Related papers: Rethinking the Mathematical Framework and Optimali…

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…

Unsupervised feature selection has been always attracting research attention in the communities of machine learning and data mining for decades. In this paper, we propose an unsupervised feature selection method seeking a feature…

We propose a new method to enforce priors on the solution of the nonnegative matrix factorization (NMF). The proposed algorithm can be used for denoising or single-channel source separation (SCSS) applications. The NMF solution is guided to…

Nonnegative Matrix Factorization (NMF) is a widely-used data analysis technique, and has yielded impressive results in many real-world tasks. Generally, existing NMF methods represent each sample with several centroids, and find the optimal…

In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can be parameterized based on physics knowledge. For the…

Linear minimum mean square error (LMMSE) estimation is often ill-conditioned, suggesting that unconstrained minimization of the mean square error is an inadequate approach to filter design. To address this, we first develop a unifying…

We develop a general framework for state estimation in systems modeled with noise-polluted continuous time dynamics and discrete time noisy measurements. Our approach is based on maximum likelihood estimation and employs the calculus of…

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

Bayesian Matrix Factorization (BMF) is a powerful technique for recommender systems because it produces good results and is relatively robust against overfitting. Yet BMF is more computationally intensive and thus more challenging to…

We study the typical learning properties of the recently introduced Soft Margin Classifiers (SMCs), learning realizable and unrealizable tasks, with the tools of Statistical Mechanics. We derive analytically the behaviour of the learning…

Ensuring safety for autonomous systems under uncertainty remains challenging, particularly when safety of the true state is required despite the true state not being fully known. Control barrier functions (CBFs) have become widely adopted…

In this paper, a set-membership filtering-based leader-follower synchronization protocol for discrete-time linear multi-agent systems is proposed wherein the aim is to make the agents synchronize with a leader. The agents, governed by…

We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochastically convergent state process approximations. More…

We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial…

Filtering for stochastic reaction networks (SRNs) is an important problem in systems/synthetic biology aiming to estimate the state of unobserved chemical species. A good solution to it can provide scientists valuable information about the…

We propose a generalised framework for the updating of a prior ensemble to a posterior ensemble, an essential yet challenging part in ensemble-based filtering methods. The proposed framework is based on a generalised and fully Bayesian view…

This paper addresses the problem of mixed-membership estimation in networks, where the goal is to efficiently estimate the latent mixed-membership structure from the observed network. Recognizing the widespread availability and valuable…

In this work, we consider the problem of goodness-of-fit (GoF) testing for parametric models. This testing problem involves a composite null hypothesis, due to the unknown values of the model parameters. In some special cases, co-sufficient…

Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…

Traditional state estimation methods rely on probabilistic assumptions that often collapse epistemic uncertainty into scalar beliefs, risking overconfidence in sparse or adversarial sensing environments. We introduce the Epistemic…