English
Related papers

Related papers: An Oracle Inequality for Quasi-Bayesian Non-Negati…

200 papers

We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we…

Machine Learning · Statistics 2012-08-02 Alekh Agarwal , Peter L. Bartlett , John C. Duchi

Frequently, the burgeoning field of black-box optimization encounters challenges due to a limited understanding of the mechanisms of the objective function. To address such problems, in this work we focus on the deterministic concept of…

Optimization and Control · Mathematics 2024-12-30 Aleksandr Lobanov , Alexander Gasnikov , Andrei Krasnov

Rating aggregation plays a crucial role in various fields, such as product recommendations, hotel rankings, and teaching evaluations. However, traditional averaging methods can be affected by participation bias, where some raters do not…

Machine Learning · Computer Science 2025-02-07 Yongkang Guo , Yuqing Kong , Jialiang Liu

The oracle property of model selection procedures has attracted a large volume of favorable publications in the literature, but also faced criticisms of being ineffective and misleading in applications. In this paper, we introduce a class…

Statistics Theory · Mathematics 2018-07-12 Xianyi Wu , Xian Zhou

We present an oracle factorisation algorithm which finds a nontrivial factor of almost all positive integers $n$ based on the knowledge of the number of points on certain elliptic curves in residue rings modulo $n$.

Number Theory · Mathematics 2023-01-27 Andrzej Dąbrowski , Jacek Pomykała , Igor E. Shparlinski

We derive approximation algorithms for the nonnegative matrix factorization problem, i.e. the problem of factorizing a matrix as the product of two matrices with nonnegative coefficients. We form convex approximations of this problem which…

Optimization and Control · Mathematics 2012-07-03 Vijay Krishnamurthy , Alexandre d'Aspremont

We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators such as least squares, ridge and robust least squares…

Statistics Theory · Mathematics 2013-11-13 Dong Dai , Philippe Rigollet , Lucy Xia , Tong Zhang

In this paper, we study the distributed optimization problem using approximate first-order information. We suppose the agent can repeatedly call an inexact first-order oracle of each individual objective function and exchange information…

Optimization and Control · Mathematics 2022-08-26 Kui Zhu , Yichen Zhang , Yutao Tang

It is an established fact that for many of the interesting problems quantum algorithms based on queries of the standard oracle bring no significant improvement in comparison to known classical algorithms. It is conceivable that there are…

Quantum Physics · Physics 2007-05-23 Alp Atici

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

This paper provides a theoretical explanation on the clustering aspect of nonnegative matrix factorization (NMF). We prove that even without imposing orthogonality nor sparsity constraint on the basis and/or coefficient matrix, NMF still…

Machine Learning · Computer Science 2010-06-15 Andri Mirzal , Masashi Furukawa

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

Machine Learning · Statistics 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for…

Machine Learning · Statistics 2019-12-02 Q. A. Meertens , C. G. H. Diks , H. J. van den Herik , F W Takes

We define and study a new type of quantum oracle, the quantum conditional oracle, which provides oracle access to the conditional probabilities associated with an underlying distribution. Amongst other properties, we (a) obtain speed-ups…

Quantum Physics · Physics 2016-09-07 Imdad S. B. Sardharwalla , Sergii Strelchuk , Richard Jozsa

We prove oracle inequalities for a penalized log-likelihood criterion that hold even if the data are not independent and not stationary, based on a martingale approach. The assumptions are checked for various contexts: density estimation…

Statistics Theory · Mathematics 2024-05-20 Julien Aubert , Luc Lehéricy , Patricia Reynaud-Bouret

We study various constraints and conditions on the true coefficient vector and on the design matrix to establish non-asymptotic oracle inequalities for the prediction error, estimation accuracy and variable selection for the Lasso estimator…

Statistics Theory · Mathematics 2018-06-15 Niharika Gauraha

Pairwise "same-cluster" queries are one of the most widely used forms of supervision in semi-supervised clustering. However, it is impractical to ask human oracles to answer every query correctly. In this paper, we study the influence of…

Machine Learning · Statistics 2017-11-21 Taewan Kim , Joydeep Ghosh

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive…

Optimization and Control · Mathematics 2018-11-06 Sander Gribling , David de Laat , Monique Laurent

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker