Related papers: Random construction of interpolating sets for high…
Traditional methods for matching in causal inference are impractical for high-dimensional datasets. They suffer from the curse of dimensionality: exact matching and coarsened exact matching find exponentially fewer matches as the input…
We propose an approach to the estimation of infinite sets of random vectors. The problem addressed is as follows. Given two infinite sets of random vectors, find a single estimator that estimates vectors from with a controlled associated…
In the space of holomorphic functions in a convex domain it is studied the interpolation problem by means of sums of the series of exponentials converging uniformly on all compact sets of the domain. The discrete set of the interpolation…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…
The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…
In many empirical studies of a large two-sided matching market (such as in a college admissions problem), the researcher performs statistical inference under the assumption that they observe a random sample from a large matching market. In…
Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…
The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…
As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…
We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
Scatterplots provide a visual representation of bivariate data (or 2D embeddings of multivariate data) that allows for effective analyses of data dependencies, clusters, trends, and outliers. Unfortunately, classical scatterplots suffer…
Bayes linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article we connect these ideas by demonstrating that regression-adjustment ABC algorithms…
This paper addresses the problem of estimating the containment and similarity between two sets using only random samples from each set, without relying on sketches of full sets. The study introduces a binomial model for predicting the…
In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods proposed in the literature address the consensus averaging problem by…
In this work, we propose an approach to perform non-uniform image interpolation based on a Gaussian Mixture Model. Traditional image interpolation methods, like nearest neighbor, bilinear, Hamming, Lanczos, etc. assume that the coordinates…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…
Finding well-defined clusters in data represents a fundamental challenge for many data-driven applications, and largely depends on good data representation. Drawing on literature regarding representation learning, studies suggest that one…