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In this paper, we consider the problem of linear regression with heavy-tailed distributions. Different from previous studies that use the squared loss to measure the performance, we choose the absolute loss, which is capable of estimating…

Machine Learning · Computer Science 2018-10-26 Lijun Zhang , Zhi-Hua Zhou

As deep nets are increasingly used in applications suited for mobile devices, a fundamental dilemma becomes apparent: the trend in deep learning is to grow models to absorb ever-increasing data set sizes; however mobile devices are designed…

Machine Learning · Computer Science 2015-04-21 Wenlin Chen , James T. Wilson , Stephen Tyree , Kilian Q. Weinberger , Yixin Chen

Continuous mixtures of distributions are widely employed in the statistical literature as models for phenomena with highly divergent outcomes; in particular, many familiar heavy-tailed distributions arise naturally as mixtures of…

Methodology · Statistics 2017-10-10 Carter T. Butts

We study high-dimensional signal recovery from non-linear measurements with design vectors having elliptically symmetric distribution. Special attention is devoted to the situation when the unknown signal belongs to a set of low statistical…

Statistics Theory · Mathematics 2016-11-14 Larry Goldstein , Stanislav Minsker , Xiaohan Wei

This work studies approximation based on single-hidden-layer feedforward and recurrent neural networks with randomly generated internal weights. These methods, in which only the last layer of weights and a few hyperparameters are optimized,…

Probability · Mathematics 2021-02-17 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

How to estimate the uncertainty of a given model is a crucial problem. Current calibration techniques treat different classes equally and thus implicitly assume that the distribution of training data is balanced, but ignore the fact that…

Computer Vision and Pattern Recognition · Computer Science 2023-04-14 Jiahao Chen , Bing Su

We propose a new Bayesian strategy for adaptation to smoothness in nonparametric models based on heavy tailed series priors. We illustrate it in a variety of settings, showing in particular that the corresponding Bayesian posterior…

Statistics Theory · Mathematics 2024-05-30 Sergios Agapiou , Ismaël Castillo

In this paper, we study the compression of a target two-layer neural network with N nodes into a compressed network with M<N nodes. More precisely, we consider the setting in which the weights of the target network are i.i.d. sub-Gaussian,…

Information Theory · Computer Science 2022-08-17 Mohammad Hossein Amani , Simone Bombari , Marco Mondelli , Rattana Pukdee , Stefano Rini

This thesis evaluates most of the extreme mixture models and methods that have appended in the literature and implements them in the context of finance and insurance. The paper also reviews and studies extreme value theory, time series,…

General Economics · Economics 2024-07-09 Yujuan Qiu

Low-rank tensor compression has been proposed as a promising approach to reduce the memory and compute requirements of neural networks for their deployment on edge devices. Tensor compression reduces the number of parameters required to…

Machine Learning · Computer Science 2021-11-03 Cole Hawkins , Haichuan Yang , Meng Li , Liangzhen Lai , Vikas Chandra

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

We extend the construction principle of multivariate phase-type distributions to establish an analytically tractable class of heavy-tailed multivariate random variables whose marginal distributions are of Mittag-Leffler type with arbitrary…

Probability · Mathematics 2020-03-25 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

Compressed communication, in the form of sparsification or quantization of stochastic gradients, is employed to reduce communication costs in distributed data-parallel training of deep neural networks. However, there exists a discrepancy…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-20 Aritra Dutta , El Houcine Bergou , Ahmed M. Abdelmoniem , Chen-Yu Ho , Atal Narayan Sahu , Marco Canini , Panos Kalnis

In the context of long-tail classification on graphs, the vast majority of existing work primarily revolves around the development of model debiasing strategies, intending to mitigate class imbalances and enhance the overall performance.…

Machine Learning · Computer Science 2024-06-03 Haohui Wang , Baoyu Jing , Kaize Ding , Yada Zhu , Wei Cheng , Si Zhang , Yonghui Fan , Liqing Zhang , Dawei Zhou

We propose another proof of the high dimensional spectrum convergence of the weighted sample covariance, more concise and self-sufficient but with stronger, but reasonable assumptions. We explain and illustrates this theorem for different…

Statistics Theory · Mathematics 2025-03-14 Benoit Oriol

For purposes of Value-at-Risk estimation, we consider several multivariate families of heavy-tailed distributions, which can be seen as multidimensional versions of Paretian stable and Student's t distributions allowing different marginals…

Risk Management · Quantitative Finance 2011-12-20 Carlo Marinelli , Stefano d'Addona , Svetlozar T. Rachev

This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…

Methodology · Statistics 2018-08-29 Riccardo Rastelli

Real-world data often follows a long-tailed distribution, which makes the performance of existing classification algorithms degrade heavily. A key issue is that samples in tail categories fail to depict their intra-class diversity. Humans…

Computer Vision and Pattern Recognition · Computer Science 2022-02-14 Xiaohua Chen , Yucan Zhou , Dayan Wu , Wanqian Zhang , Yu Zhou , Bo Li , Weiping Wang

This paper examines the theory pertaining to lossless compression of correlated sources located at the edge of a network. Importantly, communication between nodes is prohibited. In particular, a method that combines correlated source coding…

Information Theory · Computer Science 2020-03-25 Benjamin Rosen , Shane House , Shamin Achari , Ling Cheng
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