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We consider the problems of estimation and optimization of two popular convex risk measures: utility-based shortfall risk (UBSR) and Optimized Certainty Equivalent (OCE) risk. We extend these risk measures to cover possibly unbounded random…
We address the problem of signal denoising via transform-domain shrinkage based on a novel $\textit{risk}$ criterion called the minimum probability of error (MPE), which measures the probability that the estimated parameter lies outside an…
In this paper we carefully study the MSE performance of the linear analog codes. We have derived a lower bound of the MSE performance under Likelihood(ML) and Linear Minimal Mean Square Error(LMMSE) decoding criteria respectively. It is…
We study a multiple-input multiple-output (MIMO) multiple access channel (MAC) from several multi-antenna transmitters to a multi-antenna receiver. The fading channels between the transmitters and the receiver are modeled by random…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
This two-part work considers the minimum means square error (MMSE) estimation problem for a high dimensional multi-layer generalized linear model (ML-GLM), which resembles a feed-forward fully connected deep learning network in that each of…
The Nash-Sutcliffe efficiency ($\text{NSE}$) is a widely used, positively oriented relative measure for evaluating forecasts across multiple time series. However, it lacks a decision-theoretic foundation for this purpose. To address this,…
A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…
Dual-encoder retrievers depend on the principle that relevant documents should score higher than irrelevant ones for a given query. Yet the dominant Noise Contrastive Estimation (NCE) objective, which underpins Contrastive Loss, optimizes a…
We study a random sampling technique to approximate integrals $\int_{[0,1]^s}f(\mathbf{x})\,\mathrm{d}\mathbf{x}$ by averaging the function at some sampling points. We focus on cases where the integrand is smooth, which is a problem which…
Regression learning is classic and fundamental for medical image analysis. It provides the continuous mapping for many critical applications, like the attribute estimation, object detection, segmentation and non-rigid registration. However,…
The average symbol error probability (SEP) of a phase-quantized single-input multiple-output system with M-ary phase-shift keying modulation and maximum ratio combining (MRC) is analyzed under correlated Rayleigh fading and additive white…
We analyze scheduling algorithms for multiuser communication systems with users having multiple antennas and linear receivers. When there is no feedback of channel information, we consider a common round robin scheduling algorithm, and…
Schema matching is a core data integration task, focusing on identifying correspondences among attributes of multiple schemata. Numerous algorithmic approaches were suggested for schema matching over the years, aiming at solving the task…
In this paper, we consider the design of robust linear precoders for MU-MISO systems where users have perfect Channel State Information (CSI) while the BS has partial CSI. In particular, the BS has access to imperfect estimates of the…
Propensity Score Matching (PSM) stands as a widely embraced method in comparative effectiveness research. PSM crafts matched datasets, mimicking some attributes of randomized designs, from observational data. In a valid PSM design where all…
A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…
We consider large-scale linear inverse problems in Bayesian settings. We follow a recent line of work that applies the approximate message passing (AMP) framework to multi-processor (MP) computational systems, where each processor node…
This paper gives a replica analysis for the minimum mean square error (MSE) of a massive multiple-input multiple-output (MIMO) system by using Bayesian inference. The Bayes-optimal estimator is adopted to estimate the data symbols and the…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…