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Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models.…

Machine Learning · Statistics 2023-10-06 Daolang Huang , Ayush Bharti , Amauri Souza , Luigi Acerbi , Samuel Kaski

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…

Optimization and Control · Mathematics 2024-10-01 Tan Nhat Pham , Minh N. Dao , Rakibuzzaman Shah , Nargiz Sultanova , Guoyin Li , Syed Islam

We continue studies of the uncertainty quantification problem in emission tomographies such as PET or SPECT when additional multimodal data (e.g., anatomical MRI images) are available. To solve the aforementioned problem we adapt the…

Machine Learning · Statistics 2021-12-03 Fedor Goncharov , Éric Barat , Thomas Dautremer

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

We consider the problem of precision matrix estimation where, due to extraneous confounding of the underlying precision matrix, the data are independent but not identically distributed. While such confounding occurs in many scientific…

Machine Learning · Statistics 2019-07-01 Sinong Geng , Mladen Kolar , Oluwasanmi Koyejo

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

A pervasive phenomenon in machine learning applications is distribution shift, where training and deployment conditions for a machine learning model differ. As distribution shift typically results in a degradation in performance, much…

Machine Learning · Statistics 2024-01-23 Philip Amortila , Tongyi Cao , Akshay Krishnamurthy

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

This paper analyzes a semiparametric model of network formation in the presence of unobserved agent-specific heterogeneity. The objective is to identify and estimate the preference parameters associated with homophily on observed attributes…

Econometrics · Economics 2020-09-01 Luis E. Candelaria

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm has been recently proposed for the online optimization of SDEs. The algorithm solves…

Probability · Mathematics 2022-07-12 Ziheng Wang , Justin Sirignano

This paper proposes an adaptive hyper-reduction method to reduce the computational cost associated with the simulation of parametric particle-based kinetic plasma models, specifically focusing on the Vlasov-Poisson equation. Conventional…

Numerical Analysis · Mathematics 2026-02-05 Cecilia Pagliantini , Federico Vismara

We study a reduced hydrodynamic formulation of paraxial vector beam propagation in which the beam intensity, optical phase, and spatially-dependent polarization are coupled through a nonlinear dispersive system. While prior analytical work…

Optics · Physics 2026-05-26 Harbir Antil , Rainald Löhner , Sarswati Shah

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

We present a numerical method for convergence acceleration for multifidelity models of parameterized ordinary differential equations. The hierarchy of models is defined as trajectories computed using different timesteps in a time…

Numerical Analysis · Mathematics 2018-08-13 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

Statistics Theory · Mathematics 2026-01-23 Hirofumi Ota , Masaaki Imaizumi

We introduce a new multi-dimensional nonlinear embedding -- Piecewise Flat Embedding (PFE) -- for image segmentation. Based on the theory of sparse signal recovery, piecewise flat embedding with diverse channels attempts to recover a…

Computer Vision and Pattern Recognition · Computer Science 2018-08-13 Chaowei Fang , Zicheng Liao , Yizhou Yu

In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…

Statistics Theory · Mathematics 2012-02-17 Takuma Yoshida , Kanta Naito

The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-05-23 Ioannis Giannakopoulos , Dimitrios Tsoumakos , Nectarios Koziris

For consistency (even oracle properties) of estimation and model prediction, almost all existing methods of variable/feature selection critically depend on sparsity of models. However, for ``large $p$ and small $n$" models sparsity…

Methodology · Statistics 2010-08-10 Lu Lin , Lixing Zhu , Yujie Gai

In this article, we investigate posterior convergence in nonparametric regression models where the unknown regression function is modeled by some appropriate stochastic process. In this regard, we consider two setups. The first setup is…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya