Related papers: Learning Linear Models Using Distributed Iterative…

Markov networks are widely used in many Machine Learning applications including natural language processing, computer vision, and bioinformatics . Learning Markov networks have many complications ranging from intractable computations…

Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Metropolis nested sampling evolves a Markov chain from a current livepoint and accepts new points along the chain according to a version of the Metropolis acceptance ratio modified to satisfy the likelihood constraint, characteristic of…

Motivated by recent progress in data assimilation, we develop an algorithm to dynamically learn the parameters of a chaotic system from partial observations. Under reasonable assumptions, we rigorously establish the convergence of this…

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…

As the size of modern data sets exceeds the disk and memory capacities of a single computer, machine learning practitioners have resorted to parallel and distributed computing. Given that optimization is one of the pillars of machine…

We consider a unified framework of sequential change-point detection and hypothesis testing modeled by means of hidden Markov chains. One observes a sequence of random variables whose distributions are functionals of a hidden Markov chain.…

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…

In environmental studies, realistic simulations are essential for understanding complex systems. Statistical emulation with Gaussian processes (GPs) in functional data models have become a standard tool for this purpose. Traditional…

Randomized sketching is currently introduced into every area of numerical linear algebra. In Krylov subspace methods, it allows runtime savings at the cost of small accuracy reductions. This work offers a different view on sketching in…

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…

Deep neural networks are powerful learning models that achieve state-of-the-art performance on many computer vision, speech, and language processing tasks. In this paper, we study a fundamental question that arises when designing deep…

We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we…

We propose a simple algorithm to train stochastic neural networks to draw samples from given target distributions for probabilistic inference. Our method is based on iteratively adjusting the neural network parameters so that the output…

We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…

We consider discrete graphical models Markov with respect to a graph $G$ and propose two distributed marginal methods to estimate the maximum likelihood estimate of the canonical parameter of the model. Both methods are based on a…

In this paper we study the problem of learning a shallow artificial neural network that best fits a training data set. We study this problem in the over-parameterized regime where the number of observations are fewer than the number of…