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The class of Cressie-Read empirical likelihoods are constructed with weights derived at a minimum distance from the empirical distribution in the Cressie-Read family of divergences indexed by $\gamma$ under the constraint of an unbiased set…

Statistics Theory · Mathematics 2017-11-03 Laura Turbatu

Reducing hidden bias in the data and ensuring fairness in algorithmic data analysis has recently received significant attention. We complement several recent papers in this line of research by introducing a general method to reduce bias in…

Data Structures and Algorithms · Computer Science 2021-03-09 Aris Anagnostopoulos , Luca Becchetti , Adriano Fazzone , Cristina Menghini , Chris Schwiegelshohn

A randomized misfit approach is presented for the efficient solution of large-scale PDE-constrained inverse problems with high-dimensional data. The purpose of this paper is to offer a theory-based framework for random projections in this…

Numerical Analysis · Computer Science 2017-04-18 Ellen B. Le , Aaron Myers , Tan Bui-Thanh , Quoc P. Nguyen

Divergence estimators based on direct approximation of density-ratios without going through separate approximation of numerator and denominator densities have been successfully applied to machine learning tasks that involve distribution…

Machine Learning · Statistics 2011-06-24 Makoto Yamada , Taiji Suzuki , Takafumi Kanamori , Hirotaka Hachiya , Masashi Sugiyama

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…

Optimization and Control · Mathematics 2009-12-23 Y. Censor , W. Chen , P. L. Combettes , R. Davidi , G. T. Herman

We investigate the concept of Best Approximation for Feedforward Neural Networks (FNN) and explore their convergence properties through the lens of Random Projection (RPNNs). RPNNs have predetermined and fixed, once and for all, internal…

Machine Learning · Computer Science 2024-02-20 Gianluca Fabiani

The goal of this paper is to provide theorems on convergence rates of posterior distributions that can be applied to obtain good convergence rates in the context of density estimation as well as regression. We show how to choose priors so…

Statistics Theory · Mathematics 2007-06-13 Tzee-Ming Huang

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

Divergences, also known as contrast functions, are distance-like quantities defined on manifolds of non-negative or probability measures. Using the duality in optimal transport, we introduce and study the one-parameter family of $L^{(\pm…

Probability · Mathematics 2018-09-05 Ting-Kam Leonard Wong

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

We propose a Likelihood Matching approach for training diffusion models by first establishing an equivalence between the likelihood of the target data distribution and a likelihood along the sample path of the reverse diffusion. To…

Machine Learning · Statistics 2026-01-23 Lei Qian , Wu Su , Yanqi Huang , Song Xi Chen

Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…

Machine Learning · Computer Science 2017-10-10 Mahmoud Nabil

Random projections are random linear maps, sampled from appropriate distributions, that approx- imately preserve certain geometrical invariants so that the approximation improves as the dimension of the space grows. The well-known…

Optimization and Control · Mathematics 2017-06-12 Ky Vu , Pierre-Louis Poirion , Leo Liberti

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang

We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…

Machine Learning · Computer Science 2023-03-15 Francis Bach

A projective rectangle is like a projective plane that has different lengths in two directions. We develop the basic theory of projective rectangles including incidence properties, projective subplanes, configuration counts, a partial…

Combinatorics · Mathematics 2024-07-17 Rigoberto Florez , Thomas Zaslavsky

This paper investigates maximizers of the information divergence from an exponential family $E$. It is shown that the $rI$-projection of a maximizer $P$ to $E$ is a convex combination of $P$ and a probability measure $P_-$ with disjoint…

Information Theory · Computer Science 2014-06-18 Johannes Rauh

In the context of regression, we consider the fundamental question of making an estimator fair while preserving its prediction accuracy as much as possible. To that end, we define its projection to fairness as its closest fair estimator in…

Machine Learning · Computer Science 2020-06-26 Thibaut Le Gouic , Jean-Michel Loubes , Philippe Rigollet

Consider the family of power divergence statistics based on $n$ trials, each leading to one of $r$ possible outcomes. This includes the log-likelihood ratio and Pearson's statistic as important special cases. It is known that in certain…

Probability · Mathematics 2024-11-08 Fraser Daly