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We study ridge estimation of the precision matrix in the high-dimensional setting where the number of variables is large relative to the sample size. We first review two archetypal ridge estimators and note that their utilized penalties do…

Methodology · Statistics 2016-06-17 Wessel N. van Wieringen , Carel F. W. Peeters

Given a random sample of points from some unknown distribution, we propose a new data-driven method for estimating its probability support $S$. Under the mild assumption that $S$ is $r$-convex, the smallest $r$-convex set which contains the…

Statistics Theory · Mathematics 2014-12-01 Alberto Rodríguez-Casal , Paula Saavedra-Nieves

Existing normal estimation methods for point clouds are often less robust to severe noise and complex geometric structures. Also, they usually ignore the contributions of different neighbouring points during normal estimation, which leads…

Computer Vision and Pattern Recognition · Computer Science 2023-05-09 Weijia Wang , Xuequan Lu , Di Shao , Xiao Liu , Richard Dazeley , Antonio Robles-Kelly , Wei Pan

We introduce an estimator for the curvature of curves and surfaces by using finite sample points drawn from sampling a probability distribution that has support on the curve or surface. First we give an algorithm for estimation of the…

Differential Geometry · Mathematics 2025-07-03 R. Mirzaie

Ridge leverage scores provide a balance between low-rank approximation and regularization, and are ubiquitous in randomized linear algebra and machine learning. Deterministic algorithms are also of interest in the moderately big data…

Statistics Theory · Mathematics 2018-12-27 Shannon R. McCurdy

Obtaining accurate photometric redshift estimations is an important aspect of cosmology, remaining a prerequisite of many analyses. In creating novel methods to produce redshift estimations, there has been a shift towards using machine…

Instrumentation and Methods for Astrophysics · Physics 2021-07-07 Ben Henghes , Connor Pettitt , Jeyan Thiyagalingam , Tony Hey , Ofer Lahav

Context. Filamentary structures appear to be ubiquitous in the interstellar medium. Being able to detect and characterize them is the first step toward understanding their origin, their evolution, and their role in the Galactic cycle of…

Astrophysics of Galaxies · Physics 2022-12-14 J. -S. Carrière , L. Montier , K. Ferrière , I. Ristorcelli

In this paper, we propose a novel sufficient decrease technique for variance reduced stochastic gradient descent methods such as SAG, SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new…

Machine Learning · Computer Science 2017-06-06 Fanhua Shang , Yuanyuan Liu , James Cheng , Kelvin Kai Wing Ng , Yuichi Yoshida

Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of…

Methodology · Statistics 2020-05-08 Ariel Rokem , Kendrick Kay

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient…

Machine Learning · Statistics 2018-02-28 Fanhua Shang , Yuanyuan Liu , Kaiwen Zhou , James Cheng , Kelvin K. W. Ng , Yuichi Yoshida

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…

Numerical Analysis · Mathematics 2016-04-12 Ke Wei , Jian-Feng Cai , Tony F. Chan , Shingyu Leung

The typical point cloud sampling methods used in state estimation for mobile robots preserve a high level of point redundancy. This redundancy unnecessarily slows down the estimation pipeline and may cause drift under real-time constraints.…

Robotics · Computer Science 2024-04-24 Pavel Petracek , Kostas Alexis , Martin Saska

In this paper, we present a new self-supervised scene flow estimation approach for a pair of consecutive point clouds. The key idea of our approach is to represent discrete point clouds as continuous probability density functions using…

Computer Vision and Pattern Recognition · Computer Science 2022-03-24 Pan He , Patrick Emami , Sanjay Ranka , Anand Rangarajan

Conformal prediction is a method of producing prediction sets that can be applied on top of a wide range of prediction algorithms. The method has a guaranteed coverage probability under the standard IID assumption regardless of whether the…

Machine Learning · Computer Science 2014-04-09 Evgeny Burnaev , Vladimir Vovk

Conventional seismic techniques for detecting the subsurface geologic features are challenged by limited data coverage, computational inefficiency, and subjective human factors. We developed a novel data-driven geological feature detection…

Machine Learning · Computer Science 2018-09-26 Youzuo Lin , Shusen Wang , Jayaraman Thiagarajan , George Guthrie , David Coblentz

Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of…

Numerical Analysis · Computer Science 2018-08-23 Michael P. Friedlander , Mark Schmidt

As 3D point cloud analysis has received increasing attention, the insufficient scale of point cloud datasets and the weak generalization ability of networks become prominent. In this paper, we propose a simple and effective augmentation…

Computer Vision and Pattern Recognition · Computer Science 2021-02-08 Jinlai Zhang , Lyujie Chen , Bo Ouyang , Binbin Liu , Jihong Zhu , Yujing Chen , Yanmei Meng , Danfeng Wu

In this study, we propose shrinkage methods based on {\it generalized ridge regression} (GRR) estimation which is suitable for both multicollinearity and high dimensional problems with small number of samples (large $p$, small $n$). Also,…

Statistics Theory · Mathematics 2020-03-04 Bahadır Yüzbaşı , Mohammad Arashi , S. Ejaz Ahmed