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The present paper implements a complex analytic method to recover the spectrum of a matrix perturbed by either the addition or the multiplication of a random matrix noise, under the assumption that the distribution of the noise is unitarily…

Probability · Mathematics 2020-11-25 Pierre Tarrago

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

Approximate Bayesian Computation is a family of likelihood-free inference techniques that are well-suited to models defined in terms of a stochastic generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds by computing…

Computation · Statistics 2010-07-28 Michael Blum

A method for correcting smearing effects using machine learning technique is presented. Compared to the standard deconvolution approaches in high energy particle physics, the method can use more than one reconstructed variable to predict…

Data Analysis, Statistics and Probability · Physics 2020-01-30 Bora Işıldak , Alper Hayreter , Aidan R. Wiederhold

Dempster-Shafer Theory (DST) generalizes Bayesian probability theory, offering useful additional information, but suffers from a high computational burden. A lot of work has been done to reduce the complexity of computations used in…

Artificial Intelligence · Computer Science 2021-07-15 Maxime Chaveroche , Franck Davoine , Véronique Cherfaoui

In this paper we address smoothing-that is, optimisation-based-estimation techniques for localisation problems in the case where motion sensors are very accurate. Our mathematical analysis focuses on the difficult limit case where motion…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Paul Chauchat , Silvere Bonnabel , Axel Barrau

This paper is concerned with the detection of multiple change-points in the joint distribution of independent categorical variables. The procedures introduced rely on model selection and are based on a penalized least-squares criterion.…

Statistics Theory · Mathematics 2008-01-08 Nathalie Akakpo

Unfolding, in the context of high-energy particle physics, refers to the process of removing detector distortions in experimental data. The resulting unfolded measurements are straightforward to use for direct comparisons between…

This paper considers the problem of adaptive estimation of a non-homogeneous intensity function from the observation of n independent Poisson processes having a common intensity that is randomly shifted for each observed trajectory. We show…

Statistics Theory · Mathematics 2011-05-20 Jérémie Bigot , Sébastien Gadat , Thierry Klein , Clément Marteau

We consider testing statistical hypotheses about densities of signals in deconvolution models. A new approach to this problem is proposed. We constructed score tests for the deconvolution with the known noise density and efficient score…

Statistics Theory · Mathematics 2013-12-02 Mikhail Langovoy

In a circular deconvolution model we consider the fully data driven density estimation of a circular random variable where the density of the additive independent measurement error is unknown. We have at hand two independent iid samples,…

Statistics Theory · Mathematics 2021-02-02 Jan Johannes , Xavier Loizeau

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

Optimization and Control · Mathematics 2018-05-01 James V. Burke , Frank E. Curtis , Adrian S. Lewis , Michael L. Overton , Lucas E. A. Simões

In this work, we propose a two-stage algorithm based on Bayesian modeling and computation aiming at quantifying analyte concentrations or quantities in complex mixtures with Raman spectroscopy. A hierarchical Bayesian model is built for…

Applications · Statistics 2018-05-22 Ningren Han , Rajeev J. Ram

Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational time or degeneracy. We propose in this paper a way to improve…

Methodology · Statistics 2011-07-28 Cyrille Dubarry , Randal Douc

The development of modern technology has enabled data collection of unprecedented size, which poses new challenges to many statistical estimation and inference problems. This paper studies the maximum score estimator of a semi-parametric…

Statistics Theory · Mathematics 2025-02-25 Xi Chen , Wenbo Jing , Weidong Liu , Yichen Zhang

We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over some random variable or a finite sum. We propose a stochastic…

Optimization and Control · Mathematics 2019-06-26 Junyu Zhang , Lin Xiao

A new technique is presented for producing images from interferometric data. The method, ``smear fitting'', makes the constraints necessary for interferometric imaging double as a model, with uncertainties, of the sky brightness…

Astrophysics · Physics 2009-11-11 Robert I. Reid

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…

Optimization and Control · Mathematics 2024-02-06 Fangzhao Zhang , Mert Pilanci

Bolton and Schlegel presented a promising deconvolution method to extract 1D spectra from a 2D optical fiber spectral CCD image. The method could eliminate the PSF difference between fibers, extract spectra to the photo noise level, as well…

Instrumentation and Methods for Astrophysics · Physics 2015-06-24 Guangwei Li , Haotong Zhang , Zhongrui Bai

We propose new local error estimators for splitting and composition methods. They are based on the construction of lower order schemes obtained at each step as a linear combination of the intermediate stages of the integrator, so that the…

Numerical Analysis · Mathematics 2019-10-29 Sergio Blanes , Fernando Casas , Mechthild Thalhammer
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