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There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…

Methodology · Statistics 2022-11-07 Euan T. McGonigle , Haeran Cho

In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…

Data Structures and Algorithms · Computer Science 2017-03-27 Shiyu Ji , Kun Wan

We introduce the functional mean-shift algorithm, an iterative algorithm for estimating the local modes of a surrogate density from functional data. We show that the algorithm can be used for cluster analysis of functional data. We propose…

Methodology · Statistics 2014-08-07 Mattia Ciollaro , Christopher Genovese , Jing Lei , Larry Wasserman

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

Iterative shrinkage/thresholding algorithm (ISTA) is a well-studied method for finding sparse solutions to ill-posed inverse problems. In this letter, we present a data-driven scheme for learning optimal thresholding functions for ISTA. The…

Machine Learning · Computer Science 2016-05-04 Ulugbek S. Kamilov , Hassan Mansour

Distributed averaging of agent initial conditions is a well-studied problem in context of networked systems where coordination amongst the agents is of paramount importance. The asymptotic nature of convergence of distributed averaging…

Optimization and Control · Mathematics 2017-04-28 Mangal Prakash , Saurav Talukdar , Sandeep Attree , Sourav Patel , Murti V. Salapaka

The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly…

Machine Learning · Statistics 2018-04-06 Yuansi Chen , Chi Jin , Bin Yu

We consider the minimum error entropy (MEE) criterion and an empirical risk minimization learning algorithm in a regression setting. A learning theory approach is presented for this MEE algorithm and explicit error bounds are provided in…

Machine Learning · Computer Science 2013-02-26 Ting Hu , Jun Fan , Qiang Wu , Ding-Xuan Zhou

Generative Adversarial Networks (GANs) have high computational costs to train their complex architectures. Throughout the training process, GANs' output is analyzed qualitatively based on the loss and synthetic images' diversity and…

Computer Vision and Pattern Recognition · Computer Science 2024-06-03 Muhammad Muneeb Saad , Mubashir Husain Rehmani , Ruairi O'Reilly

We establish the pointwise convergence of the iterative Lloyd algorithm, also known as $k$-means algorithm, when the quadratic quantization error of the starting grid (with size $N\ge 2$) is lower than the minimal quantization error with…

Probability · Mathematics 2014-01-03 Gilles Pagès , Jun Yu

In this paper, a novel statistical metric learning is developed for spectral-spatial classification of the hyperspectral image. First, the standard variance of the samples of each class in each batch is used to decrease the intra-class…

Computer Vision and Pattern Recognition · Computer Science 2019-05-14 Zhiqiang Gong , Ping Zhong , Weidong Hu , Zixuan Xiao , Xuping Yin

The stratified resampling mechanism is one of the resampling schemes commonly used in the resampling steps of particle filters. In the present paper, we prove a central limit theorem for this mechanism under the assumption that the initial…

Probability · Mathematics 2023-08-07 Roberta Flenghi , Benjamin Jourdain

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

Optimization and Control · Mathematics 2022-02-16 Benjamin Gravell , Iman Shames , Tyler Summers

Motivated by reduction of computational complexity, this work develops sign-error adaptive filtering algorithms for estimating time-varying system parameters. Different from the previous work on sign-error algorithms, the parameters are…

Optimization and Control · Mathematics 2016-11-17 Araz Hashemi , G. Yin , Le Yi Wang

In this paper, we propose a new constraint, called shift-consistency, for solving matrix/tensor completion problems in the context of recommender systems. Our method provably guarantees several key mathematical properties: (1) satisfies a…

Information Retrieval · Computer Science 2023-10-18 Tung Nguyen , Jeffrey Uhlmann

In terms of the concepts of state and state transition, a new heuristic random search algorithm named state transition algorithm is proposed. For continuous function optimization problems, four special transformation operators called…

Optimization and Control · Mathematics 2013-12-10 Xiaojun Zhou , Chunhua Yang , Weihua Gui

We present a novel segmentation algorithm based on a hierarchical representation of images. The main contribution of this work is to explore the capabilities of the A Contrario reasoning when applied to the segmentation problem, and to…

Computer Vision and Pattern Recognition · Computer Science 2013-05-07 Juan Cardelino , Vicent Caselles , Marcelo Bertalmio , Gregory Randall

Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. Borrowing ideas from MacQueen (1967) who introduced a sequential version of the $k$-means algorithm, a new class…

Computation · Statistics 2015-03-17 Hervé Cardot , Peggy Cénac , Jean-Marie Monnez

Despite the extensive literature on training loss functions, the evaluation of generalization on the validation set remains underexplored. In this work, we conduct a systematic empirical and statistical study of how the validation criterion…

Machine Learning · Computer Science 2026-02-26 Andrea Apicella , Francesco Isgrò , Andrea Pollastro , Roberto Prevete

Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite…

Optimization and Control · Mathematics 2021-08-25 Boro Sofranac , Ambros Gleixner , Sebastian Pokutta