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Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

Although the field of distributed optimization is well-developed, relevant literature focused on the application of distributed optimization to multi-robot problems is limited. This survey constitutes the second part of a two-part series on…

Robotics · Computer Science 2024-12-02 Ola Shorinwa , Trevor Halsted , Javier Yu , Mac Schwager

In this article we propose an optimal method referred to as SPlit for splitting a dataset into training and testing sets. SPlit is based on the method of Support Points (SP), which was initially developed for finding the optimal…

Machine Learning · Statistics 2021-05-10 V. Roshan Joseph , Akhil Vakayil

Sample splitting is widely used in statistical applications, including classically in classification and more recently for inference post model selection. Motivating by problems in the study of diet, physical activity, and health, we…

Methodology · Statistics 2019-08-13 Eli S. Kravitz , Raymond J. Carroll , David Ruppert

In this paper we address the problem of electing a committee among a set of $m$ candidates and on the basis of the preferences of a set of $n$ voters. We consider the approval voting method in which each voter can approve as many candidates…

Optimization and Control · Mathematics 2017-07-31 Diego Ponce , Justo Puerto , Federica Ricca , Andrea Scozzari

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

The sample selection bias problem arises when a variable of interest is correlated with a latent variable, and involves situations in which the response variable had part of its observations censored. Heckman (1976) proposed a sample…

Methodology · Statistics 2022-06-22 Helton Saulo , Roberto Vila , Shayane S. Cordeiro

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Populations and Evolution · Quantitative Biology 2014-03-31 Youhua Chen

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

Most recent machine learning research focuses on developing new classifiers for the sake of improving classification accuracy. With many well-performing state-of-the-art classifiers available, there is a growing need for understanding…

Machine Learning · Computer Science 2020-09-30 Jaehoon Koo , Diego Klabjan , Jean Utke

Distributed averaging, or distributed average consensus, is a common method for computing the sample mean of the data dispersed among the nodes of a network in a decentralized manner. By iteratively exchanging messages with neighbors, the…

Information Theory · Computer Science 2017-10-26 Ryan Pilgrim , Junan Zhu , Dror Baron , Waheed U. Bajwa

Chance-constrained programming (CCP) is one of the most difficult classes of optimization problems that has attracted the attention of researchers since the 1950s. In this survey, we focus on cases when only a limited information on the…

Optimization and Control · Mathematics 2022-02-15 Simge Küçükyavuz , Ruiwei Jiang

We compare estimators of the (essential) supremum and the integral of a function $f$ defined on a measurable space when $f$ may be observed at a sample of points in its domain, possibly with error. The estimators compared vary in their…

Statistics Theory · Mathematics 2017-04-04 Larry Goldstein , Yosef Rinott , Marco Scarsini

As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller…

Machine Learning · Computer Science 2016-06-24 Rémi Flamary , Alain Rakotomamonjy , Gilles Gasso

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

This paper proposes an optimal allocation problem with ramified transport technology in a spatial economy. Ramified transportation is used to model the transport economy of scale in group transportation observed widely in both nature and…

Optimization and Control · Mathematics 2021-09-02 Qinglan Xia , Shaofeng Xu

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

Machine Learning · Statistics 2017-04-18 Alexandros Nathan , Diego Klabjan

In this paper we combine the k-means and/or k-means type algorithms with a hill climbing algorithm in stages to solve the joint stratification and sample allocation problem. This is a combinatorial optimisation problem in which we search…

Machine Learning · Statistics 2021-08-19 Mervyn O'Luing , Steven Prestwich , S. Armagan Tarim