Related papers: Smoothed functional average variance estimation fo…

Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…

We propose an improved estimator for the multi-task averaging problem, whose goal is the joint estimation of the means of multiple distributions using separate, independent data sets. The naive approach is to take the empirical mean of each…

We investigate nonparametric estimation of sliced inverse regression (SIR) via the $k$-nearest neighbors approach with a kernel. An estimator of the covariance matrix of the conditional expectation of the explanatory random vector given the…

We propose SDORE, a Semi-supervised Deep Sobolev Regressor, for the nonparametric estimation of the underlying regression function and its gradient. SDORE employs deep ReQU neural networks to minimize the empirical risk with gradient norm…

Operator learning is a data-driven approximation of mappings between infinite-dimensional function spaces, such as the solution operators of partial differential equations. Kernel-based operator learning can offer accurate, theoretically…

This paper presents the Virtual Element Method (VEM) for the modeling of crack propagation in 2D within the context of linear elastic fracture mechanics (LEFM). By exploiting the advantage of mesh flexibility in the VEM, we establish an…

We in this paper consider Fr\'echet sufficient dimension reduction with responses being complex random objects in a metric space and high dimension Euclidean predictors. We propose a novel approach called weighted inverse regression…

Studies on generalization performance of machine learning algorithms under the scope of information theory suggest that compressed representations can guarantee good generalization, inspiring many compression-based regularization methods.…

In this study, we propose the Affine Variational Autoencoder (AVAE), a variant of Variational Autoencoder (VAE) designed to improve robustness by overcoming the inability of VAEs to generalize to distributional shifts in the form of affine…

Functional variables are often used as predictors in regression problems. A commonly-used parametric approach, called {\it scalar-on-function regression}, uses the $\ltwo$ inner product to map functional predictors into scalar responses.…

Estimating the probability of rare failure events is an essential step in the reliability assessment of engineering systems. Computing this failure probability for complex non-linear systems is challenging, and has recently spurred the…

We deal with the problem of gradient estimation for stochastic differentiable relaxations of algorithms, operators, simulators, and other non-differentiable functions. Stochastic smoothing conventionally perturbs the input of a…

The randomized distributed function computation (RDFC) framework, which unifies many cutting-edge distributed computation and learning applications, is considered. An autoencoder (AE) architecture is proposed to minimize the total variation…

We estimate the kernel function of a symmetric alpha stable ($S\alpha S$) moving average random function which is observed on a regular grid of points. The proposed estimator relies on the empirical normalized (smoothed) periodogram. It is…

We propose a novel Fr\'echet sufficient dimension reduction (SDR) method based on kernel distance covariance, tailored for metric space-valued responses such as count data, probability densities, and other complex structures. The method…

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

The performance of multivariate kernel density estimation (KDE) depends strongly on the choice of bandwidth matrix. The high computational cost required for its estimation provides a big motivation to develop fast and accurate methods. One…

Autoencoders have found widespread application in both their original deterministic form and in their variational formulation (VAEs). In scientific applications and in image processing it is often of interest to consider data that are…