Related papers: A Linear Time, and Constant Space, Algorithm to Co…
We give a polynomial-time algorithm for learning high-dimensional halfspaces with margins in $d$-dimensional space to within desired TV distance when the ambient distribution is an unknown affine transformation of the $d$-fold product of an…
Linear regression is effective at identifying interpretable trends in a data set, but averages out potentially different effects on subgroups within data. We propose an iterative algorithm based on the randomized Kaczmarz (RK) method to…
In multicenter biomedical research, integrating data from multiple decentralized sites provides more robust and generalizable findings due to its larger sample size and the ability to account for the between-site heterogeneity. However,…
Mixtures of Linear Regressions (MLR) is an important mixture model with many applications. In this model, each observation is generated from one of the several unknown linear regression components, where the identity of the generated…
K-Nearest Neighbours (k-NN) is a popular classification and regression algorithm, yet one of its main limitations is the difficulty in choosing the number of neighbours. We present a Bayesian algorithm to compute the posterior probability…
L. K. Grover's search algorithm in quantum computing gives an optimal, quadratic speedup in the search for a single object in a large unsorted database. In this paper, we generalize Grover's algorithm in a Hilbert-space framework for both…
We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
In stationary subspace analysis (SSA) one assumes that the observable p-variate time series is a linear mixture of a k-variate nonstationary time series and a (p-k)-variate stationary time series. The aim is then to estimate the unmixing…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
An algorithm for transforming multivariate data to a form with normalized first, second and third moments is presented.
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
We propose and study kernel conjugate gradient methods (KCGM) with random projections for least-squares regression over a separable Hilbert space. Considering two types of random projections generated by randomized sketches and Nystr\"{o}m…
While the relationship of time and space is an established topic in traditional centralised complexity theory, this is not the case in distributed computing. We aim to remedy this by studying the time and space complexity of algorithms in a…
This paper deals with a distributed state estimation problem for jointly observable multi-agent systems operated over various time-varying network topologies. The results apply when the system matrix of the system to be observed contains…
In recent years, kinetic equations have been used to model many social phenomena. A key feature of these models is that transition rate kernels involve Dirac delta functions, which capture sudden, discontinuous state changes. Here, we study…
For the multivariate COGARCH process, we obtain explicit expressions for the second-order structure of the "squared returns" process observed on an equidistant grid. Based on this, we present a generalized method of moments estimator for…
We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…
A sequence of moments encode the corresponding probability distribution. Probing if quantum joint probability distribution can be retrieved from the associated set of moments -- realized in the sequential measurement of a dichotomic…