Related papers: Random weights, robust lattice rules and the geome…
We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…
Robust methods, though ubiquitous in practice, are yet to be fully understood in the context of regularized estimation and high dimensions. Even simple questions become challenging very quickly. For example, classical statistical theory…
A method of deriving quadrature rules has been developed which gives nodes and weights for a Gaussian-type rule which integrates functions of the form: f(x,y,t) = a(x,y,t)/((x-t)^2+y^2) + b(x,y,t)/([(x-t)^2+y^2]^{1/2}) +…
This work provides a framework to compute an upper bound on the robust peak-to-peak gain of discrete-time uncertain linear systems using integral quadratic constraints (IQCs). Such bounds are of particular interest in the computation of…
Many of the challenges facing today's reinforcement learning (RL) algorithms, such as robustness, generalization, transfer, and computational efficiency are closely related to compression. Prior work has convincingly argued why minimizing…
We study random one-Lipschitz integer functions $f$ on the vertices of a finite connected graph, sampled according to the weight $W(f) = \prod_{\langle v, w \rangle \in E} \mathbf{c}^{ \mathbb{I} \{ f(v) = f(w) \} }$ where $\mathbf{c} \geq…
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting. Compared to earlier work that focuses on sub-Gaussian errors, the proposed procedure is designed to work robustly in…
Quadrature formulas for spheres, the rotation group, and other compact, homogeneous manifolds are important in a number of applications and have been the subject of recent research. The main purpose of this paper is to study coordinate…
Convergence guarantees of many resilient consensus algorithms are based on the graph theoretic properties of $r$- and $(r,s)$-robustness. These algorithms guarantee consensus of normally behaving agents in the presence of a bounded number…
Computing stabilizing and optimal control actions for legged locomotion in real time is difficult due to the nonlinear, hybrid, and high dimensional nature of these robots. The hybrid nature of the system introduces a combination of…
Suppose that the edges of a complete graph are assigned weights independently at random and we ask for the weight of the minimal-weight spanning tree, or perfect matching, or Hamiltonian cycle. For these and several other common…
In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…
We study the fundamental problem of \emph{moduli selection} in the Robust Chinese Remainder Theorem (RCRT), where each residue may be perturbed by a bounded error. Consider $L$ moduli of the form $m_i = \Gamma_i m$ ($1 \le i \le L$), where…
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…
The classic model of computable randomness considers martingales that take real or rational values. Recent work by Bienvenu et al. (2012) and Teutsch (2014) shows that fundamental features of the classic model change when the martingales…
This paper proposes minimum distance inference for a structural parameter of interest, which is robust to the lack of identification of other structural nuisance parameters. Some choices of the weighting matrix lead to asymptotic…
A Lattice is a partially ordered set where both least upper bound and greatest lower bound of any pair of elements are unique and exist within the set. K\"{o}tter and Kschischang proved that codes in the linear lattice can be used for error…
We analyze Riemannian Hamiltonian Monte Carlo (RHMC) for sampling a polytope defined by $m$ inequalities in $\R^n$ endowed with the metric defined by the Hessian of a convex barrier function. The advantage of RHMC over Euclidean methods…
Multi-Task Learning (MTL) has achieved success in various fields. However, how to balance different tasks to achieve good performance is a key problem. To achieve the task balancing, there are many works to carefully design dynamical…
A lattice is a set of all the integer linear combinations of certain linearly independent vectors. One of the most important concepts on lattice is the successive minima which is of vital importance from both theoretical and practical…