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Systems composed of large numbers of interacting agents often admit an effective coarse-grained description in terms of a multidimensional stochastic dynamical system, driven by small-amplitude intrinsic noise. In applications to…
The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the…
Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…
We consider the estimation of the global mode of a density under some decay rate condition around the global mode. We show that the maximum of a histogram, with proper choice of bandwidth, achieves the minimax rate that we establish for the…
Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…
Principal component analysis has been a main tool in multivariate analysis for estimating a low dimensional linear subspace that explains most of the variability in the data. However, in high-dimensional regimes, naive estimates of the…
Denoising has always been theoretically considered as removal of high frequency disturbances having Gaussian distribution. Here we relax this assumption and the method used here is completely different from traditional thresholding schemes.…
Probabilistic principal component analysis (PPCA) is currently one of the most used statistical tools to reduce the ambient dimension of the data. From multidimensional scaling to the imputation of missing data, PPCA has a broad spectrum of…
In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality…
We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…
The monitoring and management of high-volume feature-rich traffic in large networks offers significant challenges in storage, transmission and computational costs. The predominant approach to reducing these costs is based on performing a…
In the domain of computer vision, Parameter-Efficient Tuning (PET) is increasingly replacing the traditional paradigm of pre-training followed by full fine-tuning. PET is particularly favored for its effectiveness in large foundation…
Distributed optimization finds many applications in machine learning, signal processing, and control systems. In these real-world applications, the constraints of communication networks, particularly limited bandwidth, necessitate…
In this era of big data, databases are growing rapidly in terms of the number of records. Fast automatic detection of anomalous records in these massive databases is a challenging task. Traditional distance based anomaly detectors are not…
Estimating intrinsic dimensionality of data is a classic problem in pattern recognition and statistics. Principal Component Analysis (PCA) is a powerful tool in discovering dimensionality of data sets with a linear structure; it, however,…
Deep learning models often rely only on a small set of features even when there is a rich set of predictive signals in the training data. This makes models brittle and sensitive to distribution shifts. In this work, we first examine vision…
With time, machine learning models have increased in their scope, functionality and size. Consequently, the increased functionality and size of such models requires high-end hardware to both train and provide inference after the fact. This…
One of the founding paradigms of machine learning is that a small number of variables is often sufficient to describe high-dimensional data. The minimum number of variables required is called the intrinsic dimension (ID) of the data.…
Given points $p_1, \dots, p_n$ in $\mathbb{R}^d$, how do we find a point $x$ which maximizes $\frac{1}{n} \sum_{i=1}^n e^{-\|p_i - x\|^2}$? In other words, how do we find the maximizing point, or mode of a Gaussian kernel density estimation…
Interactions among large number of entities is naturally high-dimensional and incomplete (HDI) in many big data related tasks. Behavioral characteristics of users are hidden in these interactions, hence, effective representation of the HDI…