Related papers: Efficient Calibration for Imperfect Computer Model…
We introduce a new method to reconstruct unknown quantum states out of incomplete and noisy information. The method is a linear convex optimization problem, therefore with a unique minimum, which can be efficiently solved with Semidefinite…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
Ordinary Differential Equations are a simple but powerful framework for modeling complex systems. Parameter estimation from times series can be done by Nonlinear Least Squares (or other classical approaches), but this can give…
Elastomeric mechanical metamaterials exhibit unconventional behaviour, emerging from their microstructures often deforming in a highly nonlinear and unstable manner. Such microstructural pattern transformations lead to non-local behaviour…
Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…
In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…
We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…
Several powerful machines, such as the D-Wave 2000Q, dedicated to solving combinatorial optimization problems through the Ising-model formulation have been developed. To input problems into the machines, the unknown parameters on the Ising…
Solving semiparametric models can be computationally challenging because the dimension of parameter space may grow large with increasing sample size. Classical Newton's method becomes quite slow and unstable with intensive calculation of…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
Adequacy for estimation between an inferential method and a model can be de{\ldots}ned through two main requirements: {\ldots}rstly the inferential tool should de{\ldots}ne a well posed problem when applied to the model; secondly the…
The total least squares~(TLS) method is widely used in data-fitting. Compared with the least squares fitting method, the TLS fitting takes into account not only observation errors, but also errors from the measurement matrix of the…
The calibration of (low-cost) inertial sensors has become increasingly important over the past years since their use has grown exponentially in many applications going from unmanned aerial vehicle navigation to 3D-animation. However, this…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
The recent years have given rise to a large number of techniques for "looking around corners", i.e., for reconstructing occluded objects from time-resolved measurements of indirect light reflections off a wall. While the direct view of…
On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…
Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…