Related papers: Multiple-Instance Learning: Radon-Nikodym Approach…
Problems with dominant advection, discontinuities, travelling features, or shape variations are widespread in computational mechanics. However, classical linear model reduction and interpolation methods typically fail to reproduce even…
Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…
Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…
This paper provides a comprehensive error analysis of learning with vector-valued random features (RF). The theory is developed for RF ridge regression in a fully general infinite-dimensional input-output setting, but nonetheless applies to…
Recently there have been increasing interests in learning and inference with implicit distributions (i.e., distributions without tractable densities). To this end, we develop a gradient estimator for implicit distributions based on Stein's…
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…
We consider a minimax problem motivated by distributionally robust optimization (DRO) when the worst-case distribution is continuous, leading to significant computational challenges due to the infinite-dimensional nature of the optimization…
Histogram-valued variables are a particular kind of variables studied in Symbolic Data Analysis where to each entity under analysis corresponds a distribution that may be represented by a histogram or by a quantile function. Linear…
Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…
Distribution data refers to a data set where each sample is represented as a probability distribution, a subject area receiving burgeoning interest in the field of statistics. Although several studies have developed…
Nearest neighbor is a popular nonparametric method for classification and regression with many appealing properties. In the big data era, the sheer volume and spatial/temporal disparity of big data may prohibit centrally processing and…
This paper studies transfer learning for ridge-regularized robust linear regression in the moderate-dimensional regime, where the number of predictors is of the same order as the sample size and the regression coefficients are not assumed…
We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…
A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…
We propose a class of Item Response Theory models for items with ordinal polytomous responses, which extends an existing class of multidimensional models for dichotomously-scored items measuring more than one latent trait. In the proposed…
The aim of this research is to reconstruct the 3D X-ray refractive index gradient maps by the proposed vector Radon transform and its inverse, assuming that the small-angle deviation condition is met. Theoretical analyses show that the…
Many practical applications of reinforcement learning require agents to learn from sparse and delayed rewards. It challenges the ability of agents to attribute their actions to future outcomes. In this paper, we consider the problem…
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…
Distributional reinforcement learning (RL) -- in which agents learn about all the possible long-term consequences of their actions, and not just the expected value -- is of great recent interest. One of the most important affordances of a…