Related papers: Divide and Conquer in Non-standard Problems and th…
As a competitive alternative to least squares regression, quantile regression is popular in analyzing heterogenous data. For quantile regression model specified for one single quantile level $\tau$, major difficulties of semiparametric…
Spectral clustering is one of the most popular clustering methods. However, how to balance the efficiency and effectiveness of the large-scale spectral clustering with limited computing resources has not been properly solved for a long…
Reconstruction-based methods play an important role in unsupervised anomaly detection in images. Ideally, we expect a perfect reconstruction for normal samples and poor reconstruction for abnormal samples. Since the generalizability of deep…
Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…
Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…
The rapid emergence of massive datasets in various fields poses a serious challenge to traditional statistical methods. Meanwhile, it provides opportunities for researchers to develop novel algorithms. Inspired by the idea of…
I study the estimation of semiparametric monotone index models in the scenario where the number of observation points $n$ is extremely large and conventional approaches fail to work due to heavy computational burdens. Motivated by the…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
To tackle massive data, subsampling is a practical approach to select the more informative data points. However, when responses are expensive to measure, developing efficient subsampling schemes is challenging, and an optimal sampling…
The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
In this paper, we consider the problem of distributed optimisation of a separable convex cost function over a graph, where every edge and node in the graph could carry both linear equality and/or inequality constraints. We show how to…
The problem of regression extrapolation, or out-of-distribution generalization, arises when predictions are required at test points outside the range of the training data. In such cases, the non-parametric guarantees for regression methods…
The issues of bias-correction and robustness are crucial in the strategy of divide-and-conquer (DC), especially for asymmetric nonparametric models with massive data. It is known that quantile-based methods can achieve the robustness, but…
Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…
For a given target density, there exist an infinite number of diffusion processes which are ergodic with respect to this density. As observed in a number of papers, samplers based on nonreversible diffusion processes can significantly…
In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…
We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…