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We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…
Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…
We give a new framework for proving the existence of low-degree, polynomial approximators for Boolean functions with respect to broad classes of non-product distributions. Our proofs use techniques related to the classical moment problem…
Multivariate orthogonal polynomials in $D$ real dimensions are considered from the perspective of the Cholesky factorization of a moment matrix. The approach allows for the construction of corresponding multivariate orthogonal polynomials,…
Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…
We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…
Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…
A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…
We develop the metric theory of Diophantine approximation on homogeneous varieties of semisimple algebraic groups and prove results analogous to the classical Khinchin and Jarnik theorems. In full generality our results establish…
We study some properties of smoothing kernels and their local expression as they appear in the construction of Colombeau-type generalized function algebras which are diffeomorphism invariant.
This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…
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…
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…
In this paper, we compute finite sample bounds for data-driven approximations of the solution to stochastic reachability problems. Our approach uses a nonparametric technique known as kernel distribution embeddings, and provides…
Despite the recent deep learning (DL) revolution, kernel machines still remain powerful methods for action recognition. DL has brought the use of large datasets and this is typically a problem for kernel approaches, which are not scaling up…
The paper that follows describes a numerical algorithm to solve the parabolic-parabolic Keller--Segel system characterized by singular sensitivity and signal absorption in such a manner that the numerical approximations converge towards a…
We describe an approach to universality limits for orthogonal polynomials on the real line which is completely local and uses only the boundary behavior of the Weyl m-function at the point. We show that bulk universality of the…
Function approximation based on data drawn randomly from an unknown distribution is an important problem in machine learning. The manifold hypothesis assumes that the data is sampled from an unknown submanifold of a high dimensional…
In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…
Numerical approximation of a general class of nonlinear unidirectional wave equations with a convolution-type nonlocality in space is considered. A semi-discrete numerical method based on both a uniform space discretization and the discrete…