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Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…
Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the model parameters. In this paper, we develop a flexible sparse…
Gaussian processes are frequently deployed as part of larger machine learning and decision-making systems, for instance in geospatial modeling, Bayesian optimization, or in latent Gaussian models. Within a system, the Gaussian process model…
Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function…
Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…
Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…
Compressive sensing has been successfully used for optimized operations in wireless sensor networks. However, raw data collected by sensors may be neither originally sparse nor easily transformed into a sparse data representation. This…
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kernel nonparametric regression estimation techniques where…
In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…
We propose a sequential learning policy for noisy discrete global optimization and ranking and selection (R\&S) problems with high dimensional sparse belief functions, where there are hundreds or even thousands of features, but only a small…
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…
State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…
Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…
Wideband spectrum sensing is an essential part of cognitive radio systems. Exact spectrum estimation is usually inefficient as it requires sampling rates at or above the Nyquist rate. Using prior information on the structure of the signal…
This paper studies graph-based active learning, where the goal is to reconstruct a binary signal defined on the nodes of a weighted graph, by sampling it on a small subset of the nodes. A new sampling algorithm is proposed, which…
Spectral methods have greatly advanced the estimation of latent variable models, generating a sequence of novel and efficient algorithms with strong theoretical guarantees. However, current spectral algorithms are largely restricted to…
Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…
Federated learning is a privacy-preserving approach to train a global model at a central server by collaborating with wireless devices, each with its own local training data set. In this paper, we present a compressive sensing approach for…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
We propose an adaptive scheme for distributed learning of nonlinear functions by a network of nodes. The proposed algorithm consists of a local adaptation stage utilizing multiple kernels with projections onto hyperslabs and a diffusion…