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We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…

Optimization and Control · Mathematics 2021-12-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Optimization and Control · Mathematics 2014-06-25 A. Patrascu , I. Necoara

We study three-dimensional path geometries with nontrivial torsion of maximal rank. We introduce the notion of constant torsion and show that such path geometries are in one-to-one correspondence with certain cone structures modeled on…

Differential Geometry · Mathematics 2025-08-15 Wojciech Kryński

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Methods for measuring convexity defects of compacts in R^n abound. However, none of the those measures seems to take into account continuity. Continuity in convexity measure is essential for optimization, stability analysis, global…

Geometric Topology · Mathematics 2024-12-24 Abel Douzal , Ferdinand Jacobé de Naurois

We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…

Statistics Theory · Mathematics 2014-11-19 Min Xu , Minhua Chen , John Lafferty

This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Hiroyasu Tsukamoto , Soon-Jo Chung

We consider the problem of nonparametric regression under shape constraints. The main examples include isotonic regression (with respect to any partial order), unimodal/convex regression, additive shape-restricted regression, and…

Statistics Theory · Mathematics 2018-07-03 Adityanand Guntuboyina , Bodhisattva Sen

Geometric modeling by constraints, whose applications are of interest to communities from various fields such as mechanical engineering, computer aided design, symbolic computation or molecular chemistry, is now integrated into standard…

Computational Geometry · Computer Science 2018-03-06 Samy Ait-Aoudia , Adel Moussaoui , Khaled Abid , Dominique Michelucci

Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two main threads of development are conformal prediction and…

Statistics Theory · Mathematics 2025-05-19 Yiren Wang , Dimitris N. Politis

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

This work presents a new sufficient condition for synthesizing nonlinear controllers that yield bounded closed-loop tracking error transients despite the presence of unmatched uncertainties that are concurrently being learned online. The…

Systems and Control · Electrical Eng. & Systems 2023-10-23 Samuel G. Gessow , Brett T. Lopez

In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…

Methodology · Statistics 2019-03-12 Lingzhu Li , Xuehu Zhu , Lixing Zhu

Prediction with the possibility of abstention (or selective prediction) is an important problem for error-critical machine learning applications. While well-studied in the classification setup, selective approaches to regression are much…

Machine Learning · Statistics 2023-09-29 Fedor Noskov , Alexander Fishkov , Maxim Panov

Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underlying linear model is sparse). Non-convex penalties in…

Statistics Theory · Mathematics 2018-12-19 Shanshan Cao , Xiaoming Huo , Jong-Shi Pang

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…

Methodology · Statistics 2021-07-07 Ruby Anne E. Lemence , Erniel B. Barrios

This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…

Statistics Theory · Mathematics 2020-07-27 T. Tony Cai , Tengyuan Liang , Alexander Rakhlin

A method for the determination of the projection geometry of highly magnifying cone beam micro computed tomography systems based on few rotating fiducial markers of unknown position within the field of view is derived. By employing the…

Image and Video Processing · Electrical Eng. & Systems 2021-06-07 Jonas Graetz

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis