lognormal
NoLimits.jl: Flexible and Composable Nonlinear Mixed-Effects Modeling in Julia
Huth, Manuel, Arruda, Jonas, Schmid, Nina, Gusinow, Roy, Wieland, Vincent, Peiter, Clemens, Hasenauer, Jan
Nonlinear mixed-effects models are widely used to analyze longitudinal data, but existing open-source software often supports only a limited subset of the model structures, inference methods, machine-learning components, automatic differentiation techniques, and random-effects distributions required in modern applications. We introduce NoLimits.jl, an open-source Julia package for flexible and composable nonlinear mixed-effects modeling. Its macro-based modeling language enables observation and latent-state models to be constructed from diverse building blocks, including ordinary differential equations, Markov models, and neural networks. NoLimits.jl supports flexible, covariate-dependent observation and random-effects distributions and provides a unified interface to frequentist inference through Laplace approximation, stochastic expectation maximization, and Bayesian Markov chain Monte Carlo methods. We demonstrate the package on three case studies showcasing its workflows, integration of differentiable machine-learning components, and data-driven estimation of random-effects distributions using normalizing flows. Together, these capabilities substantially expand the range of nonlinear mixed-effects models that can be specified, estimated, and compared within a single open-source framework.
root
The high-level architecture of our simulator is illustrated in Figure 1 of Section 4. Additional details (with references to objects in the source code) are provided below. Simulations were run in Python 3.8 on an Intel(R) Xeon(R) CPU E5-2667 One direction is to extend the feature description of the ads (beyond topic) to include features that reflect ad quality and location. Baseline parameters are: µ = 0 . The resulting cohort errors are consistent with Figure 1 of Section 5.1. For the fully informative prior, the agent is completely certain of users' cohorts for Lastly, for the uninformative prior, revelation of a user's cookie does not inform the The agent's ability to distinguish users based on their responses depends on the similarities of affinities across users in different cohorts.
Constrained Density Estimation via Optimal Transport
The classical optimal transport (OT) problem seeks the map that moves mass from a source to a target measure while minimizing a prescribed cost function. The objective can be formalized in either Monge's [12] or Kantronich's formulation [10], a convex relaxation of the former that considers transport plans instead of deterministic maps. These foundational formulations have wide-ranging applications, including to economics [7] and machine learning [14]. In many practical scenarios, the source measure is known or readily in-ferrable from empirical data but the target measure is not explicitly specified. Instead, it is only constrained by practical requirements or expert knowledge. For example, when applying Monge's formulation to transportation problems, the placement of the mass in the target region may be constrained to lie entirely beyond a certain boundary or within a particular region, rather than by the specification of a precise location for each fraction of the total mass. Similarly, in economic applications, supply and demand may be subject to constraints such as maximal amounts available or minimal amounts required, rather than dictated through precise marginal distributions. 1
A Computational Method for Solving the Stochastic Joint Replenishment Problem in High Dimensions
Ata, Barış, van Eekelen, Wouter, Zhong, Yuan
We consider a discrete-time formulation for a class of high-dimensional stochastic joint replenishment problems. First, we approximate the problem by a continuous-time impulse control problem. Exploiting connections among the impulse control problem, backward stochastic differential equations (BSDEs) with jumps, and the stochastic target problem, we develop a novel, simulation-based computational method that relies on deep neural networks to solve the impulse control problem. Based on that solution, we propose an implementable inventory control policy for the original (discrete-time) stochastic joint replenishment problem, and test it against the best available benchmarks in a series of test problems. For the problems studied thus far, our method matches or beats the best benchmark we could find, and it is computationally feasible up to at least 50 dimensions -- that is, 50 stock-keeping units (SKUs).
Proofs and Additional Numerical Experiments for " Nonuniform Negative Sampling and Log Odds Correction with Rare Events Data "
Slutsky's theorem together with (S.3) and (S.5) implies the result in Theorem 1. Now we check the Lindeberg-Feller condition. 's are non-negative and E S.4 Derivation of corrected model (4) Note that π (x, 1) = 1 and π (x, 0) = π (x) . Slutsky's theorem together with (S.15) and (S.17) implies the result in Theorem 1. 's, whose distribution depends on N . From (S.27) and (S.28), Chebyshev's inequality implies that For sampled data, (5) tell us that the joint density w.r.t. the product counting measure of the responses The outline of the proof is similar to that of the proof of Theorem 2. Write Markov's inequality shows that they are both o The outline of the proof is similar to that of the proof of Theorem 4. The estimator Slutsky's theorem together with (S.38) and (S.40) implies the result in Theorem 1.
Image-driven Robot Drawing with Rapid Lognormal Movements
Berio, Daniel, Clivaz, Guillaume, Stroh, Michael, Deussen, Oliver, Plamondon, Réjean, Calinon, Sylvain, Leymarie, Frederic Fol
Large image generation and vision models, combined with differentiable rendering technologies, have become powerful tools for generating paths that can be drawn or painted by a robot. However, these tools often overlook the intrinsic physicality of the human drawing/writing act, which is usually executed with skillful hand/arm gestures. Taking this into account is important for the visual aesthetics of the results and for the development of closer and more intuitive artist-robot collaboration scenarios. We present a method that bridges this gap by enabling gradient-based optimization of natural human-like motions guided by cost functions defined in image space. To this end, we use the sigma-lognormal model of human hand/arm movements, with an adaptation that enables its use in conjunction with a differentiable vector graphics (DiffVG) renderer. We demonstrate how this pipeline can be used to generate feasible trajectories for a robot by combining image-driven objectives with a minimum-time smoothing criterion. We demonstrate applications with generation and robotic reproduction of synthetic graffiti as well as image abstraction.