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Completely random measures (CRMs) and their normalizations are a rich source of Bayesian nonparametric priors. Examples include the beta, gamma, and Dirichlet processes. In this paper we detail two major classes of sequential CRM…

Statistics Theory · Mathematics 2020-05-11 Trevor Campbell , Jonathan H. Huggins , Jonathan P. How , Tamara Broderick

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…

Optimization and Control · Mathematics 2014-08-06 Eric C. Chi , Hua Zhou , Kenneth Lange

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large…

Computational Finance · Quantitative Finance 2017-01-11 T. A. McWalter , R. Rudd , J. Kienitz , E. Platen

We present a computer-checked generic implementation for solving finite-horizon sequential decision problems. This is a wide class of problems, including inter-temporal optimizations, knapsack, optimal bracketing, scheduling, etc. The…

Logic in Computer Science · Computer Science 2023-06-22 Nicola Botta , Patrik Jansson , Cezar Ionescu , David R. Christiansen , Edwin Brady

We start out by demonstrating that an elementary learning task, corresponding to the training of a single linear neuron in a convolutional neural network, can be solved for feature spaces of very high dimensionality. In a second step,…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 Marco Loog , François Lauze

This article deals with the generalization performance of margin multi-category classifiers, when minimal learnability hypotheses are made. In that context, the derivation of a guaranteed risk is based on the handling of capacity measures…

Machine Learning · Computer Science 2020-09-17 Yann Guermeur

Recently, contrastive learning has found impressive success in advancing the state of the art in solving various machine learning tasks. However, the existing generalization analysis is very limited or even not meaningful. In particular,…

Machine Learning · Computer Science 2023-03-01 Yunwen Lei , Tianbao Yang , Yiming Ying , Ding-Xuan Zhou

Piecewise constant image approximations of sequential number of segments or clusters of disconnected pixels are treated. The method of majorizing of optimal approximation sequence by hierarchical sequence of image approximations is…

Computer Vision and Pattern Recognition · Computer Science 2013-10-02 M. Kharinov

Network analysis has emerged as a key technique in communication studies, economics, geography, history and sociology, among others. A fundamental issue is how to identify key nodes, for which purpose a number of centrality measures have…

Social and Information Networks · Computer Science 2018-01-08 László Csató

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

Many machine learning models are vulnerable to adversarial attacks; for example, adding adversarial perturbations that are imperceptible to humans can often make machine learning models produce wrong predictions with high confidence.…

Machine Learning · Computer Science 2020-07-30 Dong Yin , Kannan Ramchandran , Peter Bartlett

As datasets grow it becomes infeasible to process them completely with a desired model. For giant datasets, we frame the order in which computation is performed as a decision problem. The order is designed so that partial computations are…

Computation · Statistics 2014-03-18 Daniel John Lawson , Niall M Adams

Majorization is a partial order on real vectors which plays an important role in a variety of subjects, ranging from algebra and combinatorics to probability and statistics. In this paper, we consider a generalized notion of majorization…

Representation Theory · Mathematics 2020-12-18 Colin McSwiggen , Jonathan Novak

The present article is primarily a review of the projection-operator approach to quantize systems with constraints. We study the quantization of systems with general first- and second-class constraints from the point of view of…

High Energy Physics - Theory · Physics 2007-05-23 John R. Klauder

Majorization theory is a powerful mathematical tool to compare the disorder in distributions, with wide-ranging applications in many fields including mathematics, physics, information theory, and economics. While majorization theory…

A common approach to statistical learning with big-data is to randomly split it among $m$ machines and learn the parameter of interest by averaging the $m$ individual estimates. In this paper, focusing on empirical risk minimization, or…

Machine Learning · Statistics 2016-06-14 Jonathan Rosenblatt , Boaz Nadler

Machine learning models with inputs in a Euclidean space $\mathbb{R}^d$, when implemented on digital computers, generalize, and their generalization gap converges to $0$ at a rate of $c/N^{1/2}$ concerning the sample size $N$. However, the…

Machine Learning · Computer Science 2026-05-14 Anastasis Kratsios , A. Martina Neuman , Gudmund Pammer

This paper is a modified chapter of the author's Ph.D. thesis. We introduce the notions of sequentially approximated types and sequentially approximated Keisler measures. As the names imply, these are types which can be approximated by a…

Logic · Mathematics 2021-12-13 Kyle Gannon

Along with the exponential growth of online platforms and services, recommendation systems have become essential for identifying relevant items based on user preferences. The domain of sequential recommendation aims to capture evolving user…

Information Retrieval · Computer Science 2023-07-12 Jung Hyun Ryu , Jaeheyoung Jeon , Jewoong Cho , Myungjoo Kang 1

This paper describes serial and parallel compositional models of multiple objects with part sharing. Objects are built by part-subpart compositions and expressed in terms of a hierarchical dictionary of object parts. These parts are…

Computer Vision and Pattern Recognition · Computer Science 2013-01-17 Alan L. Yuille , Roozbeh Mottaghi