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We present a simple and robust strategy for the selection of sampling points in Uncertainty Quantification. The goal is to achieve the fastest possible convergence in the cumulative distribution function of a stochastic output of interest.…

Computational Physics · Physics 2017-05-08 Enrico Camporeale , Ashutosh Agnihotri , Casper Rutjes

Iterative deblurring, notably the Richardson-Lucy algorithm with and without regularization, is analyzed in the context of nuclear and high-energy physics applications. In these applications, probability distributions may be discretized…

Numerical Analysis · Mathematics 2025-11-05 Sinethemba Neliswa Mamba , Pawel Danielewicz

Non-coherent over-the-air (OTA) computation has garnered increasing attention for its advantages in facilitating information aggregation among distributed agents in resource-constrained networks without requiring precise channel estimation.…

Information Theory · Computer Science 2025-04-09 Yuhang Deng , Zheng Chen , Erik G. Larsson

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Statistics Theory · Mathematics 2019-07-08 Anatoli Juditsky , Alexander Nazin , Arkadi Nemirovsky , Alexandre Tsybakov

Data-driven learning is generalized to consider history-dependent multi-fidelity data, while quantifying epistemic uncertainty and disentangling it from data noise (aleatoric uncertainty). This generalization is hierarchical and adapts to…

Machine Learning · Computer Science 2025-07-21 Jiaxiang Yi , Bernardo P. Ferreira , Miguel A. Bessa

Consensus algorithms are popular distributed algorithms for computing aggregate quantities, such as averages, in ad-hoc wireless networks. However, existing algorithms mostly address the case where the measurements lie in a Euclidean space.…

Dynamical Systems · Mathematics 2012-02-02 Roberto Tron , Bijan Afsari , René Vidal

We establish an explicit data-driven criterion for identifying the solid-liquid transition of two-dimensional self-propelled colloidal particles in the far from equilibrium parameter regime, where the transition points predicted by…

Soft Condensed Matter · Physics 2021-10-27 Wei-chen Guo , Bao-quan Ai , Liang He

In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…

Optimization and Control · Mathematics 2014-08-06 François D. Côté , Ioannis N. Psaromiligkos , Warren J. Gross

It is well known the sample covariance has a consistent bias in the spectrum, for example spectrum of Wishart matrix follows the Marchenko-Pastur law. We in this work introduce an iterative algorithm 'Concent' that actively eliminate this…

Machine Learning · Statistics 2022-01-04 Juntao Duan , Ionel Popescu , Heinrich Matzinger

Data-driven iterative learning control can achieve high performance for systems performing repeating tasks without the need for modeling. The aim of this paper is to develop a fast data-driven method for iterative learning control that is…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Leontine Aarnoudse , Tom Oomen

U-Clip is a simple amendment to gradient clipping that can be applied to any iterative gradient optimization algorithm. Like regular clipping, U-Clip involves using gradients that are clipped to a prescribed size (e.g. with component wise…

Machine Learning · Computer Science 2023-02-07 Bryn Elesedy , Marcus Hutter

The unfolding of detector effects is a key aspect of comparing experimental data with theoretical predictions. In recent years, different Machine-Learning methods have been developed to provide novel features, e.g. high dimensionality or a…

Data Analysis, Statistics and Probability · Physics 2024-12-17 Mathias Backes , Anja Butter , Monica Dunford , Bogdan Malaescu

The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…

Statistics Theory · Mathematics 2026-05-11 Jorge G. Adrover , Marcelo Ruiz

The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…

Data Analysis, Statistics and Probability · Physics 2015-01-19 Luca Lista

In many data classification problems, there is no linear relationship between an explanatory and the dependent variables. Instead, there may be ranges of the input variable for which the observed outcome is signficantly more or less likely.…

Machine Learning · Computer Science 2016-04-13 Mallory Sheth , Roy Welsch , Natasha Markuzon

The consideration of predictive uncertainty in medical imaging with deep learning is of utmost importance. We apply estimation of both aleatoric and epistemic uncertainty by variational Bayesian inference with Monte Carlo dropout to…

Image and Video Processing · Electrical Eng. & Systems 2021-04-27 Max-Heinrich Laves , Sontje Ihler , Jacob F. Fast , Lüder A. Kahrs , Tobias Ortmaier

We consider a multiplicative deconvolution problem, in which the density $f$ or the survival function $S^X$ of a strictly positive random variable $X$ is estimated nonparametrically based on an i.i.d. sample from a noisy observation $Y =…

Statistics Theory · Mathematics 2025-09-30 Sergio Brenner Miguel , Jan Johannes , Maximilian Siebel

Unmeasured confounding is a major challenge for identifying causal relationships from non-experimental data. Here, we propose a method that can accommodate unmeasured discrete confounding. Extending recent identifiability results in deep…

Machine Learning · Computer Science 2024-08-13 Patrick Burauel , Frederick Eberhardt , Michel Besserve