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Many important values for cooperative games are known to arise from least square optimization problems. The present investigation develops an optimization framework to explain and clarify this phenomenon in a general setting. The main…

Optimization and Control · Mathematics 2016-01-13 Ulrich Faigle , Michel Grabisch

An effective power based parallel preconditioner is proposed for general large sparse linear systems. The preconditioner combines a power series expansion method with some low-rank correction techniques, where the Sherman-Morrison-Woodbury…

Numerical Analysis · Mathematics 2020-02-04 Qingqing Zheng , Yuanzhe Xi , Yousef Saad

We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…

The weighting of critical-point samples in the weighted randomized maximum likelihood method depend on the magnitude of the data mismatch at the critical points and on the Jacobian of the transformation from the prior density to the…

Methodology · Statistics 2023-01-16 Yuming Ba , Dean S. Oliver

Transformer-based models have recently become wildly successful across a diverse set of domains. At the same time, recent work has shown empirically and theoretically that Transformers are inherently limited. Specifically, they argue that…

Machine Learning · Computer Science 2024-07-30 Gbètondji J-S Dovonon , Michael M. Bronstein , Matt J. Kusner

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

We consider the structured-output prediction problem through probabilistic approaches and generalize the "perturb-and-MAP" framework to more challenging weighted Hamming losses, which are crucial in applications. While in principle our…

Machine Learning · Statistics 2018-11-22 Tatiana Shpakova , Francis Bach , Anton Osokin

Recently, researches related to unsupervised disentanglement learning with deep generative models have gained substantial popularity. However, without introducing supervision, there is no guarantee that the factors of interest can be…

Machine Learning · Computer Science 2020-03-13 Junxiang Chen , Kayhan Batmanghelich

The Matrix Factorization models, sometimes called the latent factor models, are a family of methods in the recommender system research area to (1) generate the latent factors for the users and the items and (2) predict users' ratings on…

Information Retrieval · Computer Science 2017-10-03 Hung-Hsuan Chen

We study partially linear models in settings where observations are arranged in independent groups but may exhibit within-group dependence. Existing approaches estimate linear model parameters through weighted least squares, with optimal…

Methodology · Statistics 2024-04-16 Elliot H. Young , Rajen D. Shah

We study the statistical properties of the least squares estimator in unimodal sequence estimation. Although closely related to isotonic regression, unimodal regression has not been as extensively studied. We show that the unimodal least…

Statistics Theory · Mathematics 2017-05-10 Sabyasachi Chatterjee , John Lafferty

High dimensional error covariance matrices and their inverses are used to weight the contribution of observation and background information in data assimilation procedures. As observation error covariance matrices are often obtained by…

Optimization and Control · Mathematics 2019-10-02 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Nancy K. Nichols , Joanne A. Waller

Model averaging methods have become an increasingly popular tool for improving predictions and dealing with model uncertainty, especially in Bayesian settings. Recently, frequentist model averaging methods such as information theoretic and…

Econometrics · Economics 2024-04-18 Kevin Huynh

When we interpret linear regression as estimating causal effects justified by quasi-experimental treatment variation, what do we mean? This paper formalizes a minimal criterion for quasi-experimental interpretation and characterizes its…

Econometrics · Economics 2026-01-21 Jiafeng Chen

We consider the problem of approximating the solution to $A(\mu) x(\mu) = b$ for many different values of the parameter $\mu$. Here we assume $A(\mu)$ is large, sparse, and nonsingular with a nonlinear dependence on $\mu$. Our method is…

Numerical Analysis · Mathematics 2023-10-10 Siobhán Correnty , Elias Jarlebring , Daniel B. Szyld

This paper presents and analyses a new family of linear subdivision schemes to refine noisy data given on triangular meshes. The subdivision rules consist of locally fitting and evaluating a weighted least squares approximating first-degree…

Numerical Analysis · Mathematics 2026-02-03 Costanza Conti , Sergio López-Ureña , Dionisio F. Yáñez

Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…

Numerical Analysis · Mathematics 2024-01-04 Josie König , Melina A. Freitag

Model errors are increasingly seen as a fundamental performance limiter in both Numerical Weather Prediction and Climate Prediction simulations run with state of the art Earth system digital twins.This has motivated recent efforts aimed at…

Applications · Statistics 2021-09-22 Massimo Bonavita

In this paper, we study the problem of minimizing the first eigenvalue of the $p-$Laplacian plus a potential with weights, when the potential and the weight are allowed to vary in the class of rearrangements of a given fixed potential $V_0$…

Analysis of PDEs · Mathematics 2011-06-30 Leandro M. Del Pezzo , Julián Fernández Bonder