contribution proportionally to its disclosure risk. On its own, the pseudo posterior mechanism produces a weaker asymptotic differential privacy (aDP) guarantee. After embedding in the censoring mechanism, the DP guarantee becomes strict such that it does not rely on asymptotics. We demonstrate that the pseudo posterior mechanism creates synthetic data with the highest utility at the price of a weaker, aDP guarantee, while embedding the pseudo posterior mechanism in the proposed censoring mechanism produces synthetic data with a stronger, non-asymptotic DP guarantee at the cost of slightly reduced utility. The perturbed histogram mechanism is included for comparison.

Although there is substantial literature on identifying structural changes for continuous spatio-temporal processes, the same is not true for categorical spatio-temporal data. This work bridges that gap and proposes a novel spatio-temporal model to identify changepoints in ordered categorical data. The model leverages an additive mean structure with separable Gaussian space-time processes for the latent variable. Our proposed methodology can detect significant changes in the mean structure as well as in the spatio-temporal covariance structures. We implement the model through a Bayesian framework that gives a computational edge over conventional approaches. From an application perspective, our approach's capability to handle ordinal categorical data provides an added advantage in real applications. This is illustrated using county-wise COVID-19 data (converted to categories according to CDC guidelines) from the state of New York in the USA. Our model identifies three changepoints in the transmission levels of COVID-19, which are indeed aligned with the ``waves'' due to specific variants encountered during the pandemic. The findings also provide interesting insights into the effects of vaccination and the extent of spatial and temporal dependence in different phases of the pandemic.

Proportional rate models are among the most popular methods for analyzing the rate function of counting processes. Although providing a straightforward rate-ratio interpretation of covariate effects, the proportional rate assumption implies that covariates do not modify the shape of the rate function. When such an assumption does not hold, we propose describing the relationship between the rate function and covariates through two indices: the shape index and the size index. The shape index allows the covariates to flexibly affect the shape of the rate function, and the size index retains the interpretability of covariate effects on the magnitude of the rate function. To overcome the challenges in simultaneously estimating the two sets of parameters, we propose a conditional pseudolikelihood approach to eliminate the size parameters in shape estimation and an event count projection approach for size estimation. The proposed estimators are asymptotically normal with a root-$n$ convergence rate. Simulation studies and an analysis of recurrent hospitalizations using SEER-Medicare data are conducted to illustrate the proposed methods.

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with standard probability and probabilistic predictions. Yet, due to the steadily increasing relevance of machine learning for practical applications and related issues such as safety requirements, new problems and challenges have recently been identified by machine learning scholars, and these problems may call for new methodological developments. In particular, this includes the importance of distinguishing between (at least) two different types of uncertainty, often refereed to as aleatoric and epistemic. In this paper, we provide an introduction to the topic of uncertainty in machine learning as well as an overview of hitherto attempts at handling uncertainty in general and formalizing this distinction in particular.