Related papers: Inverse regression for ridge recovery II: Numerics

This study presents a new image super-resolution (SR) technique based on diffusion inversion, aiming at harnessing the rich image priors encapsulated in large pre-trained diffusion models to improve SR performance. We design a Partial noise…

One of the major limits of kernel ridge regression (KRR) is that storing and manipulating the kernel matrix K_n for n samples requires O(n^2) space, which rapidly becomes unfeasible for large n. Nystrom approximations reduce the space…

We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such…

We reformulate unsupervised dimension reduction problem (UDR) in the language of tempered distributions, i.e. as a problem of approximating an empirical probability density function by another tempered distribution, supported in a…

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient…

Dynamic Range Compression (DRC) is a widely used audio effect that adjusts signal dynamics for applications in music production, broadcasting, and speech processing. Inverting DRC is of broad importance for restoring the original dynamics,…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

We revisit the widely used bss eval metrics for source separation with an eye out for performance. We propose a fast algorithm fixing shortcomings of publicly available implementations. First, we show that the metrics are fully specified by…

Many interesting tasks in image restoration can be cast as linear inverse problems. A recent family of approaches for solving these problems uses stochastic algorithms that sample from the posterior distribution of natural images given the…

We in this paper consider Fr\'echet sufficient dimension reduction with responses being complex random objects in a metric space and high dimension Euclidean predictors. We propose a novel approach called weighted inverse regression…

We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…

The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

This paper examines the implications of using the Scale-Invariant Signal-to-Distortion Ratio (SI-SDR) as both evaluation and training objective in supervised speech separation, when the training references contain noise, as is the case with…

With a focus on linear models with smooth functional covariates, we propose a penalization framework (SACR) based on the nonzero centered ridge, where the center of the penalty is optimally reweighted in a supervised way, starting from the…

In this paper, a new ridge-type shrinkage estimator for the precision matrix has been proposed. The asymptotic optimal shrinkage coefficients and the theoretical loss were derived. Data-driven estimators for the shrinkage coefficients were…

We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…

The central subspace of a pair of random variables $(y,x) \in \mathbb{R}^{p+1}$ is the minimal subspace $\mathcal{S}$ such that $y \perp \hspace{-2mm} \perp x\mid P_{\mathcal{S}}x$. In this paper, we consider the minimax rate of estimating…

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…