Related papers: Reverse iterative volume sampling for linear regre…
We consider the problem of approximating an unknown function $u\in L^2(D,\rho)$ from its evaluations at given sampling points $x^1,\dots,x^n\in D$, where $D\subset \mathbb{R}^d$ is a general domain and $\rho$ is a probability measure. The…
For a probability measure on a real separable Hilbert space, we are interested in "volume-based" approximations of the d-dimensional least squares error of it, i.e., least squares error with respect to a best fit d-dimensional affine…
Given $n$ vectors $\mathbf{x}_i\in \mathbb{R}^d$, we want to fit a linear regression model for noisy labels $y_i\in\mathbb{R}$. The ridge estimator is a classical solution to this problem. However, when labels are expensive, we are forced…
We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…
Undersampling the k-space during MR acquisitions saves time, however results in an ill-posed inversion problem, leading to an infinite set of images as possible solutions. Traditionally, this is tackled as a reconstruction problem by…
We study the probabilistic sampling of a random variable, in which the variable is sampled only if it falls outside a given set, which is called the silence set. This helps us to understand optimal event-based sampling for the special case…
We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…
We study the fundamental problem of fixed design {\em multidimensional segmented regression}: Given noisy samples from a function $f$, promised to be piecewise linear on an unknown set of $k$ rectangles, we want to recover $f$ up to a…
We consider the problem of approximating a function from $L^2$ by an element of a given $m$-dimensional space $V_m$, associated with some feature map $\boldsymbol{\varphi}$, using evaluations of the function at random points $x_1,…
This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least…
Robust subspace estimation is fundamental to many machine learning and data analysis tasks. Iteratively Reweighted Least Squares (IRLS) is an elegant and empirically effective approach to this problem, yet its theoretical properties remain…
We propose to address the common problem of linear estimation in linear statistical models by using a model selection approach via penalization. Depending then on the framework in which the linear statistical model is considered namely the…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…
We consider the task of privately obtaining prediction error guarantees in ordinary least-squares regression problems with Gaussian covariates (with unknown covariance structure). We provide the first sample-optimal polynomial time…
This book is meant to provide an introduction to linear models and the theories behind them. Our goal is to give a rigorous introduction to the readers with prior exposure to ordinary least squares. In machine learning, the output is…
We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…
We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is applied to detect the location of the inhomogeneity in the…
Consider the problem of estimating the mean of a Gaussian random vector when the mean vector is assumed to be in a given convex set. The most natural solution is to take the Euclidean projection of the data vector on to this convex set; in…
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…