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Several researchers have proposed minimisation of maximum mean discrepancy (MMD) as a method to quantise probability measures, i.e., to approximate a target distribution by a representative point set. We consider sequential algorithms that…

Machine Learning · Statistics 2021-02-15 Onur Teymur , Jackson Gorham , Marina Riabiz , Chris. J. Oates

We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…

Artificial Intelligence · Computer Science 2017-05-24 Nguyen Viet Cuong , Huan Xu

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

We present new fundamental results for the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems for a Gaussian mixture model (GMM) distributed signal of interest, possibly corrupted by additive white…

Signal Processing · Electrical Eng. & Systems 2024-07-02 Benedikt Fesl , Wolfgang Utschick

There are many problems in machine learning and data mining which are equivalent to selecting a non-redundant, high "quality" set of objects. Recommender systems, feature selection, and data summarization are among many applications of…

Machine Learning · Computer Science 2019-04-19 Mehrdad Ghadiri , Mark Schmidt

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

In monotone submodular function maximization, approximation guarantees based on the curvature of the objective function have been extensively studied in the literature. However, the notion of curvature is often pessimistic, and we rarely…

Data Structures and Algorithms · Computer Science 2017-09-12 Tasuku Soma , Yuichi Yoshida

We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

Multimodal learning considers learning from multi-modality data, aiming to fuse heterogeneous sources of information. However, it is not always feasible to leverage all available modalities due to memory constraints. Further, training on…

Machine Learning · Computer Science 2022-10-25 Runxiang Cheng , Gargi Balasubramaniam , Yifei He , Yao-Hung Hubert Tsai , Han Zhao

As one of the recently proposed algorithms for sparse system identification, $l_0$ norm constraint Least Mean Square ($l_0$-LMS) algorithm modifies the cost function of the traditional method with a penalty of tap-weight sparsity. The…

Information Theory · Computer Science 2015-06-04 Guolong Su , Jian Jin , Yuantao Gu , Jian Wang

We consider the general performance of the difference-in-means estimator in an equally-allocated two-arm randomized experiment under common experimental endpoints such as continuous (regression), incidence, proportion, count and uncensored…

Methodology · Statistics 2024-11-07 David Azriel , Abba M. Krieger , Adam Kapelner

The Shapley value (SV) is adopted in various scenarios in machine learning (ML), including data valuation, agent valuation, and feature attribution, as it satisfies their fairness requirements. However, as exact SVs are infeasible to…

Machine Learning · Computer Science 2022-12-02 Zijian Zhou , Xinyi Xu , Rachael Hwee Ling Sim , Chuan Sheng Foo , Kian Hsiang Low

Recently, a framework for application-oriented optimal experiment design has been introduced. In this context, the distance of the estimated system from the true one is measured in terms of a particular end-performance metric. This…

Information Theory · Computer Science 2015-07-28 Dimitrios Katselis , Cristian R. Rojas , Carolyn L. Beck

Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

We obtain estimates for the Mean Squared Error (MSE) for the multitaper spectral estimator and certain compressive acquisition methods for multi-band signals. We confirm a fact discovered by Thomson [Spectrum estimation and harmonic…

Information Theory · Computer Science 2018-04-03 Luís Daniel Abreu , José Luis Romero

Minimum mean square error (MMSE) estimation is widely used in signal processing and related fields. While it is known to be non-continuous with respect to all standard notions of stochastic convergence, it remains robust in practical…

Signal Processing · Electrical Eng. & Systems 2025-05-01 Elad Domanovitz , Anatoly Khina

Submodular functions allow to model many real-world optimisation problems. This paper introduces approaches for computing diverse sets of high quality solutions for submodular optimisation problems. We first present diversifying greedy…

Artificial Intelligence · Computer Science 2020-10-23 Aneta Neumann , Jakob Bossek , Frank Neumann

We study the problem of maximizing constrained non-monotone submodular functions and provide approximation algorithms that improve existing algorithms in terms of either the approximation factor or simplicity. Our algorithms combine…

Data Structures and Algorithms · Computer Science 2016-03-01 Salman Fadaei , MohammadAmin Fazli , MohammadAli Safari

Modern datasets span billions of samples, making training on all available data infeasible. Selecting a high quality subset helps in reducing training costs and enhancing model quality. Submodularity, a discrete analogue of convexity, is…

Machine Learning · Computer Science 2025-04-04 Maximilian Böther , Abraham Sebastian , Pranjal Awasthi , Ana Klimovic , Srikumar Ramalingam

Optimal sensor placement is essential for minimizing costs and ensuring accurate state estimation in power systems. This paper introduces a novel method for optimal sensor placement for dynamic state estimation of power systems modeled by…

Systems and Control · Electrical Eng. & Systems 2025-02-06 Milos Katanic , Yi Guo , John Lygeros , Gabriela Hug
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