Related papers: Learning the intensity of time events with change-…
We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…
We consider the task of learning individual-specific intensities of counting processes from a set of static variables and irregularly sampled time series. We introduce a novel modelization approach in which the intensity is the solution to…
Intensity inhomogeneities in images constitute a considerable challenge in image segmentation. In this paper we propose a novel biconvex variational model to tackle this task. We combine a total variation approach for multi class…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
Image segmentation is an important task in the domain of computer vision and medical imaging. In natural and medical images, intensity inhomogeneity, i.e. the varying image intensity, occurs often and it poses considerable challenges for…
We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…
We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
In the domain of time series analysis, particularly in event detection tasks, current methodologies predominantly rely on segmentation-based approaches, which predict the class label for each individual timesteps and use the changepoints of…
We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the…
This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…
We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…
We study the statistical-computational trade-offs for learning with exact invariances (or symmetries) using kernel regression. Traditional methods, such as data augmentation, group averaging, canonicalization, and frame-averaging, either…
Intensity control is a class of continuous-time dynamic optimization problems with many important applications in Operations Research including queueing and revenue management. In this study, we propose a practical continuous-time…
We study the nonparametric change point estimation for common changes in the means of panel data. The consistency of estimates is investigated when the number of panels tends to infinity but the sample size remains finite. Our focus is on…
Recent studies indicate that deep neural networks degrade in generalization performance under noisy supervision. Existing methods focus on isolating clean subsets or correcting noisy labels, facing limitations such as high computational…
Intensity estimation for Poisson processes is a classical problem and has been extensively studied over the past few decades. Practical observations, however, often contain compositional noise, i.e. a nonlinear shift along the time axis,…
Pruning the weights of neural networks is an effective and widely-used technique for reducing model size and inference complexity. We develop and test a novel method based on compressed sensing which combines the pruning and training into a…