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Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…

Methodology · Statistics 2026-03-10 Tommaso Lando , Paulo Eduardo Oliveira

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…

Machine Learning · Computer Science 2024-07-17 Roberto Esposito , Mattia Cerrato , Marco Locatelli

A common problem in machine learning is to rank a set of n items based on pairwise comparisons. Here ranking refers to partitioning the items into sets of pre-specified sizes according to their scores, which includes identification of the…

Machine Learning · Computer Science 2018-01-08 Reinhard Heckel , Max Simchowitz , Kannan Ramchandran , Martin J. Wainwright

The graphical representation of the correlation matrix by means of different multivariate statistical methods is reviewed, a comparison of the different procedures is presented with the use of an example data set, and an improved…

Computation · Statistics 2024-01-24 Jan Graffelman , Jan de Leeuw

Estimating missing judgements is a key component in many multi-criteria decision making techniques, especially in the Analytic Hierarchy Process. Inspired by the Koczkodaj inconsistency index and a widely used solution concept of…

Optimization and Control · Mathematics 2024-01-19 Kolos Csaba Ágoston , László Csató

We consider the predictive problem of supervised ranking, where the task is to rank sets of candidate items returned in response to queries. Although there exist statistical procedures that come with guarantees of consistency in this…

Statistics Theory · Mathematics 2013-11-27 John C. Duchi , Lester Mackey , Michael I. Jordan

Efficiency is a core concept of multi-objective optimization problems and multi-attribute decision making. In the case of pairwise comparison matrices a weight vector is called efficient if the approximations of the elements of the pairwise…

Optimization and Control · Mathematics 2018-09-12 Kristóf Ábele-Nagy , Sándor Bozóki , Örs Rebák

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Statistics Theory · Mathematics 2019-09-04 Toby Kenney

Low-rank matrix completion is an important problem with extensive real-world applications. When observations are uniformly sampled from the underlying matrix entries, existing methods all require the matrix to be incoherent. This paper…

Machine Learning · Computer Science 2015-02-11 Shusen Wang , Tong Zhang , Zhihua Zhang

We consider the problem of reconstructing a low rank matrix from a subset of its entries and analyze two variants of the so-called Alternating Minimization algorithm, which has been proposed in the past. We establish that when the…

Machine Learning · Statistics 2016-09-21 David Gamarnik , Sidhant Misra

Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…

Optimization and Control · Mathematics 2016-05-23 Dan Garber , Ofer Meshi

In this paper, we study the linear transformation model in the most general setup. This model includes many important and popular models in statistics and econometrics as special cases. Although it has been studied for many years, the…

Methodology · Statistics 2021-03-26 Tao Yu , Pengfei Li , Baojiang Chen , Ao Yuan , Jing Qin

Comparing alternatives in pairs is a very well known technique of ranking creation. The answer to how reliable and trustworthy ranking is depends on the inconsistency of the data from which it was created. There are many indices used for…

Discrete Mathematics · Computer Science 2020-01-28 Konrad Kułakowski , Dawid Talaga

Given a set of alternatives to be ranked, and some pairwise comparison data, ranking is a least squares computation on a graph. The vertices are the alternatives, and the edge values comprise the comparison data. The basic idea is very…

Numerical Analysis · Computer Science 2011-09-07 Anil N. Hirani , Kaushik Kalyanaraman , Seth Watts

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

We present a method to linearize, without approximation, a specific class of eigenvalue problems with eigenvector nonlinearities (NEPv), where the nonlinearities are expressed by scalar functions that are defined by a quotient of linear…

Numerical Analysis · Mathematics 2021-05-24 Rob Claes , Elias Jarlebring , Karl Meerbergen , Parikshit Upadhyaya

The problem of finding the missing values of a matrix given a few of its entries, called matrix completion, has gathered a lot of attention in the recent years. Although the problem under the standard low rank assumption is NP-hard,…

Machine Learning · Computer Science 2014-12-01 Vassilis Kalofolias , Xavier Bresson , Michael Bronstein , Pierre Vandergheynst

We propose a penalized likelihood method to fit the linear discriminant analysis model when the predictor is matrix valued. We simultaneously estimate the means and the precision matrix, which we assume has a Kronecker product…

Machine Learning · Statistics 2016-10-31 Aaron J. Molstad , Adam J. Rothman

Matrix representations are a powerful tool for designing efficient algorithms for combinatorial optimization problems such as matching, and linear matroid intersection and parity. In this paper, we initiate the study of matrix…

Optimization and Control · Mathematics 2024-10-18 Taihei Oki , Tasuku Soma