Related papers: Uncoupled isotonic regression via minimum Wasserst…
We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…
We propose a new method for parameter learning in Bayesian networks with qualitative influences. This method extends our previous work from networks of binary variables to networks of discrete variables with ordered values. The specified…
Motivated by global warming issues, we consider a time se- ries that consists of a nondecreasing trend observed with station- ary fluctuations, nonparametric estimation of the trend under monotonicity assumption is considered. The rescaled…
We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…
We consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n)$ such that, conditional on the $X_i$, the $Y_i$ are independent random variables with distribution functions $F_{X_i}$, where $(F_x)_x$ is an unknown family of distribution…
We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…
We describe algorithms for finding the regression of t, a sequence of values, to the closest sequence s by mean squared error, so that s is always increasing (isotonicity) and so the values of two consecutive points do not increase by too…
Limit distributions for the greatest convex minorant and its derivative are considered for a general class of stochastic processes including partial sum processes and empirical processes, for independent, weakly dependent and long range…
In this paper, we consider the problem of differentially private (DP) algorithms for isotonic regression. For the most general problem of isotonic regression over a partially ordered set (poset) $\mathcal{X}$ and for any Lipschitz loss…
In this paper, we consider the nonparametric regression problem with multivariate predictors. We provide a characterization of the degrees of freedom and divergence for estimators of the unknown regression function, which are obtained as…
Compressed sensing is the art of reconstructing a sparse vector from its inner products with respect to a small set of randomly chosen measurement vectors. It is usually assumed that the ensemble of measurement vectors is in isotropic…
In this paper, we study the problem of learning compact (low-dimensional) representations for sequential data that captures its implicit spatio-temporal cues. To maximize extraction of such informative cues from the data, we set the problem…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…
We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be learnt by a parallel learning process. In this context, We…
We pose the problem of approximating optimally a given nonnegative signal with the scalar autoconvolution of a nonnegative signal. The I-divergence is chosen as the optimality criterion being well suited to incorporate nonnegativity…
Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…
Score matching provides an effective approach to learning flexible unnormalized models, but its scalability is limited by the need to evaluate a second-order derivative. In this paper, we present a scalable approximation to a general family…
We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…
We present the first minimax risk bounds for estimators of the spectral measure in multivariate linear factor models, where observations are linear combinations of regularly varying latent factors. Non-asymptotic convergence rates are…