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This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Machine Learning · Statistics 2023-05-23 Florian Mouret , Alexandre Hippert-Ferrer , Frédéric Pascal , Jean-Yves Tourneret

We present a new theoretical perspective of data noising in recurrent neural network language models (Xie et al., 2017). We show that each variant of data noising is an instance of Bayesian recurrent neural networks with a particular…

Computation and Language · Computer Science 2019-01-29 Lingpeng Kong , Gabor Melis , Wang Ling , Lei Yu , Dani Yogatama

We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…

Methodology · Statistics 2025-08-05 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…

Statistical Mechanics · Physics 2017-10-20 Rundong Shi , Gang Hu , Shihong Wang

This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…

Information Theory · Computer Science 2013-04-02 Gongguo Tang , Badri Narayan Bhaskar , Benjamin Recht

We propose and analyze reliable and efficient a posteriori error estimators for an optimal control problem that involves a nondifferentiable cost functional, the Poisson problem as state equation and control constraints. To approximate the…

Numerical Analysis · Mathematics 2019-01-14 Alejandro Allendes , Francisco Fuica , Enrique Otárola

In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…

Machine Learning · Statistics 2016-02-11 Siheng Chen , Rohan Varma , Aarti Singh , Jelena Kovačević

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann

The Hilfer fractional derivative generalizes and interpolates between the commonly used Riemann-Liouville and Caputo fractional derivative. In general, solutions to Hilfer fractional derivative initial value problems are singular for $t…

Numerical Analysis · Mathematics 2025-12-19 Niels Goedegebure , Kateryna Marynets

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…

Numerical Analysis · Mathematics 2016-07-20 Gabriel J Lord , Antoine Tambue

We study trend filtering, a recently proposed tool of Kim et al. [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the…

Statistics Theory · Mathematics 2014-03-24 Ryan J. Tibshirani

This paper interprets the stabilized finite element method via residual minimization as a variational multiscale method. We approximate the solution to the partial differential equations using two discrete spaces that we build on a…

Computational Engineering, Finance, and Science · Computer Science 2023-05-23 Juan F. Giraldo , Victor M. Calo

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the general finite sample behaviour of such a method can be related to…

Statistics Theory · Mathematics 2022-08-15 Chao Zheng , Idris A. Eckley , Paul Fearnhead

This paper proposes a methodology to estimate stress in the subsurface by a hybrid method combining finite element modeling and neural networks. This methodology exploits the idea of obtaining a multi-frequency solution in the numerical…

Machine Learning · Computer Science 2020-08-27 Xavier Garcia , Adrian Rodriguez-Herrera

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

We consider a model convection-diffusion problem and present our recent numerical and analysis results regarding mixed finite element formulation and discretization in the singular perturbed case when the convection term dominates the…

Numerical Analysis · Mathematics 2024-02-07 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

In this paper, we propose a class of efficient, accurate, and general methods for solving state-estimation problems with equality and inequality constraints. The methods are based on recent developments in variable splitting and partially…

Optimization and Control · Mathematics 2020-12-02 Rui Gao , Filip Tronarp , Simo Särkkä

Penalized generalized estimating equations with Elastic Net or L2-Smoothly Clipped Absolute Deviation penalization are proposed to simultaneously select the most important variables and estimate their effects for longitudinal Gaussian data…

Methodology · Statistics 2012-11-26 Adriaan Blommaert , Niel Hens , Philippe Beutels