Related papers: A moment-matching Ferguson and Klass algorithm
Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…
The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original…
There has been increasing interest in building deep hierarchy-aware classifiers that aim to quantify and reduce the severity of mistakes, and not just reduce the number of errors. The idea is to exploit the label hierarchy (e.g., the…
Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…
It has been recently shown that probabilistic protocols based on postselection boost the performances of phase estimation and the replication of quantum clocks. Here we demonstrate that the improvements in these two tasks have to match…
We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Random Features (MRFs) leverages discretization of the manifold…
The theoretical foundation of quantum sensing is rooted in the Cram\'er-Rao formalism, which establishes quantitative precision bounds for a given quantum probe. In many practical scenarios, where more than one parameter is unknown, the…
The approximation ratio has become one of the dominant measures in mechanism design problems. In light of analysis of algorithms, we define the \emph{smoothed approximation ratio} to compare the performance of the optimal mechanism and a…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
Model reduction is a powerful tool in dealing with numerical simulation of large scale dynamic systems for studying complex physical systems. Two major types of model reduction methods for linear time-invariant dynamic systems are Krylov…
Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates under variance reduction. So far, quasi-random sampling for…
Bayesian inference is a widely used technique for real-time characterization of quantum systems. It excels in experimental characterization in the low data regime, and when the measurements have degrees of freedom. A decisive factor for its…
Reconstructing a signal from squared linear (rank-one quadratic) measurements is a challenging problem with important applications in optics and imaging, where it is known as phase retrieval. This paper proposes two new phase retrieval…
Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…
Simulating crowds requires controlling a very large number of trajectories and is usually performed using crowd motion algorithms for which appropriate parameter values need to be found. The study of the relation between parametric values…
The circumcentered-reflection method (CRM) has been recently proposed as a methodology for accelerating several algorithms for solving the Convex Feasibility Problem (CFP), equivalent to finding a common fixed-point of the orthogonal…
Conformal prediction (CP) is a distribution-free framework for achieving probabilistic guarantees on black-box models. CP is generally applied to a model post-training. Recent research efforts, on the other hand, have focused on optimizing…
Many exact Markov chain Monte Carlo algorithms have been developed for posterior inference in Bayesian nonparametric models which involve infinite-dimensional priors. However, these methods are not generic and special methodology must be…