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In many areas of applied statistics and machine learning, generating an arbitrary number of independent and identically distributed (i.i.d.) samples from a given distribution is a key task. When the distribution is known only through…

Artificial Intelligence · Computer Science 2021-10-29 Ulysse Marteau-Ferey , Francis Bach , Alessandro Rudi

Shape constraints such as positive semi-definiteness (PSD) for matrices or convexity for functions play a central role in many applications in machine learning and sciences, including metric learning, optimal transport, and economics. Yet,…

Machine Learning · Statistics 2022-01-25 Boris Muzellec , Francis Bach , Alessandro Rudi

Symmetric positive definite~(SPD) matrices have shown important value and applications in statistics and machine learning, such as FMRI analysis and traffic prediction. Previous works on SPD matrices mostly focus on discriminative models,…

Machine Learning · Computer Science 2023-12-14 Yunchen Li , Zhou Yu , Gaoqi He , Yunhang Shen , Ke Li , Xing Sun , Shaohui Lin

The need for consistent treatment of uncertainty has recently triggered increased interest in probabilistic deep learning methods. However, most current approaches have severe limitations when it comes to inference, since many of these…

We introduce a new functional representation of probability density functions (PDFs) of non-negative random variables via a product of a monomial factor and linear combinations of decaying exponentials with complex exponents. This…

Probability · Mathematics 2018-02-13 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

This paper outlines an approach to the approximation of probability density functions by quadratic forms of weighted orthonormal basis functions with positive semi-definite Hermitian matrices of unit trace. Such matrices are called…

Probability · Mathematics 2016-11-17 Igor G. Vladimirov

We develop a practical semidefinite programming (SDP) facial reduction procedure that utilizes computationally efficient approximations of the positive semidefinite cone. The proposed method simplifies SDPs with no strictly feasible…

Optimization and Control · Mathematics 2017-11-30 Frank Permenter , Pablo Parrilo

Positive semidefinite matrix factorization (PSDMF) expresses each entry of a nonnegative matrix as the inner product of two positive semidefinite (psd) matrices. When all these psd matrices are constrained to be diagonal, this model is…

Signal Processing · Electrical Eng. & Systems 2021-07-07 Dana Lahat , Yanbin Lang , Vincent Y. F. Tan , Cédric Févotte

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

This thesis studies advanced probabilistic models, including both their theoretical foundations and practical applications, for different semi-supervised learning (SSL) tasks. The proposed probabilistic methods are able to improve the…

Machine Learning · Computer Science 2024-04-08 Jianfeng Wang

We give an algorithm for computing approximate PSD factorizations of nonnegative matrices. The running time of the algorithm is polynomial in the dimensions of the input matrix, but exponential in the PSD rank and the approximation error.…

Data Structures and Algorithms · Computer Science 2016-02-25 Amitabh Basu , Michael Dinitz , Xin Li

Positive semidefinite (PSD) cone is the cone of positive semidefinite matrices, and is the object of interest in semidefinite programming (SDP). A computational efficient approximation of the PSD cone is the $k$-PSD closure, $1 \leq k < n$,…

Optimization and Control · Mathematics 2024-05-03 Avinash Bhardwaj , Vishnu Narayanan , Abhishek Pathapati

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

Positive semidefinite rank (PSD-rank) is a relatively new quantity with applications to combinatorial optimization and communication complexity. We first study several basic properties of PSD-rank, and then develop new techniques for…

Computational Complexity · Computer Science 2014-07-17 Troy Lee , Zhaohui Wei , Ronald de Wolf

Normalized nonnegative models assign probability distributions to users and random variables to items; see [Stark, 2015]. Rating an item is regarded as sampling the random variable assigned to the item with respect to the distribution…

Machine Learning · Computer Science 2015-11-23 Cyril Stark

Sum-Product Networks (SPNs) are recently introduced deep tractable probabilistic models by which several kinds of inference queries can be answered exactly and in a tractable time. Up to now, they have been largely used as black box density…

Machine Learning · Computer Science 2018-08-27 Antonio Vergari , Nicola Di Mauro , Floriana Esposito

Inference in expressive probabilistic models is generally intractable, which makes them difficult to learn and limits their applicability. Sum-product networks are a class of deep models where, surprisingly, inference remains tractable even…

Machine Learning · Computer Science 2016-11-14 Abram L. Friesen , Pedro Domingos

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

The probability density function (PDF) associated with a given set of samples is approximated by a piecewise-linear polynomial constructed with respect to a binning of the sample space. The kernel functions are a compactly supported basis…

Numerical Analysis · Mathematics 2020-08-04 Giacomo Capodaglio , Max Gunzburger

Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

Statistics Theory · Mathematics 2020-08-24 T Tin Nguyen , Hien D Nguyen , Faicel Chamroukhi , Geoffrey J McLachlan
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