Related papers: The Linear Template Fit
Linear models are used in online decision making, such as in machine learning, policy algorithms, and experimentation platforms. Many engineering systems that use linear models achieve computational efficiency through distributed systems…
We initiate a systematic study of utilizing predictions to improve over approximation guarantees of classic algorithms, without increasing the running time. We propose a systematic method for a wide class of optimization problems that ask…
We consider the tuning parameter selection rules for nuclear norm regularized multivariate linear regression (NMLR) in high-dimensional setting. High-dimensional multivariate linear regression is widely used in statistics and machine…
This paper presents a machine learning approach to multidimensional item response theory (MIRT), a class of latent factor models that can be used to model and predict student performance from observed assessment data. Inspired by…
Neural simulation-based inference is a powerful class of machine-learning-based methods for statistical inference that naturally handles high-dimensional parameter estimation without the need to bin data into low-dimensional summary…
In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…
When classical particle filtering algorithms are used for maximum likelihood parameter estimation in nonlinear state-space models, a key challenge is that estimates of the likelihood function and its derivatives are inherently noisy. The…
In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…
In this paper, we develop a computationally-efficient approach to minimum-time trajectory optimization using input-output data-based models, to produce an end-to-end data-to-control solution to time-optimal planning/control of dynamic…
Parameter estimation via unbinned maximum likelihood fits is a central technique in particle physics. This article introduces MoreFit, which aims to provide a more optimised, rapid and efficient fitting solution for unbinned maximum…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
Efficient and accurate particle tracking is crucial for measuring Standard Model parameters and searching for new physics. This task consists of two major computational steps: track finding, the identification of a subset of all hits that…
Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
We study the problem of fitting parametrized curves to noisy data. Under certain assumptions (known as Cartesian and radial functional models), we derive asymptotic expressions for the bias and the covariance matrix of the parameter…
In this paper, we establish minimax optimal rates of convergence for prediction in a semi-functional linear model that consists of a functional component and a less smooth nonparametric component. Our results reveal that the smoother…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
We developed a least squares fitter used for extracting expected physics parameters from the correlated experimental data in high energy physics. This fitter considers the correlations among the observables and handles the nonlinearity…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…