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Non-convex gradient descent is a common approach for estimating a low-rank $n\times n$ ground truth matrix from noisy measurements, because it has per-iteration costs as low as $O(n)$ time, and is in theory capable of converging to a…

Optimization and Control · Mathematics 2024-02-29 Gavin Zhang , Hong-Ming Chiu , Richard Y. Zhang

In the statistical problem of denoising, Bayes and empirical Bayes methods can "overshrink" their output relative to the latent variables of interest. This work is focused on constrained denoising problems which mitigate such phenomena. At…

Methodology · Statistics 2025-07-01 Adam Quinn Jaffe , Nikolaos Ignatiadis , Bodhisattva Sen

We look at continuum solutions in optimisation problems associated to linear inverse problems $y = Ax$ with non-negativity constraint $x \geq 0$. We focus on the case where the noise model leads to maximum likelihood estimation through…

Optimization and Control · Mathematics 2023-04-20 Camille Pouchol , Olivier Verdier

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

Statistics Theory · Mathematics 2022-10-27 Sergios Agapiou , Sven Wang

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov's analysis of the risk of an ERM under margin type…

Statistics Theory · Mathematics 2016-08-14 Pascal Massart , Élodie Nédélec

We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…

Statistics Theory · Mathematics 2020-02-25 Natalia Bochkina , Judith Rousseau

Obtaining guarantees on the convergence of the minimizers of empirical risks to the ones of the true risk is a fundamental matter in statistical learning. Instead of deriving guarantees on the usual estimation error, the goal of this paper…

Statistics Theory · Mathematics 2024-09-12 Paul Escande

There has been much interest in recent years in learning good classifiers from data with noisy labels. Most work on learning from noisy labels has focused on standard loss-based performance measures. However, many machine learning problems…

Machine Learning · Computer Science 2024-04-25 Mingyuan Zhang , Shivani Agarwal

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

In this short note, we formulate the convergence rates of the well known Tikhonov regularization scheme for solving the nonlinear ill-posed problems in Banach spaces. For deriving the convergence rates, we employ the novel smoothness…

Numerical Analysis · Mathematics 2022-11-30 Gaurav Mittal , Ankik Kumar Giri

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Computation · Statistics 2010-05-04 M. G. B. Blum , O. Francois

In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…

Optimization and Control · Mathematics 2021-03-05 Albert S. Berahas , Liyuan Cao , Katya Scheinberg

Classification margins are commonly used to estimate the generalization ability of machine learning models. We present an empirical study of these margins in artificial neural networks. A global estimate of margin size is usually used in…

Machine Learning · Computer Science 2023-02-15 Marthinus W. Theunissen , Coenraad Mouton , Marelie H. Davel

When data contains measurement errors, it is necessary to make assumptions relating the observed, erroneous data to the unobserved true phenomena of interest. These assumptions should be justifiable on substantive grounds, but are often…

Machine Learning · Statistics 2020-12-24 Noam Finkelstein , Roy Adams , Suchi Saria , Ilya Shpitser

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

In this work we study the problem of measuring the fairness of a machine learning model under noisy information. Focusing on group fairness metrics, we investigate the particular but common situation when the evaluation requires controlling…

Machine Learning · Computer Science 2021-05-24 Flavien Prost , Pranjal Awasthi , Nick Blumm , Aditee Kumthekar , Trevor Potter , Li Wei , Xuezhi Wang , Ed H. Chi , Jilin Chen , Alex Beutel

We consider the problem of aggregating predictions or measurements from a set of human forecasters, models, sensors or other instruments which may be subject to bias or miscalibration and random heteroscedastic noise. We propose a Bayesian…

Statistical Finance · Quantitative Finance 2021-01-12 Chirag Nagpal , Robert E. Tillman , Prashant Reddy , Manuela Veloso

If a functional in an inverse problem can be estimated with parametric rate, then the minimax rate gives no information about the ill-posedness of the problem. To have a more precise lower bound, we study semiparametric efficiency in the…

Statistics Theory · Mathematics 2014-05-07 Mathias Trabs

We consider the problem of identifying the acoustic impedance of a wall surface from noisy pressure measurements in a closed room using a Bayesian approach. The room acoustics is modeled by the interior Helmholtz equation with impedance…

Numerical Analysis · Mathematics 2024-12-17 Nick Wulbusch , Reinhild Roden , Matthias Blau , Alexey Chernov