Search Results for author: Clint Scovel

Found 4 papers, 2 papers with code

Uncertainty Quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball

1 code implementation24 Aug 2021 Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi, Mostafa Samir, Clint Scovel, Mahdy Shirdel, Michael Stanley, Peyman Tavallali

Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data.

Bayesian Inference Uncertainty Quantification

Kernel Mode Decomposition and programmable/interpretable regression networks

1 code implementation19 Jul 2019 Houman Owhadi, Clint Scovel, Gene Ryan Yoo

Mode decomposition is a prototypical pattern recognition problem that can be addressed from the (a priori distinct) perspectives of numerical approximation, statistical inference and deep learning.

GPR regression

Universal Scalable Robust Solvers from Computational Information Games and fast eigenspace adapted Multiresolution Analysis

no code implementations31 Mar 2017 Houman Owhadi, Clint Scovel

When the solution space is a Banach space $B$ endowed with a quadratic norm $\|\cdot\|$, the optimal measure (mixed strategy) for such games (e. g. the adversarial recovery of $u\in B$, given partial measurements $[\phi_i, u]$ with $\phi_i\in B^*$, using relative error in $\|\cdot\|$-norm as a loss) is a centered Gaussian field $\xi$ solely determined by the norm $\|\cdot\|$, whose conditioning (on measurements) produces optimal bets.

Towards Machine Wald

no code implementations10 Aug 2015 Houman Owhadi, Clint Scovel

The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information.

Bayesian Inference Stochastic Optimization +1

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