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Kernel adaptive filters, a class of adaptive nonlinear time-series models, are known by their ability to learn expressive autoregressive patterns from sequential data. However, for trivial monotonic signals, they struggle to perform…

Machine Learning · Statistics 2017-07-14 Felipe Tobar

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

Statistics Theory · Mathematics 2013-01-15 Felix Abramovich , Marianna Pensky , Yves Rozenholc

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

We present a new adaptive kernel density estimator based on linear diffusion processes. The proposed estimator builds on existing ideas for adaptive smoothing by incorporating information from a pilot density estimate. In addition, we…

Statistics Theory · Mathematics 2010-11-12 Z. I. Botev , J. F. Grotowski , D. P. Kroese

In a previous article, a least square regression estimation procedure was proposed: first, we condiser a family of functions and study the properties of an estimator in every unidimensionnal model defined by one of these functions; we then…

Statistics Theory · Mathematics 2007-06-13 Pierre Alquier

We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This adaptive procedure applies for different inverse problems.…

Statistics Theory · Mathematics 2018-02-15 Céline Duval , Johanna Kappus

We construct a cross-entropy clustering (CEC) theory which finds the optimal number of clusters by automatically removing groups which carry no information. Moreover, our theory gives simple and efficient criterion to verify cluster…

Information Theory · Computer Science 2014-05-19 Przemysław Spurek , Jacek Tabor

In this paper, we propose a model-based clustering method (TVClust) that robustly incorporates noisy side information as soft-constraints and aims to seek a consensus between side information and the observed data. Our method is based on a…

Machine Learning · Statistics 2015-11-03 Daniel Khashabi , John Wieting , Jeffrey Yufei Liu , Feng Liang

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The…

Numerical Analysis · Mathematics 2020-11-30 Aku Kammonen , Jonas Kiessling , Petr Plecháč , Mattias Sandberg , Anders Szepessy

Gaussian mixture models are widely used to study clustering problems. These model-based clustering methods require an accurate estimation of the unknown data density by Gaussian mixtures. In Maugis and Michel (2009), a penalized maximum…

Statistics Theory · Mathematics 2015-03-19 Maugis Cathy , Michel Bertrand

This paper considers a canonical clustering problem where one receives unlabeled samples drawn from a balanced mixture of two elliptical distributions and aims for a classifier to estimate the labels. Many popular methods including PCA and…

Machine Learning · Statistics 2021-11-30 Kaizheng Wang , Yuling Yan , Mateo Díaz

In this work, we study diversity-aware clustering problems where the data points are associated with multiple attributes resulting in intersecting groups. A clustering solution needs to ensure that the number of chosen cluster centers from…

Data Structures and Algorithms · Computer Science 2025-05-21 Suhas Thejaswi , Ameet Gadekar , Bruno Ordozgoiti , Aristides Gionis

Noise Contrastive Estimation (NCE) is a popular approach for learning probability density functions parameterized up to a constant of proportionality. The main idea is to design a classification problem for distinguishing training data from…

Machine Learning · Computer Science 2023-03-03 Holden Lee , Chirag Pabbaraju , Anish Sevekari , Andrej Risteski

In this thesis, we propose several modelling strategies to tackle evolving data in different contexts. In the framework of static clustering, we start by introducing a soft kernel spectral clustering (SKSC) algorithm, which can better deal…

Social and Information Networks · Computer Science 2014-11-24 Rocco Langone

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

Clustering with bandit feedback refers to the problem of partitioning a set of items, where the clustering algorithm can sequentially query the items to receive noisy observations. The problem is formally posed as the task of partitioning…

Machine Learning · Statistics 2026-01-13 Victor Thuot , Sebastian Vogt , Debarghya Ghoshdastidar , Nicolas Verzelen

We examine the behaviour of the pseudo-marginal random walk Metropolis algorithm, where evaluations of the target density for the accept/reject probability are estimated rather than computed precisely. Under relatively general conditions on…

Computation · Statistics 2014-12-31 Chris Sherlock , Alexandre H. Thiery , Gareth O. Roberts , Jeffrey S. Rosenthal

Clustering stands as one of the most prominent challenges in unsupervised machine learning. Among centroid-based methods, the classic $k$-means algorithm, based on Lloyd's heuristic, is widely used. Nonetheless, it is a well-known fact that…

Machine Learning · Statistics 2025-01-30 Supratik Basu , Jyotishka Ray Choudhury , Debolina Paul , Swagatam Das

Conformal prediction (CP) is a distribution-free method to construct reliable prediction intervals that has gained significant attention in recent years. Despite its success and various proposed extensions, a significant practical feature…

Statistics Theory · Mathematics 2026-02-02 Louis Allain , Sébastien Da Veiga , Brian Staber

When it comes to clustering nonconvex shapes, two paradigms are used to find the most suitable clustering: minimum cut and maximum density. The most popular algorithms incorporating these paradigms are Spectral Clustering and DBSCAN. Both…

Machine Learning · Computer Science 2019-07-02 Sibylle Hess , Wouter Duivesteijn , Philipp Honysz , Katharina Morik