Search results for "Thompson"

Thompson Sampling Based Active Learning in Probabilistic Programs with Application to Travel Time Estimation

2019

The pertinent problem of Traveling Time Estimation (TTE) is to estimate the travel time, given a start location and a destination, solely based on the coordinates of the points under consideration. This is typically solved by fitting a function based on a sequence of observations. However, it can be expensive or slow to obtain labeled data or measurements to calibrate the estimation function. Active Learning tries to alleviate this problem by actively selecting samples that minimize the total number of samples needed to do accurate inference. Probabilistic Programming Languages (PPL) give us the opportunities to apply powerful Bayesian inference to model problems that involve uncertainties.…

Thompson Sampling Guided Stochastic Searching on the Line for Non-stationary Adversarial Learning

2015

This paper reports the first known solution to the N-Door puzzle when the environment is both non-stationary and deceptive (adversarial learning). The Multi-Armed-Bandit (MAB) problem is the iconic representation of the exploration versus exploitation dilemma. In brief, a gambler repeatedly selects and play, one out of N possible slot machines or arms and either receives a reward or a penalty. The objective of the gambler is then to locate the most rewarding arm to play, while in the process maximize his winnings. In this paper we investigate a challenging variant of the MAB problem, namely the non-stationary N-Door puzzle. Here, instead of directly observing the reward, the gambler is only…

Perusjoukon kokonaissumman estimointi Coxin regressiolla ja logistisella regressiolla : sovellus rakennusten aloitustilastoon

2012

Thompson Sampling for Dynamic Multi-armed Bandits

2011

The importance of multi-armed bandit (MAB) problems is on the rise due to their recent application in a large variety of areas such as online advertising, news article selection, wireless networks, and medicinal trials, to name a few. The most common assumption made when solving such MAB problems is that the unknown reward probability theta k of each bandit arm k is fixed. However, this assumption rarely holds in practice simply because real-life problems often involve underlying processes that are dynamically evolving. In this paper, we model problems where reward probabilities theta k are drifting, and introduce a new method called Dynamic Thompson Sampling (DTS) that facilitates Order St…

Penalization and data reduction of auxiliary variables in survey sampling

2012

Survey sampling techniques are quite useful in a way to estimate population parameterssuch as the population total when the large dimensional auxiliary data setis available. This thesis deals with the estimation of population total in presenceof ill-conditioned large data set.In the first chapter, we give some basic definitions that will be used in thelater chapters. The Horvitz-Thompson estimator is defined as an estimator whichdoes not use auxiliary variables. Along with, calibration technique is defined toincorporate the auxiliary variables for sake of improvement in the estimation ofpopulation totals for a fixed sample size.The second chapter is a part of a review article about ridge re…

Estimating with kernel smoothers the mean of functional data in a finite population setting. A note on variance estimation in presence of partially o…

2014

In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which could be exploited using survey sampling techniques. In particular, the total consumption of a specific cus- tomer group (for example all the customers of an electricity supplier) could be estimated using unequal probability random sampling methods. Unfortunately, data collection may undergo technical problems resulting in missing values. In this paper we study a new estimation method for the mean curve in the presence of missing values which consists in…

Huumeet ja kirjailijoiden luovuus

2017

Pro gradu -tutkielmani käsittelee huumeiden ja kirjailijoiden luovuuden välistä yhteyttä. Kirjailijat ja alkoholi yhdistetään helposti toisiinsa, ja erityisesti siten, että alkoholi on ollut muusa. Alkoholiin mieltyneiden kirjailijoiden lisäksi historia tuntee myös huumeita käyttäneitä kirjailijoita. Miten huumeet vaikuttivat heidän luovuuteensa? Oliko eri huumeilla erilaisia vaikutuksia? Vai oliko huumeista pikemminkin haittaa luovalle työlle? Tarkastelen neljän hyvin erilaisen kirjailijan päihteidenkäyttöhistoriaa ja tuotantoa. Kirjailijat ovat William S. Burroughs, Jack Kerouac, Hunter S. Thompson ja Stephen King. Heistä vain viimeksi mainittu on vielä elossa. Otan myös huomioon kirjaili…

Variance estimation and asymptotic confidence bands for the mean estimator of sampled functional data with high entropy unequal probability sampling …

2013

For fixed size sampling designs with high entropy it is well known that the variance of the Horvitz-Thompson estimator can be approximated by the H\'ajek formula. The interest of this asymptotic variance approximation is that it only involves the first order inclusion probabilities of the statistical units. We extend this variance formula when the variable under study is functional and we prove, under general conditions on the regularity of the individual trajectories and the sampling design, that we can get a uniformly convergent estimator of the variance function of the Horvitz-Thompson estimator of the mean function. Rates of convergence to the true variance function are given for the re…

Survival time and differences between dementia with Lewy bodies and Alzheimer’s disease following diagnosis: a meta-analysis of longitudinal studies.

2019

Objective: To synthesize the evidence across longitudinal studies comparing survival in dementia with Lewy bodies (DLB) and Alzheimer's disease (AD). Methods: We conducted a systematic review and meta-analysis of studies comparing survival in clinically diagnosed DLB to AD. Longitudinal cohort studies were identified through a systematic search of major electronic databases from inception to May 2018. A random effects meta-analysis was performed to calculate survival time and relative risk of death. Results: Overall, 11 studies were identified including 22,952 patients with dementia: 2029 with DLB (mean diagnosis age 76.3; 47% female) compared with 20,923 with AD (mean diagnosis age 77.2; 6…

Estimate the mean electricity consumption curve by survey and take auxiliary information into account

2012

In this thesis, we are interested in estimating the mean electricity consumption curve. Since the study variable is functional and storage capacities are limited or transmission cost are high survey sampling techniques are interesting alternatives to signal compression techniques. We extend, in this functional framework, estimation methods that take into account available auxiliary information and that can improve the accuracy of the Horvitz-Thompson estimator of the mean trajectory. The first approach uses the auxiliary information at the estimation stage, the mean curve is estimated using model-assisted estimators with functional linear regression models. The second method involves the au…