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The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…

Computation · Statistics 2020-02-12 Alexander Borisenko , Maksym Byshkin , Alessandro Lomi

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

Meta-learning methods have shown an impressive ability to train models that rapidly learn new tasks. However, these methods only aim to perform well in expectation over tasks coming from some particular distribution that is typically…

Machine Learning · Computer Science 2020-06-22 Liam Collins , Aryan Mokhtari , Sanjay Shakkottai

We propose a novel estimator of the mutual information between two ordinal vectors $x$ and $y$. Our approach is inductive (as opposed to deductive) in that it depends on the data generating distribution solely through some nonparametric…

Machine Learning · Statistics 2022-04-12 Yves-Laurent Kom Samo

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

Systems and Control · Computer Science 2015-07-09 Vu Anh Huynh , Leonid Kogan , Emilio Frazzoli

This paper addresses the problem of learning optimal control policies for systems with uncertain dynamics and high-level control objectives specified as Linear Temporal Logic (LTL) formulas. Uncertainty is considered in the workspace…

Robotics · Computer Science 2024-10-17 Yiannis Kantaros , Jun Wang

We apply the principle of maximum entropy to select a unique joint probability distribution from the set of all joint probability distributions specified by a credal network. In detail, we start by showing that the unique joint distribution…

Artificial Intelligence · Computer Science 2013-01-18 Thomas Lukasiewicz

Predicting multiple heterogeneous biological and medical targets is a challenge for traditional deep learning models. In contrast to single-task learning, in which a separate model is trained for each target, multi-task learning (MTL)…

Machine Learning · Computer Science 2022-05-31 Raquel Aoki , Frederick Tung , Gabriel L. Oliveira

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

Transferring knowledge among various environments is important to efficiently learn multiple tasks online. Most existing methods directly use the previously learned models or previously learned optimal policies to learn new tasks. However,…

Machine Learning · Computer Science 2021-03-09 Yanchao Sun , Xiangyu Yin , Furong Huang

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

The budgeted information gathering problem - where a robot with a fixed fuel budget is required to maximize the amount of information gathered from the world - appears in practice across a wide range of applications in autonomous…

Robotics · Computer Science 2016-11-15 Sanjiban Choudhury , Ashish Kapoor , Gireeja Ranade , Debadeepta Dey

A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…

Computation · Statistics 2017-09-15 Hien D. Nguyen

Diffusion Policies have become widely used in Imitation Learning, offering several appealing properties, such as generating multimodal and discontinuous behavior. As models are becoming larger to capture more complex capabilities, their…

Machine Learning · Computer Science 2024-12-18 Moritz Reuss , Jyothish Pari , Pulkit Agrawal , Rudolf Lioutikov

Continuous-time reinforcement learning (CTRL) provides a natural framework for sequential decision-making in dynamic environments where interactions evolve continuously over time. While CTRL has shown growing empirical success, its ability…

Machine Learning · Computer Science 2025-12-04 Runze Zhao , Yue Yu , Ruhan Wang , Chunfeng Huang , Dongruo Zhou

We entertain the idea that robust theoretical expectations can become a tool in removing hidden observational or data-reduction biases. We illustrate this approach for a specific problem associated with gravitational microlensing. Using the…

Astrophysics · Physics 2007-05-23 Piotr Popowski , Charles Alcock

In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…

Probability · Mathematics 2018-03-30 C. Soizea , R. Ghanem , C. Safta , X. Huan , Z. P. Vane , J. Oefelein , G. Lacaz , H. N. Najm , Q. Tang , X. Chen

A number of applications (e.g., AI bot tournaments, sports, peer grading, crowdsourcing) use pairwise comparison data and the Bradley-Terry-Luce (BTL) model to evaluate a given collection of items (e.g., bots, teams, students, search…

Machine Learning · Computer Science 2019-06-12 Jingyan Wang , Nihar B. Shah , R. Ravi

Mixture-of-Experts (MoE) models improve the scalability of large language models (LLMs) by activating only a small subset of relevant experts per input. However, the sheer number of expert networks in an MoE model introduces a significant…

Machine Learning · Computer Science 2026-03-03 Qian Chen , Xianhao Chen , Kaibin Huang

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros
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