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We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…
A simple construction of adaptive confidence sets is proposed in isotonic, convex and unimodal regression. In univariate isotonic regression, the proposed confidence set enjoys uniform coverage over all non-decreasing regression functions.…
Bayesian nonparametric mixture models provide a flexible framework for data analysis but are often hindered by the computational expense of traditional inference methods like MCMC. A fast, recursive algorithm proposed by Newton (2002)…
The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…
We investigate the geometrical structure of probabilistic generative dimensionality reduction models using the tools of Riemannian geometry. We explicitly define a distribution over the natural metric given by the models. We provide the…
Calibration weighting is a fundamental technique in survey sampling and data integration for incorporating auxiliary information and improving efficiency of estimators. Classical calibration methods are typically formulated through distance…
In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…
The theory of geodesic regression aims to find a geodesic curve which is an optimal fit to a given set of data. In this article we restrict ourselves to the Riemannian manifold of positive definite operators (matrices) on a Hilbert space of…
Recently, many machine learning and statistical models such as non-linear regressions, the Single Index, Multi-index, Varying Coefficient Index Models and Two-layer Neural Networks can be reduced to or be seen as a special case of a new…
Shape-constrained inference has wide applicability in bioassay, medicine, economics, risk assessment, and many other fields. Although there has been a large amount of work on monotone-constrained univariate curve estimation, multivariate…
In this paper we develop new Newton and conjugate gradient algorithms on the Grassmann and Stiefel manifolds. These manifolds represent the constraints that arise in such areas as the symmetric eigenvalue problem, nonlinear eigenvalue…
We consider the variance of a function of $n$ independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functions in the i.i.d.~setting. For instance, we obtain various…
Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…
We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…
We study the problem of estimating piecewise monotone vectors. This problem can be seen as a generalization of the isotonic regression that allows a small number of order-violating changepoints. We focus mainly on the performance of the…
A functional for joint variational object segmentation and shape matching is developed. The formulation is based on optimal transport w.r.t. geometric distance and local feature similarity. Geometric invariance and modelling of…
In this paper, we introduce a new method for applying the implicit function theorem to find nontrivial solutions to overdetermined problems with a fixed boundary (given) and a free boundary (to be determined). The novelty of this method…
We present a non-iterative algorithm to reconstruct the isotropic acoustic wave speed from the measurement of the Neumann-to-Dirichlet map. The algorithm is designed based on the boundary control method and involves only computations that…