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The nonlinear model of the best-worst method frequently produces multiple optimal weight sets, which are conventionally determined through optimization software. While an analytical approach exists that provides both a closed-form…

Optimization and Control · Mathematics 2026-02-02 Harshit M. Ratandhara , Mohit Kumar

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…

Methodology · Statistics 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh

We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal…

Optimization and Control · Mathematics 2023-06-09 Shuvomoy Das Gupta , Bart P. G. Van Parys , Ernest K. Ryu

Detecting the presence of anomalies in regression models is a crucial task in machine learning, as anomalies can significantly impact the accuracy and reliability of predictions. Random Sample Consensus (RANSAC) is one of the most popular…

Machine Learning · Statistics 2024-10-22 Le Hong Phong , Ho Ngoc Luat , Vo Nguyen Le Duy

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

In this paper we are interested in parameters estimation of linear model when number of parameters increases with sample size. Without any assumption about moments of the model error, we propose and study the seamless $L_0$ quantile…

Statistics Theory · Mathematics 2015-06-05 Gabriela Ciuperca

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the…

Machine Learning · Statistics 2017-11-07 Song Liu , Akiko Takeda , Taiji Suzuki , Kenji Fukumizu

Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…

Machine Learning · Computer Science 2014-06-17 Francesco Orabona

Random feature mapping (RFM) is a popular method for speeding up kernel methods at the cost of losing a little accuracy. We study kernel ridge regression with random feature mapping (RFM-KRR) and establish novel out-of-sample error upper…

Machine Learning · Statistics 2019-09-26 Shusen Wang

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…

Methodology · Statistics 2012-12-12 Mathias Drton , Thomas S. Richardson

We show that the boundary curves (profiles) in $\R^2$ of the generalized projections of a body in $\R^3$ uniquely determine a large class of shapes, and that sparse profile data, combined with projection volume (brightness) data, can be…

Optimization and Control · Mathematics 2011-02-23 Mikko Kaasalainen

A simple, yet general, formalism for the optimized linear combination of astrophysical images is constructed and demonstrated. The formalism allows the user to combine multiple undersampled images to provide oversampled output at high…

Instrumentation and Methods for Astrophysics · Physics 2015-05-28 Barnaby Rowe , Christopher Hirata , Jason Rhodes

We study the problem of outlier correspondence pruning for non-rigid point cloud registration. In rigid registration, spatial consistency has been a commonly used criterion to discriminate outliers from inliers. It measures the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-20 Zheng Qin , Hao Yu , Changjian Wang , Yuxing Peng , Kai Xu

In the community of remote sensing, nonlinear mixing models have recently received particular attention in hyperspectral image processing. In this paper, we present a novel nonlinear spectral unmixing method following the recent multilinear…

Computer Vision and Pattern Recognition · Computer Science 2017-10-11 Qi Wei , Marcus Chen , Jean-Yves Tourneret , Simon Godsill

Robust parameter estimation in computer vision is frequently accomplished by solving the maximum consensus (MaxCon) problem. Widely used randomized methods for MaxCon, however, can only produce {random} approximate solutions, while global…

Computer Vision and Pattern Recognition · Computer Science 2018-03-26 Pulak Purkait , Christopher Zach , Anders Eriksson

This work explores use of novel advances in best subset selection for regression modelling via continuous optimization for offline change point detection and estimation in univariate Gaussian data sequences. The approach exploits…

Methodology · Statistics 2024-07-08 Hans Reimann , Sarat Moka , Georgy Sofronov

Combining different models is a widely used paradigm in machine learning applications. While the most common approach is to form an ensemble of models and average their individual predictions, this approach is often rendered infeasible by…

Machine Learning · Computer Science 2023-05-17 Sidak Pal Singh , Martin Jaggi

Computing the exact optimal experimental design has been a longstanding challenge in various scientific fields. This problem, when formulated using a specific information function, becomes a mixed-integer nonlinear programming (MINLP)…

Methodology · Statistics 2024-09-30 Ling Liang , Haizhao Yang

In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…

Optimization and Control · Mathematics 2026-01-13 Hoang Giang Pham , Ngan Ha Duong , Tien Mai , Thuy Anh Ta , Minh Hoang Ha
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