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We present a convex approach to probabilistic segmentation and modeling of time series data. Our approach builds upon recent advances in multivariate total variation regularization, and seeks to learn a separate set of parameters for the…
Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity…
Multidimensional scaling is an important dimension reduction tool in statistics and machine learning. Yet few theoretical results characterizing its statistical performance exist, not to mention any in high dimensions. By considering a…
Atomistic modelling of phase transitions, chemical reactions, or other rare events that involve overcoming high free energy barriers usually entails prohibitively long simulation times. Introducing a bias potential as a function of an…
The technique of subsampling has been extensively employed to address the challenges posed by limited computing resources and meet the needs for expedite data analysis. Various subsampling methods have been developed to meet the challenges…
The frequency-domain data of a multivariable system in different operating points is used to design a robust controller with respect to the measurement noise and multimodel uncertainty. The controller is fully parametrized in terms of…
Anomaly detection algorithms find extensive use in various fields. This area of research has recently made great advances thanks to deep learning. A recent method, the deep Support Vector Data Description (deep SVDD), which is inspired by…
Convolution neural networks have achieved remarkable performance in many tasks of computing vision. However, CNN tends to bias to low frequency components. They prioritize capturing low frequency patterns which lead them fail when suffering…
We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…
In-network distributed estimation of sparse parameter vectors via diffusion LMS strategies has been studied and investigated in recent years. In all the existing works, some convex regularization approach has been used at each node of the…
Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…
We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…
Continuous optimization is an important problem in many areas of AI, including vision, robotics, probabilistic inference, and machine learning. Unfortunately, most real-world optimization problems are nonconvex, causing standard convex…
In regression models fitted to data from complex survey designs, sampling weights often incorporate non-essential variation, inflating variance estimates. Stabilized weights mitigate this issue by adjusting sampling weights to account for…
We consider the problem of inferring a graphical Potts model on a population of variables, with a non-uniform number of Potts colors (symbols) across variables. This inverse Potts problem generally involves the inference of a large number…
Data-driven predictive control methods based on the Willems' fundamental lemma have shown great success in recent years. These approaches use receding horizon predictive control with nonparametric data-driven predictors instead of…
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…
In most practical applications such as recommendation systems, display advertising, and so forth, the collected data often contains missing values and those missing values are generally missing-not-at-random, which deteriorates the…