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Stochastic optimization methods encounter new challenges in the realm of streaming, characterized by a continuous flow of large, high-dimensional data. While first-order methods, like stochastic gradient descent, are the natural choice,…

Statistics Theory · Mathematics 2024-02-02 Antoine Godichon-Baggioni , Nicklas Werge

Exactly solvable neural network models with asymmetric weights are rare, and exact solutions are available only in some mean-field approaches. In this article we find exact analytical solutions of an asymmetric spin-glass-like model of…

Neurons and Cognition · Quantitative Biology 2017-02-16 Diego Fasoli , Anna Cattani , Stefano Panzeri

Adjusting for (baseline) covariates with working regression models becomes standard practice in the analysis of randomized clinical trials (RCT). When the dimension $p$ of the covariates is large relative to the sample size $n$,…

Methodology · Statistics 2025-12-24 Yujia Gu , Lin Liu , Wei Ma

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

We show how to efficiently compute asymptotically sharp estimates of extreme event probabilities in stochastic differential equations (SDEs) with small multiplicative Brownian noise. The underlying approximation is known as sharp large…

Computation · Statistics 2026-03-16 Timo Schorlepp , Tobias Grafke

Multi-task learning enhances model generalization by jointly learning from related tasks. This paper focuses on the $\ell_{1,\infty}$-norm constrained multi-task learning problem, which promotes a shared feature representation while…

Optimization and Control · Mathematics 2025-04-22 Lanyu Lin , Yong-Jin Liu , Bo Wang , Junfeng Yang

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

This paper revisits and extends the adjoint theory for glacial isostatic adjustment (GIA) of Crawford et al. (2018). Rotational feedbacks are now incorporated, and the application of the second-order adjoint method is described for the…

Geophysics · Physics 2024-11-13 Ziheng Yu , David Al-Attar , Frank Syvret , Andrew J. Lloyd

Identifying interacting partners from two sets of protein sequences has important applications in computational biology. Interacting partners share similarities across species due to their common evolutionary history, and feature…

Biomolecules · Quantitative Biology 2024-12-31 Umberto Lupo , Damiano Sgarbossa , Martina Milighetti , Anne-Florence Bitbol

Deep neural networks for classification are vulnerable to adversarial attacks, where small perturbations to input samples lead to incorrect predictions. This susceptibility, combined with the black-box nature of such networks, limits their…

Cryptography and Security · Computer Science 2024-08-28 Dipkamal Bhusal , Md Tanvirul Alam , Monish K. Veerabhadran , Michael Clifford , Sara Rampazzi , Nidhi Rastogi

Time series classification (TSC) has emerged as a critical task in various domains, and deep neural models have shown superior performance in TSC tasks. However, these models are vulnerable to adversarial attacks, where subtle perturbations…

Machine Learning · Computer Science 2023-09-07 Chang George Dong , Liangwei Nathan Zheng , Weitong Chen , Wei Emma Zhang , Lin Yue

Remote sensing image super-resolution (SR) is a crucial task to restore high-resolution (HR) images from low-resolution (LR) observations. Recently, the Denoising Diffusion Probabilistic Model (DDPM) has shown promising performance in image…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jialu Sui , Xianping Ma , Xiaokang Zhang , Man-On Pun

Non-Gaussian Component Analysis (NGCA) is the statistical task of finding a non-Gaussian direction in a high-dimensional dataset. Specifically, given i.i.d.\ samples from a distribution $P^A_{v}$ on $\mathbb{R}^n$ that behaves like a known…

Machine Learning · Computer Science 2024-10-30 Ilias Diakonikolas , Sushrut Karmalkar , Shuo Pang , Aaron Potechin

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

This work undertakes studies to evaluate Interpretability Methods for Time-Series Deep Learning. Sensitivity analysis assesses how input changes affect the output, constituting a key component of interpretation. Among the post-hoc…

Machine Learning · Computer Science 2024-01-31 Zhengguang Wang

The density weighted average derivative (DWAD) of a regression function is a canonical parameter of interest in economics. Classical first-order large sample distribution theory for kernel-based DWAD estimators relies on tuning parameter…

Econometrics · Economics 2024-02-16 Matias D. Cattaneo , Max H. Farrell , Michael Jansson , Ricardo Masini

Learning graphical causal structures from time series data presents significant challenges, especially when the measurement frequency does not match the causal timescale of the system. This often leads to a set of equally possible…

Machine Learning · Computer Science 2025-06-12 Mohammadsajad Abavisani , Kseniya Solovyeva , David Danks , Vince Calhoun , Sergey Plis

Sensitivity analysis (SA) has much to offer for a very large class of applications, such as model selection, calibration, optimization, quality assurance and many others. Sensitivity analysis offers crucial contextual information regarding…

Stochastic Approximation (SA) is a classical algorithm that has had since the early days a huge impact on signal processing, and nowadays on machine learning, due to the necessity to deal with a large amount of data observed with…

Optimization and Control · Mathematics 2023-07-18 Aymeric Dieuleveut , Gersende Fort , Eric Moulines , Hoi-To Wai

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo