Related papers: Regularized Weighted Chebyshev Approximations for …
In this paper, we address the challenge of sampling in scenarios where limited resources prevent exhaustive measurement across all subjects. We consider a setting where samples are drawn from multiple groups, each following a distribution…
Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient…
This paper proposes a data-driven approach for computing elasticity by means of a non-parametric regression approach rather than an optimization approach. The Chebyshev approximation is utilized for tackling the material data-sets…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
We consider a setting where an agent's uncertainty is represented by a set of probability measures, rather than a single measure. Measure-by-measure updating of such a set of measures upon acquiring new information is well-known to suffer…
Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…
We estimate the density and its derivatives using a local polynomial approximation to the logarithm of an unknown density $f$. The estimator is guaranteed to be nonnegative and achieves the same optimal rate of convergence in the interior…
In this paper, we consider the problem of propagating an uncertain distribution by a possibly non-linear function and quantifying the resulting uncertainty. We measure the uncertainty using the Wasserstein distance, and for a given input…
Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…
Bayesian analysis plays a crucial role in estimating distribution of unknown parameters for given data and model. Due to the curse of dimensionality, it becomes difficult for high-dimensional problems, especially when multiple modes exist.…
We propose a procedure to handle the problem of Gaussian regression when the variance is unknown. We mix least-squares estimators from various models according to a procedure inspired by that of Leung and Barron (2007). We show that in some…
The aim of this article is to study the role of piecewise implementation of Pad\'e-Chebyshev type approximation in minimising Gibbs phenomena in approximating piecewise smooth functions. A piecewise Pad\'e-Chebyshev type (PiPCT) algorithm…
We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…
In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
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 propose a nested weighted Tchebycheff Multi-objective Bayesian optimization framework where we build a regression model selection procedure from an ensemble of models, towards better estimation of the uncertain parameters of the…
We employ the generalized Remez algorithm, initially suggested by P. T. P. Tang, to perform an experimental study of Chebyshev polynomials in the complex plane. Our focus lies particularly on the examination of their norms and zeros. What…
Correctly assessing the malignancy of breast lesions identified during ultrasound examinations is crucial for effective clinical decision-making. However, the current "golden standard" relies on manual BI-RADS scoring by clinicians, often…
High-throughput sequencing technology provides unprecedented opportunities to quantitatively explore human gut microbiome and its relation to diseases. Microbiome data are compositional, sparse, noisy, and heterogeneous, which pose serious…