5 citations · 20 across the 16 of their papers we have counts for
5 papers · 1 filter
A quickest detection problem with false negatives
Tiziano De Angelis, Jhanvi Garg, Quan Zhou
We formulate and solve a variant of the quickest detection problem which features false negatives. A standard Brownian motion acquires a drift at an independent exponential random…
Fairness in Forecasting of Observations of Linear Dynamical Systems
Quan Zhou, Jakub Marecek, Robert N. Shorten
In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. This behaviour can often be modelled as observations of an…
Rapidly Mixing Multiple-try Metropolis Algorithms for Model Selection Problems
Hyunwoong Chang, Changwoo J. Lee, Zhao Tang Luo +2
The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight…
Bayesian Multi-task Variable Selection with an Application to Differential DAG Analysis
Guanxun Li, Quan Zhou
In this paper, we study the Bayesian multi-task variable selection problem, where the goal is to select activated variables for multiple related data sets simultaneously. Our propo…
Order-based Structure Learning without Score Equivalence
Hyunwoong Chang, James Cai, Quan Zhou
We propose an empirical Bayes formulation of the structure learning problem, where the prior specification assumes that all node variables have the same error variance, an assumpti…