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Ekaterina Krymova

Publications and source records attributed to Ekaterina Krymova.

11 recordsLinked to original sources

Flexible Spectral-Normalized Neural Gaussian Process for Dynamic Aperture Prediction

We address the challenge of scalable uncertainty quantification in large-scale scientific applications, where complex state-of-the-art machine learning methods are often computationally infeasible. Our primary contribution is a simple yet effective empirical Bayes method for automatically tuning the hyperparameters of a flexible, heteroscedastic Spectral-normalized Neural Gaussian Process. This approach retains the expressiveness and uncertainty-awareness of semi-Bayesian neural models while significantly reducing the computational burden by integrating hyperparameter learning directly into the training loop. We demonstrate the practical impact of our method on the task of estimating the dynamic aperture in circular particle accelerators, a fundamental problem in high-energy physics colliders and storage rings, using simulation data from the case of the Large Hadron Collider at CERN. Traditional approaches to DA estimation require extensive particle-tracking simulations, which are prohibitively time-consuming and resource-intensive. Our results show that the proposed method achieves competitive predictive performance and well-calibrated uncertainty estimates at much lower computational cost than state-of-the-art approaches. We stress that, beyond this application, the proposed empirical Bayes framework offers a general solution for training heteroscedastic neural models in situations where manual hyperparameter tuning is impractical. Accordingly, we anticipate that this framework can be applied to other domains that encounter comparable computational limitations.

physics.acc-ph↗

A Structural FHMM for Interpretable Disease Trajectories in T2DM

In this work, we propose a structural variant of the Factorial Hidden Markov Model (FHMM) for the analysis of disease trajectories in patients with Type 2 diabetes mellitus (T2DM). The model represents a patient's latent health state as a combination of multiple independent, simultaneously evolving components, associated with comorbidities and lab results. This structured latent representation facilitates the identification of clinically meaningful patient states and clustering of common disease trajectories. We evaluate the proposed approach using The IQVIA Medical Research Data incorporating data from THIN, a Cegedim database of anonymized electronic health records (EHR), identifying patients with a first-ever prescription for a non-insulin antidiabetic drug (NIAD) between January 2006 and December 2019. The model identifies multiple clinically coherent latent components corresponding to known patterns of diabetes-related complications and reveals heterogeneous progression pathways, including distinct microvascular-dominant and multi-organ trajectories associated with elevated comorbidity burden and mortality. These results demonstrate that the proposed framework captures meaningful longitudinal structure in EHR data and provides interpretable insights into the evolution of T2DM and its comorbidities.

cs.LG↗

A Latent ODE Approach to Spatiotemporal Modeling of Cine Cardiac MRI

Cardiac magnetic resonance imaging (CMR) captures rich spatiotemporal information about ventricular structure and motion, but conventional risk models use only a few image-derived indices from selected cardiac phases. We present a latent dynamical model that encodes bi-ventricular anatomy and full-cycle cine motion as a continuous latent trajectory, using heart-rate-aware neural ordinary differential equation (ODE) dynamics and a graph-based mesh autoencoder to reconstruct anatomically consistent 3D+t ventricular motion. A covariate-conditioned prior defines the expected end-diastolic latent state, and a Cox proportional hazards model tests whether deviations from this prior predict incident heart failure. We studied 72,386 UK Biobank participants without baseline cardiovascular disease, including 367 incident heart failure events. In a held-out evaluation subset, adding the latent score to refitted pooled cohort equations improved the stratified C-index from 0.704 to 0.785, compared with 0.764 for seven established cardiac markers. Compared with non-graph and non-ODE approaches, the proposed model gave the best trade-off between reconstruction fidelity, generative realism, and downstream prognostic performance. These results suggest that continuous full-cycle modeling of ventricular motion provides informative cardiac phenotypes beyond conventional CMR summaries, while external validation in more representative patient cohorts is required before clinical risk-prediction use.

cs.AI↗

Data-driven modeling of beam loss in the LHC

In the Large Hadron Collider, the beam losses are continuously measured for machine protection. By design, most of the particle losses occur in the collimation system, where the particles with high oscillation amplitudes or large momentum error are scraped from the beams. The level of particle losses typically is optimized manually by changing multiple control parameters, among which are, for example, currents in the focusing and defocusing magnets along the collider. It is generally challenging to model and predict losses based on the control parameters due to various (non-linear) effects in the system, such as electron clouds, resonance effects, etc, and multiple sources of uncertainty. At the same time understanding the influence of control parameters on the losses is extremely important in order to improve the operation and performance, and future design of accelerators. Existing results showed that it is hard to generalize the models, which assume the regression model of losses depending on control parameters, from fills carried out throughout one year to the data of another year. To circumvent this, we propose to use an autoregressive modeling approach, where we take into account not only the observed control parameters but also previous loss values. We use an equivalent Kalman Filter (KF) formulation in order to efficiently estimate models with different lags.

physics.acc-ph↗

Trend estimation and short-term forecasting of COVID-19 cases and deaths worldwide

Since the beginning of the COVID-19 pandemic, many dashboards have emerged as useful tools to monitor the evolution of the pandemic, inform the public, and assist governments in decision making. Our goal is to develop a globally applicable method, integrated in a twice daily updated dashboard that provides an estimate of the trend in the evolution of the number of cases and deaths from reported data of more than 200 countries and territories, as well as a seven-day forecast. One of the significant difficulties to manage a quickly propagating epidemic is that the details of the dynamic needed to forecast its evolution are obscured by the delays in the identification of cases and deaths and by irregular reporting. Our forecasting methodology substantially relies on estimating the underlying trend in the observed time series using robust seasonal trend decomposition techniques. This allows us to obtain forecasts with simple, yet effective extrapolation methods in linear or log scale. We present the results of an assessment of our forecasting methodology and discuss its application to the production of global and regional risk maps.

stat.AP↗

Estimating TVP-VAR models with time invariant long-run multipliers

The main goal of this paper is to develop a methodology for estimating time varying parameter vector auto-regression (TVP-VAR) models with a timeinvariant long-run relationship between endogenous variables and changes in exogenous variables. We propose a Gibbs sampling scheme for estimation of model parameters as well as time-invariant long-run multiplier parameters. Further we demonstrate the applicability of the proposed method by analyzing examples of the Norwegian and Russian economies based on the data on real GDP, real exchange rate and real oil prices. Our results show that incorporating the time invariance constraint on the long-run multipliers in TVP-VAR model helps to significantly improve the forecasting performance.

econ.EM↗

Sparse constrained projection approximation subspace tracking

In this paper we revisit the well-known constrained projection approximation subspace tracking algorithm (CPAST) and derive, for the first time, non-asymptotic error bounds. Furthermore, we introduce a novel sparse modification of CPAST which is able to exploit sparsity in the underlying covariance structure. We present a non-asymptotic analysis of the proposed algorithm and study its empirical performance on simulated and real data.

stat.ME↗

On estimation of the noise variance in high-dimensional linear models

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).

math.ST↗

Nonlinear stochastic multiarmed bandit problems with inexact oracle

In the paper we consider one point and two point multiarmed bamdit problems. In other words we consider the online stochastic convex optimization problems with oracle that return the value (realization) of the function at one point or at two points. We allow these values to be inexact, but the level of noise should be small enough. We generalize well known results for inexact oracle case. And we also generalize classical results to prox-structures differ from euclidian.

math.OC↗

Stochastic Analysis in Problems, part 1 (in Russian)

This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the analysis of articles in Probability, Statistics and Computer Science. Range of the given exercises covers most of the significant classical results of the area including techniques that arise in modern stochastic disciplines. The book is recommended for the course "Stochastic Analysis in problems" which is held by the Department of Mathematical Foundations of Control in Moscow Institute of Physics and Technology. Content of the book may be used for practical classes, exams and for self-education reasons in various stochastic disciplines.

math.PR↗