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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…

Econometrics · Economics 2024-08-29 Carol Liu

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…

Numerical Analysis · Mathematics 2023-04-06 Frank de Hoog , Markus Hegland

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…

Computational Engineering, Finance, and Science · Computer Science 2019-04-24 Rahul-Vigneswaran K , Neethu Mohan , Soman KP

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…

Optimization and Control · Mathematics 2018-02-21 Zhewei Yao , Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

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…

Computer Science and Game Theory · Computer Science 2016-11-04 Joseph Y. Halpern , Samantha Leung

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…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

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…

Econometrics · Economics 2020-06-03 Joris Pinkse , Karl Schurter

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…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Eduardo Figueiredo , Steven Adams , Peyman Mohajerin Esfahani , Luca Laurenti

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…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

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.…

Methodology · Statistics 2025-07-18 Zihan Liao , Binbin Li , Hua-Ping Wan

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…

Statistics Theory · Mathematics 2007-11-05 Christophe Giraud

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…

Numerical Analysis · Mathematics 2019-10-24 S. Akansha , S. Baskar

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…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

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…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

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…

Methodology · Statistics 2017-10-24 Zhiqiang Tan

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…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

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…

Machine Learning · Computer Science 2021-10-22 Arpan Biswas , Claudio Fuentes , Christopher Hoyle

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…

Complex Variables · Mathematics 2025-07-11 Lennart Aljoscha Hübner , Olof Rubin

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…

Machine Learning · Computer Science 2024-08-29 Alek Fröhlich , Thiago Ramos , Gustavo Cabello , Isabela Buzatto , Rafael Izbicki , Daniel Tiezzi

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…

Methodology · Statistics 2020-10-12 Fangting Zhou , Kejun He , Qiwei Li , Robert S. Chapkin , Yang Ni