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We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…
In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…
We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…
Density-based clustering methodology has been widely considered in the statistical literature for classifying Euclidean observations. However, this approach has not been contemplated for directional data yet. In this work, directional…
We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…
Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…
A data depth measures the centrality of a point with respect to an empirical distribution. Postulates are formulated, which a depth for functional data should satisfy, and a general approach is proposed to construct multivariate data depths…
We begin with pervasive ultrametricity due to high dimensionality and/or spatial sparsity. How extent or degree of ultrametricity can be quantified leads us to the discussion of varied practical cases when ultrametricity can be partially or…
This article conducts a large dimensional study of a simple yet quite versatile classification model, encompassing at once multi-task and semi-supervised learning, and taking into account uncertain labeling. Using tools from random matrix…
We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…
This paper explores semi-supervised anomaly detection, a more practical setting for anomaly detection where a small additional set of labeled samples are provided. We propose a new KL-divergence based objective function for semi-supervised…
This paper addresses problems in functional metric geometry that arise in the study of data such as signals recorded on geometric domains or on the nodes of weighted networks. Datasets comprising such objects arise in many domains of…
We introduce a neural implicit framework that exploits the differentiable properties of neural networks and the discrete geometry of point-sampled surfaces to approximate them as the level sets of neural implicit functions. To train a…
The applications of traditional statistical feature selection methods to high-dimension, low sample-size data often struggle and encounter challenging problems, such as overfitting, curse of dimensionality, computational infeasibility, and…
We investigate the approximation of high-dimensional target measures as low-dimensional updates of a dominating reference measure. This approximation class replaces the associated density with the composition of: (i) a feature map that…
Many approaches in the field of machine learning and data analysis rely on the assumption that the observed data lies on lower-dimensional manifolds. This assumption has been verified empirically for many real data sets. To make use of this…
Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…
The focus of this thesis is the construction and analysis of efficient representations in nonlinear signal processing, and the applications of these structures to inverse problems in a variety of fields. The work is composed of three major…
The main focus of this work is on providing a formal definition of statistical depth for functional data on the basis of six properties, recognising topological features such as continuity, smoothness and contiguity. Amongst our depth…