Related papers: SALZA: Soft algorithmic complexity estimates for c…
Successive quadratic approximations (SQA) are numerically efficient for minimizing the sum of a smooth function and a convex function. The iteration complexity of inexact SQA methods has been analyzed recently. In this paper, we present an…
In this paper the stochastic complexity criterion is applied to estimation of the order in AR and ARMA models. The power of the criterion for short strings is illustrated by simulations. It requires an integral of the square root of Fisher…
Recent years have witnessed the rapid growth of machine learning in a wide range of fields such as image recognition, text classification, credit scoring prediction, recommendation system, etc. In spite of their great performance in…
The delta method creates more general inference results when coupled with central limit theorem results for the finite population. This opens up a range of new estimators for which we can find finite population asymptotic properties. We…
This thesis presents two similarity-based approaches to sparse data problems. The first approach is to build soft, hierarchical clusters: soft, because each event belongs to each cluster with some probability; hierarchical, because cluster…
This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p…
It is generally well understood that predictive classification and compression are intrinsically related concepts in information theory. Indeed, many deep learning methods are explained as learning a kind of compression, and that better…
This paper addresses the issues of conservativeness and computational complexity of probabilistic robustness analysis. We solve both issues by defining a new sampling strategy and robustness measure. The new measure is shown to be much less…
Parameterization and approximation are two popular ways of coping with NP-hard problems. More recently, the two have also been combined to derive many interesting results. We survey developments in the area both from the algorithmic and…
Recent developments in machine learning have introduced models that approach human performance at the cost of increased architectural complexity. Efforts to make the rationales behind the models' predictions transparent have inspired an…
Spectral clustering (SC) and graph-based semi-supervised learning (SSL) algorithms are sensitive to how graphs are constructed from data. In particular if the data has proximal and unbalanced clusters these algorithms can lead to poor…
Causal learning from data has received much attention recently. Bayesian networks can be used to capture causal relationships. There, one recovers a weighted directed acyclic graph in which random variables are represented by vertices, and…
We extend previously proposed measures of complexity, emergence, and self-organization to continuous distributions using differential entropy. This allows us to calculate the complexity of phenomena for which distributions are known. We…
Doubly robust estimators of causal effects are a popular means of estimating causal effects. Such estimators combine an estimate of the conditional mean of the outcome given treatment and confounders (the so-called outcome regression) with…
This paper focuses on the computational complexity of computing empirical plug-in estimates for causal effect queries. Given a causal graph and observational data, any identifiable causal query can be estimated from an expression over the…
Despite the rise to fame of incremental variance-reduced methods in recent years, their use in nonsmooth optimization is still limited to few simple cases. This is due to the fact that existing methods require to evaluate the proximity…
Categorical data are present in key areas such as health or supply chain, and this data require specific treatment. In order to apply recent machine learning models on such data, encoding is needed. In order to build interpretable models,…
It is a known phenomenon that adversarial robustness comes at a cost to natural accuracy. To improve this trade-off, this paper proposes an ensemble approach that divides a complex robust-classification task into simpler subtasks.…
We construct a family of functions suitable for establishing lower bounds on the oracle complexity of first-order minimization of smooth strongly-convex functions. Based on this construction, we derive new lower bounds on the complexity of…
Sequence alignment supports numerous tasks in bioinformatics, natural language processing, pattern recognition, social sciences, and others fields. While the alignment of two sequences may be performed swiftly in many applications, the…