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We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…
Geographic experiments are a widely-used methodology for measuring incremental return on ad spend (iROAS) at scale, yet their design presents significant challenges. The unit count is small, heterogeneity is large, and the optimal Supergeo…
Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…
We present GLASSES: Global optimisation with Look-Ahead through Stochastic Simulation and Expected-loss Search. The majority of global optimisation approaches in use are myopic, in only considering the impact of the next function value; the…
Ghost imaging is a non local imaging technology, which can obtain target information by measuring the second-order intensity correlation between the reference light field and the target detection light field. However, the current imaging…
Two-sample multiple testing problems of sparse spatial data are frequently arising in a variety of scientific applications. In this article, we develop a novel neighborhood-assisted and posterior-adjusted (NAPA) approach to incorporate both…
We study the effect of stochasticity in on-policy policy optimization, and make the following four contributions. First, we show that the preferability of optimization methods depends critically on whether stochastic versus exact gradients…
Despite the widespread use of Uniform Manifold Approximation and Projection (UMAP), the impact of its stochastic optimization process on the results remains underexplored. We observed that it often produces unstable results where the…
Sparse subspace clustering (SSC) using greedy-based neighbor selection, such as orthogonal matching pursuit (OMP), has been known as a popular computationally-efficient alternative to the popular L1-minimization based methods. This paper…
We present the Goal Uncertain Stochastic Shortest Path (GUSSP) problem -- a general framework to model path planning and decision making in stochastic environments with goal uncertainty. The framework extends the stochastic shortest path…
Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involved in addition to quantify the acceptable risk, often in the…
In this paper, we consider a time-varying optimization approach to the problem of tracking a moving target using noisy time-of-arrival (TOA) measurements. Specifically, we formulate the problem as that of sequential TOA-based source…
It is widely known that spoofing is a major threat that adversely impacts the reliability and accuracy of GNSS applications. In this study, a crowdsourcing double differential pseudorange spatial (D2SP) random set is constructed and the…
We present GOSSIP (Galaxy Observed-Simulated SED Interactive Program), a new tool developed to perform SED fitting in a simple, user friendly and efficient way. GOSSIP automatically builds-up the observed SED of an object (or a large sample…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
Direct fidelity estimation benefits from tailoring measurements to a fixed target, but the operator-aware shadow importance sampling (OASIS) method optimizes an outcome-wise linear-program surrogate rather than the exact worst-case variance…
A common but rarely examined assumption in machine learning is that training yields models that actually satisfy their specified objective function. We call this the Objective Satisfaction Assumption (OSA). Although deviations from OSA are…
Geometric-optical illusions (GOI) are a subclass of a vast variety of visual illusions. A special class of GOIs originates from the superposition of a simple geometric figure ("target") with an array of non-intersecting curvilinear elements…
We investigate the prediction capability of the orthogonal greedy algorithm (OGA) in high-dimensional regression models with dependent observations. The rates of convergence of the prediction error of OGA are obtained under a variety of…
Probabilistic encoding introduces Gaussian noise into neural networks, enabling a smooth transition from deterministic to uncertain states and enhancing generalization ability. However, the randomness of Gaussian noise distorts point-based…