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Automatic differentiation, as implemented today, does not have a simple mathematical model adapted to the needs of modern machine learning. In this work we articulate the relationships between differentiation of programs as implemented in…

Machine Learning · Computer Science 2020-10-30 Jerome Bolte , Edouard Pauwels

We study a large class of stochastic $p$-Laplace Allen-Cahn equations with singular potential. Under suitable assumptions on the (multiplicative-type) noise we first prove existence, uniqueness, and regularity of variational solutions.…

Probability · Mathematics 2021-10-14 Federico Bertacco , Carlo Orrieri , Luca Scarpa

Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…

Computational Engineering, Finance, and Science · Computer Science 2016-11-08 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…

Methodology · Statistics 2019-02-13 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Yun Huang

Stochastic variational inference makes it possible to approximate posterior distributions induced by large datasets quickly using stochastic optimization. The algorithm relies on the use of fully factorized variational distributions.…

Machine Learning · Computer Science 2014-11-27 Matthew D. Hoffman , David M. Blei

Low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection are among the most important problems in machine learning. The existing methods usually consider the case when each instance has a fixed,…

Machine Learning · Computer Science 2012-02-20 Barnabas Poczos , Liang Xiong , Jeff Schneider

Consider a set $P$ of $n$ points picked uniformly and independently from $[0,1]^d$ for a constant dimension $d$ -- such a point set is extremely well behaved in many aspects. For example, for a fixed $r \in [0,1]$, we prove a new…

Computational Geometry · Computer Science 2023-11-01 Sariel Har-Peled , Elfarouk Harb

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

Machine Learning · Computer Science 2024-12-30 Gustaf Ahdritz , Aravind Gollakota , Parikshit Gopalan , Charlotte Peale , Udi Wieder

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

In this paper, we investigate the problem of classifying feature vectors with mutually independent but non-identically distributed elements. First, we show the importance of this problem. Next, we propose a classifier and derive an…

Machine Learning · Computer Science 2021-09-01 Farzad Shahrivari , Nikola Zlatanov

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

We present and rigorously analyze the behavior of a distributed, stochastic algorithm for separation and integration in self-organizing particle systems, an abstraction of programmable matter. Such systems are composed of individual…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-06 Sarah Cannon , Joshua J. Daymude , Cem Gokmen , Dana Randall , Andréa W. Richa

The assumption of separability is a simplifying and very popular assumption in the analysis of spatio-temporal or hypersurface data structures. It is often made in situations where the covariance structure cannot be easily estimated, for…

Methodology · Statistics 2019-01-03 Pramita Bagchi , Holger Dette

This work initiates the systematic study of explicit distributions that are indistinguishable from a single exponential-size combinatorial object. In this we extend the work of Goldreich, Goldwasser and Nussboim (SICOMP 2010) that focused…

Computational Complexity · Computer Science 2023-02-27 Lunjia Hu , Inbal Livni-Navon , Omer Reingold

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

Recovery procedures in various application in Data Science are based on \emph{stable point separation}. In its simplest form, stable point separation implies that if $f$ is "far away" from $0$, and one is given a random sample…

Probability · Mathematics 2019-04-19 Shahar Mendelson , Grigoris Paouris

A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Alex Smola