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Related papers: Mirror averaging with sparsity priors

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An increasing number of applications is concerned with recovering a sparse matrix from noisy observations. In this paper, we consider the setting where each row of the unknown matrix is sparse. We establish minimax optimal rates of…

Statistics Theory · Mathematics 2015-09-02 O. Klopp , A. B. Tsybakov

We consider the problem of optimality, in a minimax sense, and adaptivity to the margin and to regularity in binary classification. We prove an oracle inequality, under the margin assumption (low noise condition), satisfied by an…

Statistics Theory · Mathematics 2016-08-16 Guillaume Lecué

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

We consider the two-group classification problem and propose a kernel classifier based on the optimal scoring framework. Unlike previous approaches, we provide theoretical guarantees on the expected risk consistency of the method. We also…

Machine Learning · Statistics 2021-04-01 Alexander F. Lapanowski , Irina Gaynanova

The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…

Machine Learning · Computer Science 2021-05-14 Viraj Shah , Rakib Hyder , M. Salman Asif , Chinmay Hegde

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

This work introduces a complexity measure which addresses some conflicting issues between existing ones by using a new principle - measuring the average amount of symmetry broken by an object. It attributes low (although different)…

Statistical Mechanics · Physics 2015-03-26 Roberto C. Alamino

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…

Optimization and Control · Mathematics 2025-06-04 Mohammad S. Alkousa , Belal A. Alashqar , Fedor S. Stonyakin , Tarek Nabhani , Seydamet S. Ablaev

The dictionary learning problem concerns the task of representing data as sparse linear sums drawn from a smaller collection of basic building blocks. In application domains where such techniques are deployed, we frequently encounter…

Signal Processing · Electrical Eng. & Systems 2021-07-21 Yong Sheng Soh

Applications based on Machine Learning models have now become an indispensable part of the everyday life and the professional world. A critical question then recently arised among the population: Do algorithmic decisions convey any type of…

Machine Learning · Statistics 2020-04-07 Philippe Besse , Eustasio del Barrio , Paula Gordaliza , Jean-Michel Loubes , Laurent Risser

In Artificial Intelligence, interpreting the results of a Machine Learning technique often termed as a black box is a difficult task. A counterfactual explanation of a particular "black box" attempts to find the smallest change to the input…

Risk Management · Quantitative Finance 2021-07-23 Dan Wang , Zhi Chen , Ionut Florescu

In this work, we study the problem of aggregating a finite number of predictors for nonstationary sub-linear processes. We provide oracle inequalities relying essentially on three ingredients: (1) a uniform bound of the $\ell^1$ norm of the…

Statistics Theory · Mathematics 2015-11-18 Christophe Giraud , François Roueff , Andres Sanchez-Perez

Comparing alternatives in pairs is a very well known technique of ranking creation. The answer to how reliable and trustworthy ranking is depends on the inconsistency of the data from which it was created. There are many indices used for…

Discrete Mathematics · Computer Science 2020-01-28 Konrad Kułakowski , Dawid Talaga

Incomplete pairwise comparison matrices offer a natural way of expressing preferences in decision making processes. Although ordinal information is crucial, there is a bias in the literature: cardinal models dominate. Ordinal models usually…

Optimization and Control · Mathematics 2020-12-15 Luca Faramondi , Gabriele Oliva , Sándor Bozóki

Model averaging is a useful and robust method for dealing with model uncertainty in statistical analysis. Often, it is useful to consider data subset selection at the same time, in which model selection criteria are used to compare models…

Methodology · Statistics 2023-10-26 Ethan T. Neil , Jacob W. Sitison

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

We propose a test of fairness in score-based ranking systems called matched pair calibration. Our approach constructs a set of matched item pairs with minimal confounding differences between subgroups before computing an appropriate measure…

Ensemble forecasting of nonlinear systems involves the use of a model to run forward a discrete ensemble (or set) of initial states. Data assimilation techniques tend to focus on estimating the true state of the system, even though model…

Chaotic Dynamics · Physics 2012-07-19 Reason L. Machete , Irene M. Moroz