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Stochastic Approximation has been a prominent set of tools for solving problems with noise and uncertainty. Increasingly, it becomes important to solve optimization problems wherein there is noise in both a set of constraints that a…

Optimization and Control · Mathematics 2025-07-29 Francisco Facchinei , Vyacheslav Kungurtsev

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Methodology · Statistics 2023-09-13 Sanjeewani Weerasingha , Michael J. Higgins

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Machine Learning · Computer Science 2026-04-08 Shang Liu , Xiaocheng Li

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

We address the common problem of calculating intervals in the presence of systematic uncertainties. We aim to investigate several approaches, but here describe just a Bayesian technique for setting upper limits. The particular example we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joel Heinrich , Craig Blocker , John Conway , Luc Demortier , Louis Lyons , Giovanni Punzi , Pekka K. Sinervo

The vast majority of theoretical results in machine learning and statistics assume that the available training data is a reasonably reliable reflection of the phenomena to be learned or estimated. Similarly, the majority of machine learning…

Machine Learning · Computer Science 2017-06-13 Moses Charikar , Jacob Steinhardt , Gregory Valiant

We formulate problems of statistical recognition and learning in a common framework of complex hypothesis testing. Based on arguments from multi-criteria optimization, we identify strategies that are improper for solving these problems and…

Machine Learning · Computer Science 2015-09-30 Michail Schlesinger , Evgeniy Vodolazskiy

Sparse coding algorithms are about finding a linear basis in which signals can be represented by a small number of active (non-zero) coefficients. Such coding has many applications in science and engineering and is believed to play an…

Neural and Evolutionary Computing · Computer Science 2016-08-14 András Lőrincz , Zsolt Palotai , Gábor Szirtes

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

Machine Learning · Computer Science 2008-12-11 Francis Bach , Julien Mairal , Jean Ponce

This paper is concerned with list decoding of $2$-interleaved binary alternant codes. The principle of the proposed algorithm is based on a combination of a list decoding algorithm for (interleaved) Reed-Solomon codes and an algorithm for…

Information Theory · Computer Science 2022-02-14 Chih-Chiang Huang , Hedongliang Liu , Lukas Holzbaur , Sven Puchinger , Antonia Wachter-Zeh

Many real world problems naturally appear as constraints satisfaction problems (CSP), for which very efficient algorithms are known. Most of these involve the combination of two techniques: some direct propagation of constraints between…

Artificial Intelligence · Computer Science 2013-04-12 Denis Berthier

In this paper we present a theoretical analysis to understand sparse filtering, a recent and effective algorithm for unsupervised learning. The aim of this research is not to show whether or how well sparse filtering works, but to…

Machine Learning · Computer Science 2021-05-25 Fabio Massimo Zennaro , Ke Chen

Image foreground extraction is a classical problem in image processing and vision, with a large range of applications. In this dissertation, we focus on the extraction of text and graphics in mixed-content images, and design novel…

Computer Vision and Pattern Recognition · Computer Science 2018-04-10 Shervin Minaee

A variety of representation learning approaches have been investigated for reinforcement learning; much less attention, however, has been given to investigating the utility of sparse coding. Outside of reinforcement learning, sparse coding…

Artificial Intelligence · Computer Science 2017-07-27 Lei Le , Raksha Kumaraswamy , Martha White

A method to include multiplicative systematic uncertainties into branching ratio limits was proposed by M. Convery. That solution used approximations which are not necessarily valid. This note provides a solution without approximations and…

Data Analysis, Statistics and Probability · Physics 2007-05-23 K. Stenson

Sparse representations of images are useful in many computer vision applications. Sparse coding with an $l_1$ penalty and a learned linear dictionary requires regularization of the dictionary to prevent a collapse in the $l_1$ norms of the…

Computer Vision and Pattern Recognition · Computer Science 2022-09-09 Katrina Evtimova , Yann LeCun