Related papers: Efficient stream-based Max-Min diversification wit…
A wireless network serving multiple users in the millimeter-wave or the sub-terahertz band by a base station is considered. High-throughput multi-user hybrid-transmit beamforming is conceived by maximizing the minimum rate of the users. For…
In this paper, we present a new feature selection method that is suitable for both unsupervised and supervised problems. We build upon the recently proposed Infinite Feature Selection (IFS) method where feature subsets of all sizes…
This paper introduces an approach to multi-stream quickest change detection and fault isolation for unnormalized and score-based statistical models. Traditional optimal algorithms in the quickest change detection literature require explicit…
In this paper, we present a new ensemble-based filter method by reconstructing the analysis step of the particle filter through a transport map, which directly transports prior particles to posterior particles. The transport map is…
This paper considers the constrained sampling multi-stream quickest change detection problem, also known as the bandit quickest change detection problem. One stream contains a change-point that shifts its mean by an unknown amount. The goal…
This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…
In the fields of big data, AI, and streaming processing, we work with large amounts of data from multiple sources. Due to memory and network limitations, we process data streams on distributed systems to alleviate computational and network…
The problem of relevant and diverse subset selection has a wide range of applications, including recommender systems and retrieval-augmented generation (RAG). For example, in recommender systems, one is interested in selecting relevant…
This paper looks at two problems, minimum constrained input selection and minimum cost constrained input selection for state space structured systems. The input matrix is constrained in the sense that the set of states that each input can…
Diffusion policies are expressive yet incur high inference latency. Flow Matching (FM) enables one-step generation, but integrating it into Maximum Entropy Reinforcement Learning (MaxEnt RL) is challenging: the optimal policy is an…
Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…
This paper proposes a new univariate filter feature selection (FFS) algorithm called KGroups. The majority of work in the literature focuses on investigating the relevance or redundancy estimations of feature selection (FS) methods. This…
The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…
Profit maximization (PM) is to select a subset of users as seeds for viral marketing in online social networks, which balances between the cost and the profit from influence spread. We extend PM to that under the general marketing strategy,…
We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified generative model, we assume access to regime-specific…
We consider a regression setting where observations are collected in different environments modeled by different data distributions. The field of out-of-distribution (OOD) generalization aims to design methods that generalize better to test…
This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…
When building recommendation systems, we seek to output a helpful set of items to the user. Under the hood, a ranking model predicts which of two candidate items is better, and we must distill these pairwise comparisons into the user-facing…
Many streaming algorithms provide only a high-probability relative approximation. These two relaxations, of allowing approximation and randomization, seem necessary -- for many streaming problems, both relaxations must be employed…
The minimax excess risk optimization (MERO) problem is a new variation of the traditional distributionally robust optimization (DRO) problem, which achieves uniformly low regret across all test distributions under suitable conditions. In…