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We consider the problem of simultaneous variable selection and estimation in additive, partially linear models for longitudinal/clustered data. We propose an estimation procedure via polynomial splines to estimate the nonparametric…

Statistics Theory · Mathematics 2013-02-04 Shujie Ma , Qiongxia Song , Li Wang

The generalized Hamming weights (GHWs) are fundamental parameters of linear codes. GHWs are of great interest in many applications since they convey detailed information of linear codes. In this paper, we continue the work of [10] to study…

Information Theory · Computer Science 2017-02-07 Shuxing Li

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

We present an iterative algorithm for solving a class of \\nonlinear Laplacian system of equations in $\tilde{O}(k^2m \log(kn/\epsilon))$ iterations, where $k$ is a measure of nonlinearity, $n$ is the number of variables, $m$ is the number…

Data Structures and Algorithms · Computer Science 2015-07-29 Eric J. Friedman , Adam S. Landsberg

Recently, quaternion-valued signal processing has received more and more attention. In this paper, the quaternion-valued sparse system identification problem is studied for the first time and a zero-attracting quaternion-valued least mean…

Numerical Analysis · Mathematics 2014-06-24 Mengdi Jiang , Wei Liu , Yi Li

We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…

Statistical Mechanics · Physics 2009-10-31 Roland Assaraf , Michel Caffarel

Finding separable certificates of stability is important for tractability of analysis methods for large-scale networked systems. In this paper we consider the question of when a nonlinear system which is contracting, i.e. all solutions are…

Systems and Control · Computer Science 2017-04-11 Ian R. Manchester , Jean-Jacques E. Slotine

This paper presents a scheme to design a tracking controller for a class of uncertain nonlinear systems using a robust feedback linearization approach. The scheme is composed of two steps. In the first step, a linearized uncertainty model…

Systems and Control · Computer Science 2012-03-01 Obaid Ur Rehman , Ian R. Petersen , Barıs Fidan

The multivariate resultant is a fundamental tool of computational algebraic geometry. It can in particular be used to decide whether a system of n homogeneous equations in n variables is satisfiable (the resultant is a polynomial in the…

Computational Complexity · Computer Science 2013-02-12 Bruno Grenet , Pascal Koiran , Natacha Portier

Ordinary least squares (OLS) is the default method for fitting linear models, but is not applicable for problems with dimensionality larger than the sample size. For these problems, we advocate the use of a generalized version of OLS…

Methodology · Statistics 2016-06-17 Xiangyu Wang , David Dunson , Chenlei Leng

We address the problem of recovering an n-vector from m linear measurements lacking sign or phase information. We show that lifting and semidefinite relaxation suffice by themselves for stable recovery in the setting of m = O(n log n)…

Numerical Analysis · Mathematics 2013-10-08 Laurent Demanet , Paul Hand

Neural networks have become ubiquitous tools for solving signal and image processing problems, and they often outperform standard approaches. Nevertheless, training neural networks is a challenging task in many applications. The prevalent…

Optimization and Control · Mathematics 2022-10-28 Patrick L. Combettes , Jean-Christophe Pesquet , Audrey Repetti

A frame is scalable if each of its vectors can be rescaled in such a way that the resulting set becomes a Parseval frame. In this paper, we consider four different optimization problems for determining if a frame is scalable. We offer some…

Functional Analysis · Mathematics 2016-11-16 Radu Balan , Mathew Begué , Chae Clark , Kasso A. Okoudjou

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

In this paper by exploiting critical point theory, the existence of two distinct nontrivial solutions for a nonlinear algebraic system with a parameter is established. Our goal is achieved by requiring an appropriate behavior of the…

Classical Analysis and ODEs · Mathematics 2016-10-07 Giovanni Molica Bisci , Dušan D. Repovš

A multi-resolution quantizer is a sequence of quantizers where the output of a coarser quantizer can be deduced from the output of a finer quantizer. In this paper, we propose an asymptotically scale-invariant multi-resolution quantizer,…

Information Theory · Computer Science 2022-10-25 Cheuk Ting Li

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from…

Econometrics · Economics 2024-05-28 Victor Chernozhukov , Carlos Cinelli , Whitney Newey , Amit Sharma , Vasilis Syrgkanis

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

Systems and Control · Electrical Eng. & Systems 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

A popular technique for selecting and tuning machine learning estimators is cross-validation. Cross-validation evaluates overall model fit, usually in terms of predictive accuracy. In causal inference, the optimal choice of estimator…

Methodology · Statistics 2021-07-07 Dominik Rothenhäusler

We establish nonexistence conditions for nonnegative nontrivial solutions to a class of semilinear parabolic equations with a positive potential on weighted graphs, extending results in arXiv:2404.12058 [math.AP] to a broader setting that…

Analysis of PDEs · Mathematics 2025-04-08 Dorothea-Enrica von Criegern