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A folded type model is developed for analyzing compositional data. The proposed model involves an extension of the $\alpha$-transformation for compositional data and provides a new and flexible class of distributions for modeling data…

Machine Learning · Statistics 2019-02-27 Michail Tsagris , Connie Stewart

In this paper, we propose an analytical framework to quantify the amount of data samples needed to obtain accurate state estimation in a power system - a problem known as sample complexity analysis in computer science. Motivated by the…

Optimization and Control · Mathematics 2019-09-20 Joshua Comden , Marcello Colombino , Andrey Bernstein , Zhenhua Liu

Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with loadings increasingly shrunk toward zero as the column index…

Methodology · Statistics 2026-03-31 Shicheng Liu , Qingping Zhou , Yanan Fan , Xiongwen Ke

A commonly used technique for the higher-order PageRank problem is the power method that is computationally intractable for large-scale problems. The truncated power method proposed recently provides us with another idea to solve this…

Numerical Analysis · Mathematics 2021-05-11 Jun Huang , Gang Wu

Training Data Attribution (TDA) seeks to trace model predictions back to influential training examples, enhancing interpretability and safety. We formulate TDA as a Bayesian information-theoretic problem: subsets are scored by the…

Machine Learning · Computer Science 2026-04-10 Dharmesh Tailor , Nicolò Felicioni , Kamil Ciosek

In this paper, we introduce a new scheme for the efficient numerical treatment of the electronic Schr\"odinger equation for molecules. It is based on the combination of a many-body expansion, which corresponds to the so-called bond order…

Numerical Analysis · Mathematics 2017-07-20 Sambasiva Rao Chinnamsetty , Michael Griebel , Jan Hamaekers

This paper studies optimization for a family of problems termed $\textbf{compositional entropic risk minimization}$, in which each data's loss is formulated as a Log-Expectation-Exponential (Log-E-Exp) function. The Log-E-Exp formulation…

Machine Learning · Computer Science 2026-02-04 Xiyuan Wei , Linli Zhou , Bokun Wang , Chih-Jen Lin , Tianbao Yang

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Solving the exact renormalisation group equation a la Wilson-Polchinski perturbatively, we derive a power-counting theorem for general matrix models with arbitrarily non-local propagators. The power-counting degree is determined by two…

High Energy Physics - Theory · Physics 2009-11-10 Harald Grosse , Raimar Wulkenhaar

In this paper, using the shrinkage-based approach for portfolio weights and modern results from random matrix theory we construct an effective procedure for testing the efficiency of the expected utility (EU) portfolio and discuss the…

Portfolio Management · Quantitative Finance 2023-04-19 Taras Bodnar , Solomiia Dmytriv , Yarema Okhrin , Nestor Parolya , Wolfgang Schmid

Macroeconomists using large datasets often face the choice of working with either a large Vector Autoregression (VAR) or a factor model. In this paper, we develop methods for combining the two using a subspace shrinkage prior. Subspace…

Econometrics · Economics 2021-07-19 Florian Huber , Gary Koop

We study multivariate approximation of periodic function in the worst case setting with the error measured in the $L_\infty$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or…

Numerical Analysis · Mathematics 2023-05-01 Jiaxin Geng , Heping Wang

We introduce a geometric scaling relation that characterizes the local scale behavior of correlations using the informational distance $d_E = K_0/\sqrt{I}$, where $I$ is the mutual information. We define a geometric conversion factor, $G…

Statistical Mechanics · Physics 2025-12-02 Beau Leighton-Trudel

Large-scale kernel approximation is an important problem in machine learning research. Approaches using random Fourier features have become increasingly popular [Rahimi and Recht, 2007], where kernel approximation is treated as empirical…

Machine Learning · Computer Science 2017-05-25 Wei-Cheng Chang , Chun-Liang Li , Yiming Yang , Barnabas Poczos

Text augmentation is a technique for constructing synthetic data from an under-resourced corpus to improve predictive performance. Synthetic data generation is common in numerous domains. However, recently text augmentation has emerged in…

Computation and Language · Computer Science 2023-09-12 Mosleh Mahamud , Zed Lee , Isak Samsten

This study proposes a novel hierarchical prior for inferring possibly low-rank matrices measured with noise. We consider three-component matrix factorization, as in singular value decomposition, and its fully Bayesian inference. The…

Methodology · Statistics 2020-10-09 Masahiro Tanaka

Statistical inference for sparse covariance matrices is crucial to reveal dependence structure of large multivariate data sets, but lacks scalable and theoretically supported Bayesian methods. In this paper, we propose beta-mixture…

Statistics Theory · Mathematics 2021-01-13 Kyoungjae Lee , Seongil Jo , Jaeyong Lee

In this paper, we present a direct quantum adaptation of the classical shifted power method. The method is very similar to the iterative phase estimation algorithm; however, it does not require any initial estimate of an eigenvector and as…

Quantum Physics · Physics 2023-01-13 Ammar Daskin

In this paper, joint resource allocation and power control for energy efficient device-to-device (D2D) communications underlaying cellular networks are investigated. The resource and power are optimized for maximization of the energy…

Information Theory · Computer Science 2017-03-22 Yanxiang Jiang , Qiang Liu , Fuchun Zheng , Xiqi Gao , Xiaohu You

Due to critical environmental issues, the power systems have to accommodate a significant level of penetration of renewable generation which requires smart approaches to the power grid control. Associated optimal control problems are…

Optimization and Control · Mathematics 2020-01-30 Juraj Kardos , Drosos Kourounis , Olaf Schenk
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