Related papers: Max-plus statistical leverage scores

Random features provide a practical framework for large-scale kernel approximation and supervised learning. It has been shown that data-dependent sampling of random features using leverage scores can significantly reduce the number of…

In this paper we introduce min-plus low rank matrix approximation. By using min and plus rather than plus and times as the basic operations in the matrix multiplication; min-plus low rank matrix approximation is able to detect…

To tackle heterogeneous time-dependent problems, an algorithm that constructs problem-adapted basis functions in an embarrassingly parallel and local manner in time has recently been proposed in [Schleuss, Smetana, ter Maat, SIAM J. Sci.…

There has been significant interest and progress recently in algorithms that solve regression problems involving tall and thin matrices in input sparsity time. These algorithms find shorter equivalent of a n*d matrix where n >> d, which…

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Given an undirected graph $G$, we define a new object $H_G$, called the mp-chart of $G$, in the max-plus algebra. We use it, together with the max-plus permanent, to describe the complexity of graphs. We show how to compute the mean and the…

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

This paper investigates reachability analysis for max-plus linear systems (MPLS), an important class of dynamical systems that model synchronization and delay phenomena in timed discrete-event systems. We specifically focus on backward…

Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g. Toeplitz, sparse, trees) that…

We are concerned with a new type of supermartingale decomposition in the Max-Plus algebra, which essentially consists in expressing any supermartingale of class $(\mathcal{D})$ as a conditional expectation of some running supremum process.…

Max-plus algebra is a semiring with addition $a\oplus b = \max(a,b)$ and multiplication $a\otimes b = a+b$. It is applied in cases, such as combinatorial optimization and discrete event systems. We consider the power of max-plus square…

The paper examines the construction and analysis of a new class of mixed exponential statistical structures that combine the properties of stochastic models and linear positive operators. The relevance of the topic is driven by the growing…

Gaussian mixture models are central to classical statistics, widely used in the information sciences, and have a rich mathematical structure. We examine their maximum likelihood estimates through the lens of algebraic statistics. The MLE is…

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…

The propensity score analysis is one of the most widely used methods for studying the causal treatment effect in observational studies. This paper studies treatment effect estimation with the method of matching weights. This method…

Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…

We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…

While norm-based and leverage-score-based methods have been extensively studied for identifying "important" data points in linear models, analogous tools for nonlinear models remain significantly underdeveloped. By introducing the concept…

Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…