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Switching dynamical systems can model complicated time series data while maintaining interpretability by inferring a finite set of dynamics primitives and explaining different portions of the observed time series with one of these…

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Partitioning a set of elements into an unknown number of mutually exclusive subsets is essential in many machine learning problems. However, assigning elements, such as samples in a dataset or neurons in a network layer, to an unknown and…

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Local regression is widely used to explore spatial heterogeneity, but anisotropic or effectively low-dimensional neighborhoods can produce ill-conditioned local solves, causing coefficient variation driven by numerical artifacts rather than…

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

In current seismic acquisition practice, there is an increasing drive for sparsely (in space) acquired data, often in irregular geometry. These surveys can trade off subsurface information for efficiency/cost - creating a problem of…

We present a new algorithm for stochastic variational inference that targets at models with non-differentiable densities. One of the key challenges in stochastic variational inference is to come up with a low-variance estimator of the…

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…

Stochastic optimization lies at the core of most statistical learning models. The recent great development of stochastic algorithmic tools focused significantly onto proximal gradient iterations, in order to find an efficient approach for…

Modulo sampling enables acquisition of signals with unlimited dynamic range by folding the input into a bounded interval prior to sampling, thus eliminating the risk of signal clipping and preserving information without requiring…

In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…

We consider a bilevel learning framework for learning linear operators. In this framework, the learnable parameters are optimized via a loss function that also depends on the minimizer of a convex optimization problem (denoted lower-level…

Gradient boosting is a prediction method that iteratively combines weak learners to produce a complex and accurate model. From an optimization point of view, the learning procedure of gradient boosting mimics a gradient descent on a…

Optimization techniques are of great importance to effectively and efficiently train a deep neural network (DNN). It has been shown that using the first and second order statistics (e.g., mean and variance) to perform Z-score…

In this paper we study the topic of signal restoration using complexity regularization, quantifying the compression bit-cost of the signal estimate. While complexity-regularized restoration is an established concept, solid practical methods…

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

We propose Gumbel Noise Score Matching (GNSM), a novel unsupervised method to detect anomalies in categorical data. GNSM accomplishes this by estimating the scores, i.e. the gradients of log likelihoods w.r.t.~inputs, of continuously…