Related papers: Analysis of Scale-Variant Robust Kernel Optimizati…
We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…
The control of neuronal networks, whether biological or neuromorphic, relies on tools for estimating parameters in the presence of model uncertainty. In this work, we explore the robustness of adaptive observers for neuronal estimation.…
Measurement outliers are unavoidable when solving real-world robot state estimation problems. A large family of robust loss functions (RLFs) exists to mitigate the effects of outliers, including newly developed adaptive methods that do not…
Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…
We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…
We present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…
This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…
In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…
This paper presents a minimalist neural regression network as an aggregate of independent identical regression blocks that are trained simultaneously. Moreover, it introduces a new multiplicative parameter, shared by all the neural units of…
High-dimensional, heterogeneous data with complex feature interactions pose significant challenges for traditional predictive modeling approaches. While Projection to Latent Structures (PLS) remains a popular technique, it struggles to…
Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…
Algorithms for learning distributions over weight-vectors, such as AROW were recently shown empirically to achieve state-of-the-art performance at various problems, with strong theoretical guaranties. Extending these algorithms to matrix…
Parameter-efficient fine-tuning for pre-trained Vision Transformers aims to adeptly tailor a model to downstream tasks by learning a minimal set of new adaptation parameters while preserving the frozen majority of pre-trained parameters.…
This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…
This paper proposes a novel method to estimate parameters in a logistic regression model. After obtaining the estimators, their asymptotic properties are rigorously investigated.
This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…
Robust Principal Component Analysis (RPCA) is a fundamental technique for decomposing data into low-rank and sparse components, which plays a critical role for applications such as image processing and anomaly detection. Traditional RPCA…
A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest, parameters of common interest to a subset of nodes and parameters of…
In system identification, estimating parameters of a model using limited observations results in poor identifiability. To cope with this issue, we propose a new method to simultaneously select and estimate sensitive parameters as key model…
Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…