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This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

Probability · Mathematics 2018-10-16 Charles-Edouard Bréhier

Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…

Methodology · Statistics 2021-07-06 Hailin Huang

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

Statistics Theory · Mathematics 2007-06-13 Guang Cheng , Michael R. Kosorok

The purpose of order-of-addition (OofA) experiments is to identify the best order in a sequence of m components in a system or treatment. Such experiments may be analysed by various regression models, the most popular ones being based on…

Methodology · Statistics 2021-01-27 Hans-Peter Piepho , Emlyn R. Williams

We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…

Methodology · Statistics 2021-02-05 Yuan Gao , Han Lin Shang , Yanrong Yang

We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the boundary points 0 and a. We use…

Statistics Theory · Mathematics 2011-02-22 Piet Groeneboom , Geurt Jongbloed

In this paper, we consider estimating sparse inverse covariance of a Gaussian graphical model whose conditional independence is assumed to be partially known. Similarly as in [5], we formulate it as an $l_1$-norm penalized maximum…

Methodology · Statistics 2009-04-07 Zhaosong Lu

Federated learning enables a large amount of edge computing devices to jointly learn a model without data sharing. As a leading algorithm in this setting, Federated Averaging (\texttt{FedAvg}) runs Stochastic Gradient Descent (SGD) in…

Machine Learning · Statistics 2020-06-26 Xiang Li , Kaixuan Huang , Wenhao Yang , Shusen Wang , Zhihua Zhang

Nowadays, feature selection is frequently used in machine learning when there is a risk of performance degradation due to overfitting or when computational resources are limited. During the feature selection process, the subset of features…

Machine Learning · Computer Science 2023-01-02 Sergey A. Saltykov

GTFLAT, as a game theory-based add-on, addresses an important research question: How can a federated learning algorithm achieve better performance and training efficiency by setting more effective adaptive weights for averaging in the model…

Machine Learning · Computer Science 2022-12-09 Hamidreza Mahini , Hamid Mousavi , Masoud Daneshtalab

This paper proposes a sparse regression method that continuously interpolates between Forward Stepwise selection (FS) and the LASSO. When tuned appropriately, our solutions are much sparser than typical LASSO fits but, unlike FS fits,…

Methodology · Statistics 2024-11-20 Ivy Zhang , Robert Tibshirani

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

We consider the problem of estimating the structural function in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The proposed…

Statistics Theory · Mathematics 2015-03-13 Jan Johannes , Maik Schwarz

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

Federated Learning has been recently proposed for distributed model training at the edge. The principle of this approach is to aggregate models learned on distributed clients to obtain a new more general "average" model (FedAvg). The…

Machine Learning · Statistics 2022-07-20 Adnan Ben Mansour , Gaia Carenini , Alexandre Duplessis , David Naccache

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

In compositional data, an observation is a vector with non-negative components which sum to a constant, typically 1. Data of this type arise in many areas, such as geology, archaeology, biology, economics and political science amongst…

Methodology · Statistics 2015-11-25 Michail Tsagris

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

We show that combining human prior knowledge with end-to-end learning can improve the robustness of deep neural networks by introducing a part-based model for object classification. We believe that the richer form of annotation helps guide…

Computer Vision and Pattern Recognition · Computer Science 2023-03-10 Chawin Sitawarin , Kornrapat Pongmala , Yizheng Chen , Nicholas Carlini , David Wagner

In this paper, we study an additive model where the response variable is Hilbert-space-valued and predictors are multivariate Euclidean, and both are possibly imperfectly observed. Considering Hilbert-space-valued responses allows to cover…

Statistics Theory · Mathematics 2022-12-13 Jeong Min Jeon , Germain Van Bever