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There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

The estimation of covariance operators of spatio-temporal data is in many applications only computationally feasible under simplifying assumptions, such as separability of the covariance into strictly temporal and spatial factors.Powerful…

Statistics Theory · Mathematics 2020-03-30 Holger Dette , Gauthier Dierickx , Tim Kutta

By employing various empirical estimators for the Mutual Information (MI) measure, we calculate and compare the estimates and their confidence intervals for both normal and non-normal bivariate data samples. We find that certain nonlinear…

Information Theory · Computer Science 2024-10-10 Theo Grigorenko , Leo Grigorenko

This paper is motivated by medical studies in which the same patients with multiple sclerosis are examined at several successive visits and described by fractional anisotropy tract profiles, which can be represented as functions. Since the…

Methodology · Statistics 2023-06-07 Katarzyna Kuryło , Łukasz Smaga

We introduce an adaptation of integral approximation operators to set-valued functions (SVFs, multifunctions), mapping a compact interval $[a,b]$ into the space of compact non-empty subsets of ${\mathbb R}^d$. All operators are adapted by…

Classical Analysis and ODEs · Mathematics 2022-12-02 Elena E. Berdysheva , Nira Dyn , Elza Farkhi , Alona Mokhov

This paper presents a method to leverage arbitrary neural network architecture for control variates. Control variates are crucial in reducing the variance of Monte Carlo integration, but they hinge on finding a function that both correlates…

Machine Learning · Computer Science 2024-09-25 Zilu Li , Guandao Yang , Qingqing Zhao , Xi Deng , Leonidas Guibas , Bharath Hariharan , Gordon Wetzstein

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

We consider the problem of estimating confidence intervals for the mean of a random variable, where the goal is to produce the smallest possible interval for a given number of samples. While minimax optimal algorithms are known for this…

Machine Learning · Statistics 2020-06-19 Shengjia Zhao , Christopher Yeh , Stefano Ermon

In this note, we present a novel measure of similarity between two functions. It quantifies how the sub-optimality gaps of two functions convert to each other, and unifies several existing notions of functional similarity. We show that it…

Machine Learning · Computer Science 2025-01-15 Chengpiao Huang , Kaizheng Wang

This paper introduces a boosted conformal procedure designed to tailor conformalized prediction intervals toward specific desired properties, such as enhanced conditional coverage or reduced interval length. We employ machine learning…

Methodology · Statistics 2024-11-12 Ran Xie , Rina Foygel Barber , Emmanuel J. Candès

Mental imagery refers to percept-like experiences in the absence of sensory input. Brain imaging studies suggest common, modality-specific, neural correlates imagery and perception. We associated abstract visual stimuli with either visually…

Neurons and Cognition · Quantitative Biology 2021-06-15 Krishna Prasad Miyapuram , Wolfram Schultz , Philippe N. Tobler

We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…

Optimization and Control · Mathematics 2017-05-02 Saverio Salzo

Numerically estimating the integral of functions in high dimensional spaces is a non-trivial task. A oft-encountered example is the calculation of the marginal likelihood in Bayesian inference, in a context where a sampling algorithm such…

Data Analysis, Statistics and Probability · Physics 2020-03-30 Allen Caldwell , Philipp Eller , Vasyl Hafych , Rafael C. Schick , Oliver Schulz , Marco Szalay

Conformal prediction is a distribution-free technique for establishing valid prediction intervals. Although conventionally people conduct conformal prediction in the output space, this is not the only possibility. In this paper, we propose…

Machine Learning · Computer Science 2023-04-11 Jiaye Teng , Chuan Wen , Dinghuai Zhang , Yoshua Bengio , Yang Gao , Yang Yuan

Importance sampling has become an important tool for the computation of tail-based risk measures. Since such quantities are often determined mainly by rare events standard Monte Carlo can be inefficient and importance sampling provides a…

Probability · Mathematics 2013-06-29 Pierre Nyquist

Representing, comparing, and measuring the distance between probability distributions is a key task in computational statistics and machine learning. The choice of representation and the associated distance determine properties of the…

Machine Learning · Statistics 2026-02-26 Masha Naslidnyk

Medical imaging, including MRI, CT, and Ultrasound, plays a vital role in clinical decisions. Accurate segmentation is essential to measure the structure of interest from the image. However, manual segmentation is highly operator-dependent,…

Image and Video Processing · Electrical Eng. & Systems 2022-07-07 Jaeik Jeon , Yeonggul Jang , Youngtaek Hong , Hackjoon Shim , Sekeun Kim

Dictionary learning algorithms have been successfully used for both reconstructive and discriminative tasks, where an input signal is represented with a sparse linear combination of dictionary atoms. While these methods are mostly developed…

Machine Learning · Statistics 2016-01-20 Soheil Bahrampour , Nasser M. Nasrabadi , Asok Ray , W. Kenneth Jenkins

Successful motor-imagery brain-computer interface (MI-BCI) algorithms either extract a large number of handcrafted features and train a classifier, or combine feature extraction and classification within deep convolutional neural networks…

Signal Processing · Electrical Eng. & Systems 2020-10-15 Michael Hersche , Luca Benini , Abbas Rahimi