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Generating high quality uncertainty estimates for sequential regression, particularly deep recurrent networks, remains a challenging and open problem. Existing approaches often make restrictive assumptions (such as stationarity) yet still…

Machine Learning · Computer Science 2021-07-26 Jiri Navratil , Matthew Arnold , Benjamin Elder

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…

Machine Learning · Statistics 2021-11-08 Dimitris Bertsimas , Jourdain Lamperski , Jean Pauphilet

This paper tackles the unsupervised depth estimation task in indoor environments. The task is extremely challenging because of the vast areas of non-texture regions in these scenes. These areas could overwhelm the optimization process in…

Computer Vision and Pattern Recognition · Computer Science 2020-07-16 Zehao Yu , Lei Jin , Shenghua Gao

The extremes of lighting (e.g. too much or too little light) usually cause many troubles for machine and human vision. Many recent works have mainly focused on under-exposure cases where images are often captured in low-light conditions…

Computer Vision and Pattern Recognition · Computer Science 2022-10-04 Hue Nguyen , Diep Tran , Khoi Nguyen , Rang Nguyen

In standard neural networks the amount of computation used grows with the size of the inputs, but not with the complexity of the problem being learnt. To overcome this limitation we introduce PonderNet, a new algorithm that learns to adapt…

Machine Learning · Computer Science 2021-09-03 Andrea Banino , Jan Balaguer , Charles Blundell

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Given a full rank matrix $X$ with more columns than rows, consider the task of estimating the pseudo inverse $X^+$ based on the pseudo inverse of a sampled subset of columns (of size at least the number of rows). We show that this is…

Machine Learning · Computer Science 2018-06-07 Michał Dereziński , Manfred K. Warmuth

Models are often given in terms of differential equations to represent physical systems. In the presence of uncertainty, accurate prediction of the behavior of these systems using the models requires understanding the effect of uncertainty…

Computational Physics · Physics 2020-08-12 Subhayan De

When a posterior peaks in unexpected regions of parameter space, new physics has either been discovered, or a bias has not been identified yet. To tell these two cases apart is of paramount importance. We therefore present a method to…

Cosmology and Nongalactic Astrophysics · Physics 2019-09-04 Elena Sellentin , Jean-Luc Starck

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

This manuscript presents an approach to perform generalized linear regression with multiple high dimensional covariance matrices as the outcome. Model parameters are proposed to be estimated by maximizing a pseudo-likelihood. When the data…

Methodology · Statistics 2020-07-28 Yi Zhao , Brian S. Caffo , Xi Luo

Turning pass-through network architectures into iterative ones, which use their own output as input, is a well-known approach for boosting performance. In this paper, we argue that such architectures offer an additional benefit: The…

Artificial Intelligence · Computer Science 2025-05-27 Nikita Durasov , Doruk Oner , Jonathan Donier , Hieu Le , Pascal Fua

Discrete choice models are fundamental tools in management science, economics, and marketing for understanding and predicting decision-making. Logit-based models are dominant in applied work, largely due to their convenient closed-form…

Methodology · Statistics 2026-04-06 Easton Huch , Michael Keane

A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated…

Computation · Statistics 2019-11-21 Xuejun Yu , David J. Nott , Minh-Ngoc Tran , Nadja Klein

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

We consider applying stochastic approximation (SA) methods to solve nonsmooth variational inclusion problems. Existing studies have shown that the averaged iterates of SA methods exhibit asymptotic normality, with an optimal limiting…

Machine Learning · Statistics 2025-08-13 Liwei Jiang , Abhishek Roy , Krishna Balasubramanian , Damek Davis , Dmitriy Drusvyatskiy , Sen Na

Incorporating prior knowledge or specifications of input-output relationships into machine learning models has attracted significant attention, as it enhances generalization from limited data and yields conforming outputs. However, most…

Machine Learning · Computer Science 2025-10-21 Youngjae Min , Navid Azizan

Reliable and stable 6D pose estimation of uncooperative space objects plays an essential role in on-orbit servicing and debris removal missions. Considering that the pose estimator is sensitive to background interference, this paper…

Computer Vision and Pattern Recognition · Computer Science 2022-07-19 Shunli Wang , Shuaibing Wang , Bo Jiao , Dingkang Yang , Liuzhen Su , Peng Zhai , Chixiao Chen , Lihua Zhang

Consider observing an undirected network that is `noisy' in the sense that there are Type I and Type II errors in the observation of edges. Such errors can arise, for example, in the context of inferring gene regulatory networks in genomics…

Machine Learning · Statistics 2014-01-03 Prakash Balachandran , Edoardo Airoldi , Eric Kolaczyk

The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…

Machine Learning · Statistics 2021-06-23 Wanrong Zhu , Xi Chen , Wei Biao Wu
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