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A reinforcement-learning-based non-uniform compressed sensing (NCS) framework for time-varying signals is introduced. The proposed scheme, referred to as RL-NCS, aims to boost the performance of signal recovery through an optimal and…
Autoregressive models are ubiquitous tools for the analysis of time series in many domains such as computational neuroscience and biomedical engineering. In these domains, data is, for example, collected from measurements of brain activity.…
Donoho and Stark have shown that a precise deterministic recovery of missing information contained in a time interval shorter than the time-frequency uncertainty limit is possible. We analyze this signal recovery mechanism from a physics…
We consider the problem of off-policy evaluation for reinforcement learning, where the goal is to estimate the expected reward of a target policy $\pi$ using offline data collected by running a logging policy $\mu$. Standard…
The functional autoregressive model is a Markov model taylored for data of functional nature. It revealed fruitful when attempting to model samples of dependent random curves and has been widely studied along the past few years. This…
We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…
Inverse problems are fundamental to science and engineering, where the goal is to infer an underlying signal or state from incomplete or noisy measurements. Recent approaches employ diffusion models as powerful implicit priors for such…
We study the discrete time risk process modelled by the skip-free random walk and we derive the results connected to the ruin probability, such as crossing the fixed level, for this kind of process. We use the method relying on the…
In this paper, we study the problem of matrix recovery, which aims to restore a target matrix of authentic samples from grossly corrupted observations. Most of the existing methods, such as the well-known Robust Principal Component Analysis…
This paper proposes a self-supervised objective for learning representations that localize objects under occlusion - a property known as object permanence. A central question is the choice of learning signal in cases of total occlusion.…
We introduce REPRISE, a REtrospective and PRospective Inference SchEme, which learns temporal event-predictive models of dynamical systems. REPRISE infers the unobservable contextual event state and accompanying temporal predictive models…
Inverse reinforcement learning (IRL) for linear systems seeks a cost function whose optimal controller reproduces an expert policy from data. Existing data-driven methods for discrete-time linear systems are largely built on iterative…
In risk-averse reinforcement learning (RL), the goal is to optimize some risk measure of the returns. A risk measure often focuses on the worst returns out of the agent's experience. As a result, standard methods for risk-averse RL often…
Retrospective causal questions ask what would have happened to an observed individual had they received a different treatment. We study the problem of estimating $\mu(x,y)=\mathbb{E}[Y(1)\mid X=x,Y(0)=y]$, the expected counterfactual…
Reinforcement Learning Algorithms are predominantly developed for stationary environments, and the limited literature that considers nonstationary environments often involves specific assumptions about changes that can occur in transition…
Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…
The problem of multiple sensors simultaneously acquiring measurements of a single object can be found in many applications. In this paper, we present the optimal recovery guarantees for the recovery of compressible signals from multi-sensor…
This work studies discrete-time discounted Markov decision processes with continuous state and action spaces and addresses the inverse problem of inferring a cost function from observed optimal behavior. We first consider the case in which…
This paper generalizes results concerning strong convexity of two-stage mean-risk models with linear recourse to distortion risk measures. Introducing the concept of (restricted) partial strong convexity, we conduct an in-depth analysis of…
We consider a control problem for a finite-state Markov system whose performance is evaluated by a coherent Markov risk measure. For each policy, the risk of a state is approximated by a function of its features, thus leading to a…