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This article introduces a novel nonparametric methodology for Generalized Linear Models which combines the strengths of the binary regression and latent variable formulations for categorical data, while overcoming their disadvantages.…

Machine Learning · Statistics 2021-10-12 K. P. Chowdhury

The aim of this paper, triggered by some discussions in the astrophysics community raised by astro-ph/0508529, is to introduce the issue of `fits' from a probabilistic perspective (also known as Bayesian), with special attention to the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 G. D'Agostini

Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…

Machine Learning · Statistics 2019-05-30 Ernesto de Vito , Zeljko Kereta , Valeria Naumova

Consider the problem of learning a large number of response functions simultaneously based on the same input variables. The training data consist of a single independent random sample of the input variables drawn from a common distribution…

Machine Learning · Statistics 2021-11-30 Vincent Plassier , François Portier , Johan Segers

It is well known that popular optimization techniques can lead to overfitting or even a lack of convergence altogether; thus, practitioners often utilize ad hoc regularization terms added to the energy functional. When carefully crafted,…

Computer Vision and Pattern Recognition · Computer Science 2020-08-18 Michael Bao , David Hyde , Xinru Hua , Ronald Fedkiw

Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these…

Statistical Finance · Quantitative Finance 2025-07-08 Hasan Fallahgoul

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

Numerical Analysis · Mathematics 2025-04-03 Nir Sharon , Vinesha Peiris , Nadia Sukhorukova , Julien Ugon

This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a…

Computation · Statistics 2014-05-09 Björn Bornkamp

As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…

Methodology · Statistics 2018-03-23 Michael Betancourt

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter.…

Optimization and Control · Mathematics 2024-01-23 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

In this paper, I will introduce a new form of regression, that can adjust overfitting and underfitting through, "distance-based regression." Overfitting often results in finding false patterns causing inaccurate results, so by having a new…

Machine Learning · Computer Science 2024-10-25 Dylan Wilson

Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…

Machine Learning · Computer Science 2021-07-16 Gilmer Valdes , Wilmer Arbelo , Yannet Interian , Jerome H. Friedman

In many modern applications of deep learning the neural network has many more parameters than the data points used for its training. Motivated by those practices, a large body of recent theoretical research has been devoted to studying…

Statistics Theory · Mathematics 2022-12-07 A. Tsigler , P. L. Bartlett

Recommendation models mainly deal with categorical variables, such as user/item ID and attributes. Besides the high-cardinality issue, the interactions among such categorical variables are usually long-tailed, with the head made up of…

Machine Learning · Computer Science 2019-05-29 Yihong Chen , Bei Chen , Xiangnan He , Chen Gao , Yong Li , Jian-Guang Lou , Yue Wang

This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…

Statistics Theory · Mathematics 2016-07-04 Nicolas Garcia Trillos , Ryan Murray

Understanding when and why interpolating methods generalize well has recently been a topic of interest in statistical learning theory. However, systematically connecting interpolating methods to achievable notions of optimality has only…

Machine Learning · Statistics 2021-10-22 Eduard Oravkin , Patrick Rebeschini

Over the past several decades, many different types of computational imaging approaches have been proposed for improving MRI. In this paper, we provide an overview of methods that assume that MRI Fourier data is linearly predictable. Linear…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Justin P. Haldar , Kawin Setsompop

In this paper we address the problem of feature selection when the data is functional, we study several statistical procedures including classification, regression and principal components. One advantage of the blinding procedure is that it…

Methodology · Statistics 2023-12-29 Ricardo Fraiman , Yanina Gimenez , Marcela Svarc

The procedure of Least Square-Errors curve fitting is extensively used in many computer applications for fitting a polynomial curve of a given degree to approximate a set of data. Although various methodologies exist to carry out curve…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-29 Poorna Banerjee Dasgupta