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Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
The paper introduces scaled Bregman distances of probability distributions which admit non-uniform contributions of observed events. They are introduced in a general form covering not only the distances of discrete and continuous stochastic…
Recently, several instances of non-Euclidean SGD, including SignSGD, Lion, and Muon, have attracted significant interest from the optimization community due to their practical success in training deep neural networks. Consequently, a number…
Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…
Reconstructing high-dimensional spatiotemporal fields from sparse sensor measurements is critical in a wide range of scientific applications. The SHallow REcurrent Decoder (SHRED) architecture is a recent state-of-the-art architecture that…
High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…
In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is…
Distance metric learning (DML) is to learn the embeddings where examples from the same class are closer than examples from different classes. It can be cast as an optimization problem with triplet constraints. Due to the vast number of…
This paper presents a new Bayesian spectral unmixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak,…
A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…
This paper investigates whether sequence models can learn to perform numerical algorithms, e.g. gradient descent, on the fundamental problem of least squares. Our goal is to inherit two properties of standard algorithms from numerical…
In metric learning, the goal is to learn an embedding so that data points with the same class are close to each other and data points with different classes are far apart. We propose a distance-ratio-based (DR) formulation for metric…
When we represent a network of sensors in Euclidean space by a graph, there are two distances between any two nodes that we may consider. One of them is the Euclidean distance. The other is the distance between the two nodes in the graph,…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed…
Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…
Statistical analysis and inferences on spike trains are one of the central topics in neural coding. It is of great interest to understand the underlying distribution and geometric structure of given spike train data. However, a fundamental…
Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…
Owing to their stability and convergence speed, extragradient methods have become a staple for solving large-scale saddle-point problems in machine learning. The basic premise of these algorithms is the use of an extrapolation step before…
Sparse representations have been successfully applied to signal processing, computer vision and machine learning. Currently there is a trend to learn sparse models directly on structure data, such as region covariance. However, such methods…