Related papers: Generalizing Dodgson's method: a "double-crossing"…
We introduce and study a multiparameter version of the generalized counting process (GCP), where there is a possibility of finitely many arrivals simultaneously. We call it the multiparameter GCP. In a particular case, it is uniquely…
Computer algebra systems are a great help for mathematical research but sometimes unexpected errors in the software can also badly affect it. As an example, we show how we have detected an error of Mathematica computing determinants of…
There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…
Quantitative analysis of large-scale data is often complicated by the presence of diverse subgroups, which reduce the accuracy of inferences they make on held-out data. To address the challenge of heterogeneous data analysis, we introduce…
The development and use of dimension reduction methods is prevalent in modern statistical literature. This paper reviews a class of dimension reduction techniques which aim to simultaneously select relevant predictors and find clusters…
This paper presents a unified framework for supervised learning and inference procedures using the divide-and-conquer approach for high-dimensional correlated outcomes. We propose a general class of estimators that can be implemented in a…
Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…
The alternate row and column scaling algorithm applied to a positive $n\times n$ matrix $A$ converges to a doubly stochastic matrix $S(A)$, sometimes called the \emph{Sinkhorn limit} of $A$. For every positive integer $n$, a two parameter…
In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…
The distributed subgradient method (DSG) is a widely discussed algorithm to cope with large-scale distributed optimization problems in the arising machine learning applications. Most exisiting works on DSG focus on ideal communication…
Deep metric learning (DML) is a popular approach for images retrieval, solving verification (same or not) problems and addressing open set classification. Arguably, the most common DML approach is with triplet loss, despite significant…
The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of…
Double descent is a surprising phenomenon in machine learning, in which as the number of model parameters grows relative to the number of data, test error drops as models grow ever larger into the highly overparameterized (data…
Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…
Deep Neural Networks often require good regularizers to generalize well. Dropout is one such regularizer that is widely used among Deep Learning practitioners. Recent work has shown that Dropout can also be viewed as performing Approximate…
This paper presents and analyzes a parallelizable iterative procedure based on domain decomposition for primal-dual weak Galerkin (PDWG) finite element methods applied to the Poisson equation. The existence and uniqueness of the PDWG…
The aim of this paper is to implement some new techniques, based on conjugate duality in convex optimization, for proving the existence of global error bounds for convex inequality systems. We deal first of all with systems described via…
Missing data and confounding are two problems researchers face in observational studies for comparative effectiveness. Williamson et al. (2012) recently proposed a unified approach to handle both issues concurrently using a multiply-robust…
With the Dodgson rule, cloning the electorate can change the winner, which Young (1977) considers an "absurdity". Removing this absurdity results in a new rule (Fishburn, 1977) for which we can compute the winner in polynomial time (Rothe…
Doubly intractable problems occur when both the likelihood and the posterior are available only in unnormalised form, with computationally intractable normalisation constants. Bayesian inference then typically requires direct approximation…