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This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Augusto Aubry , Prabhu Babu , Antonio De Maio , Rikhabchand Jyothi

We propose \textit{DeepMartingale}, a deep-learning framework for the dual formulation of discrete-monitoring optimal stopping problems under continuous-time models. Leveraging a martingale representation, our method implements a…

Optimization and Control · Mathematics 2026-02-27 Junyan Ye , Hoi Ying Wong

Sampling-based model predictive control (MPC) offers strong performance in nonlinear and contact-rich robotic tasks, yet often suffers from poor exploration due to locally greedy sampling schemes. We propose \emph{Model Tensor Planning}…

Robotics · Computer Science 2025-08-05 An T. Le , Khai Nguyen , Minh Nhat Vu , João Carvalho , Jan Peters

The Markov Chain Monte Carlo (MCMC) algorithm is a widely recognised as an efficient method for sampling a specified posterior distribution. However, when the posterior is multi-modal, conventional MCMC algorithms either tend to become…

Instrumentation and Methods for Astrophysics · Physics 2014-08-19 Yi-Ming Hu , Martin Hendry , Ik Siong Heng

Outliers and impulsive disturbances often cause heavy-tailed distributions in practical applications, and these will degrade the performance of Gaussian approximation smoothing algorithms. To improve the robustness of the…

Signal Processing · Electrical Eng. & Systems 2023-02-03 Jiacheng He , Hongwei Wang , Gang Wang , Shan Zhong , Bei Peng

Influence maximization in networks is a central problem in machine learning and causal inference, where an intervention on a subset of individuals triggers a diffusion process through the network. Existing approaches typically optimize…

Methodology · Statistics 2026-03-13 Renjie Cao , Zhuoxin Yan , Xinyan Su , Zhiheng Zhang

Competitive influence maximization has been studied for several years, and various frameworks have been proposed to model different aspects of information diffusion under the competitive environment. This work presents a new gameboard for…

Social and Information Networks · Computer Science 2023-03-06 Malihe Alavi , Farnoush Manavi , Amirhossein Ansari , Ali Hamzeh

In this paper, we investigate a distributed learning scheme for a broad class of stochastic optimization problems and games that arise in signal processing and wireless communications. The proposed algorithm relies on the method of matrix…

Information Theory · Computer Science 2017-04-05 Panayotis Mertikopoulos , E. Veronica Belmega , Romain Negrel , Luca Sanguinetti

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

Imitation Learning (IL) can generate computationally efficient policies from demonstrations provided by Model Predictive Control (MPC). However, IL methods often require extensive data-collection and training efforts, limiting changes to…

Robotics · Computer Science 2024-07-09 Andrea Tagliabue , Jonathan P. How

The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…

Machine Learning · Statistics 2025-11-12 Zewu Zheng , Yuanyuan Lin

We discover a theoretical connection between explanation estimation and distribution compression that significantly improves the approximation of feature attributions, importance, and effects. While the exact computation of various machine…

Machine Learning · Computer Science 2025-01-24 Hubert Baniecki , Giuseppe Casalicchio , Bernd Bischl , Przemyslaw Biecek

Multi-Task Learning (MTL) aims to boost predictive performance by sharing information across related tasks, yet conventional methods often suffer from negative transfer when unrelated or noisy tasks are forced to share representations. We…

Machine Learning · Computer Science 2026-02-17 Seyedsaman Emami , Daniel Hernández-Lobato , Gonzalo Martínez-Muñoz

We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…

Machine Learning · Computer Science 2020-04-01 Bo Dai , Zhen Liu , Hanjun Dai , Niao He , Arthur Gretton , Le Song , Dale Schuurmans

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

In scientific domains -- from biology to the social sciences -- many questions boil down to \textit{What effect will we observe if we intervene on a particular variable?} If the causal relationships (e.g.~a causal graph) are known, it is…

Multi-domain task-incremental learning requires a model to sequentially acquire knowledge across visually diverse domains without forgetting prior tasks, and without access to task identity at inference. Parameter-efficient methods built on…

Computer Vision and Pattern Recognition · Computer Science 2026-05-26 Sriram Mandalika

Causal discovery in multivariate extremes is challenging because extreme observations are sparse, dependent, and often affected by latent common shocks. Existing approaches focus on undirected extremal dependence, require prior graph…

Methodology · Statistics 2026-04-24 Mengran Li , Daniela Castro-Camilo

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

Machine Learning · Computer Science 2021-06-08 Aaron J. Snoswell , Surya P. N. Singh , Nan Ye

We study the problem of causal structure learning over a set of random variables when the experimenter is allowed to perform at most $M$ experiments in a non-adaptive manner. We consider the optimal learning strategy in terms of minimizing…

Machine Learning · Computer Science 2017-03-01 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash