Related papers: Maximum Entropy Vector Kernels for MIMO system ide…

We propose a kernel-based nonparametric framework for mean-variance optimization that enables inference on economically motivated shape constraints in finance, including positivity, monotonicity, and convexity. Many central hypotheses in…

This paper addresses the critical challenge of estimating the reliability of an Electric Vehicle (EV) charging systems when facing risks such as overheating, unpredictable, weather, and cyberattacks. Traditional methods for predicting…

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

The use of kernels for nonlinear prediction is widespread in machine learning. They have been popularized in support vector machines and used in kernel ridge regression, amongst others. Kernel methods share three aspects. First, instead of…

We extend approximate next-to-next-to-leading order results for top-pair production to include the semi-leptonic decays of top quarks in the narrow-width approximation. The new hard-scattering kernels are implemented in a fully differential…

Inferring a quantum system from incomplete information is a common problem in many aspects of quantum information science and applications, where the principle of maximum entropy (MaxEnt) plays an important role. The quantum state…

We consider the problem of identifying a maximum clique in a given graph. We have proposed a mathematical model for this problem. The model resembles the matrix decomposition of the adjacency matrix of a given graph. The objective function…

This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

The most efficient algorithms for finding maximum independent sets in both theory and practice use reduction rules to obtain a much smaller problem instance called a kernel. The kernel can then be solved quickly using exact or heuristic…

We present a meshfree method for the curvature estimation of membrane networks based on the Local Maximum Entropy approach recently presented in (Arroyo and Ortiz, 2006). A continuum regularization of the network is carried out by balancing…

It is a challenging problem that solving the \textit{multivariate linear model} (MLM) $\mathbf{A}\mathbf{x}=\mathbf{b}$ with the $\ell_1 $-norm approximation method such that $||\mathbf{A}\mathbf{x}-\mathbf{b}||_1$, the $\ell_1$-norm of the…

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Modal linear regression (MLR) is a method for obtaining a conditional mode predictor as a linear model. We study kernel selection for MLR from two perspectives: "which kernel achieves smaller error?" and "which kernel is computationally…

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for…

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…

We study high-dimensional estimators with the trimmed $\ell_1$ penalty, which leaves the $h$ largest parameter entries penalty-free. While optimization techniques for this nonconvex penalty have been studied, the statistical properties have…

We investigate the problem of best policy identification in discounted linear Markov Decision Processes in the fixed confidence setting under a generative model. We first derive an instance-specific lower bound on the expected number of…

This work presents a machine learning approach based on support vector machines (SVMs) for quantum entanglement detection. Particularly, we focus in bipartite systems of dimensions 3x3, 4x4, and 5x5, where the positive partial transpose…

Building highly non-linear and non-parametric models is central to several state-of-the-art machine learning systems. Kernel methods form an important class of techniques that induce a reproducing kernel Hilbert space (RKHS) for inferring…