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Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

Solving inverse problems is a fundamental component of science, engineering and mathematics. With the advent of deep learning, deep neural networks have significant potential to outperform existing state-of-the-art, model-based methods for…

Machine Learning · Computer Science 2022-12-22 Maksym Neyra-Nesterenko , Ben Adcock

Deep Operator Networks (DeepOnets) have revolutionized the domain of scientific machine learning for the solution of the inverse problem for dynamical systems. However, their implementation necessitates optimizing a high-dimensional space…

Machine Learning · Computer Science 2024-11-05 Gianluca Fabiani , Ioannis G. Kevrekidis , Constantinos Siettos , Athanasios N. Yannacopoulos

Data-driven models accurately perform early battery prognosis to prevent equipment failure and further safety hazards. Most existing machine learning (ML) models work in offline mode which must consider their retraining post-deployment…

Machine Learning · Computer Science 2025-09-22 Jonathan Adam Rico , Nagarajan Raghavan , Senthilnath Jayavelu

We propose SutraNets, a novel method for neural probabilistic forecasting of long-sequence time series. SutraNets use an autoregressive generative model to factorize the likelihood of long sequences into products of conditional…

Machine Learning · Computer Science 2023-12-25 Shane Bergsma , Timothy Zeyl , Lei Guo

In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…

Information Theory · Computer Science 2022-01-13 Xiao Lv , Wei Cui , Yulong Liu

Inverse problems exist in a wide variety of physical domains from aerospace engineering to medical imaging. The goal is to infer the underlying state from a set of observations. When the forward model that produced the observations is…

Machine Learning · Computer Science 2023-01-06 Chelsea Sidrane , Sydney Katz , Anthony Corso , Mykel J. Kochenderfer

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

Computation · Statistics 2017-07-28 Tomer Lancewicki

The goal of this thesis is to improve our understanding of the internal mechanisms by which deep artificial neural networks create meaningful representations and are able to generalize. We focus on the challenge of characterizing the…

Machine Learning · Computer Science 2025-10-29 Diego Doimo

We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…

Statistics Theory · Mathematics 2016-11-21 Ashwini Maurya

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Rebecca S Stone , Nishant Ravikumar , Andrew J Bulpitt , David C Hogg

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in…

Methodology · Statistics 2025-04-08 Kwangho Kim

This paper introduces a consistent estimator and rate of convergence for the precision matrix of asset returns in large portfolios using a non-linear factor model within the deep learning framework. Our estimator remains valid even in low…

Machine Learning · Statistics 2023-08-30 Mehmet Caner , Maurizio Daniele

Traditional algorithms for compressive sensing recovery are computationally expensive and are ineffective at low measurement rates. In this work, we propose a data driven non-iterative algorithm to overcome the shortcomings of earlier…

Computer Vision and Pattern Recognition · Computer Science 2017-08-18 Suhas Lohit , Kuldeep Kulkarni , Ronan Kerviche , Pavan Turaga , Amit Ashok

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

In this letter, we propose HV-Net, a new method for hypervolume approximation in evolutionary multi-objective optimization. The basic idea of HV-Net is to use DeepSets, a deep neural network with permutation invariant property, to…

Neural and Evolutionary Computing · Computer Science 2022-03-07 Ke Shang , Weiyu Chen , Weiduo Liao , Hisao Ishibuchi

Motivated by the need to identify erroneous disparity assignments, various approaches for uncertainty and confidence estimation of dense stereo matching have been presented in recent years. As in many other fields, especially deep learning…

Computer Vision and Pattern Recognition · Computer Science 2020-02-11 Max Mehltretter

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin
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