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We study the trajectory of iterations and the convergence rates of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR). The fundamental goal of MLR is to learn the regression models from unlabeled…

Machine Learning · Computer Science 2024-06-05 Zhankun Luo , Abolfazl Hashemi

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Kernel Regularized Least Squares (KRLS) is a popular method for flexibly estimating models that may have complex relationships between variables. However, its usefulness to many researchers is limited for two reasons. First, existing…

Machine Learning · Statistics 2023-09-12 Qing Chang , Max Goplerud

This paper is concerned with the modeling errors appeared in the numerical methods of inverse medium scattering problems (IMSP). Optimization based iterative methods are wildly employed to solve IMSP, which are computationally intensive due…

Numerical Analysis · Mathematics 2021-02-23 Junxiong Jia , Bangyu Wu , Jigen Peng , Jinghuai Gao

In this paper, we present a Bayesian approach for spectral unmixing of multispectral Lidar (MSL) data associated with surface reflection from targeted surfaces composed of several known materials. The problem addressed is the estimation of…

Methodology · Statistics 2015-10-28 Yoann Altmann , Andrew Wallace , Steve McLaughlin

Mixed effects (ME) models inform a vast array of problems in the physical and social sciences, and are pervasive in meta-analysis. We consider ME models where the random effects component is linear. We then develop an efficient approach for…

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…

Methodology · Statistics 2015-03-19 Ryan Martin , Surya T. Tokdar

Variable selection is an old and pervasive problem in regression analysis. One solution is to impose a lasso penalty to shrink parameter estimates toward zero and perform continuous model selection. The lasso-penalized mixture of linear…

Applications · Statistics 2016-05-04 Luke R. Lloyd-Jones , Hien D. Nguyen , Geoffrey J. McLachlan

In robotic systems, the performance of reinforcement learning depends on the rationality of predefined reward functions. However, manually designed reward functions often lead to policy failures due to inaccuracies. Inverse Reinforcement…

Robotics · Computer Science 2025-09-12 Yongkai Tian , Yirong Qi , Xin Yu , Wenjun Wu , Jie Luo

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in…

Computational Physics · Physics 2025-12-12 Olivia Tsang , Owen Melia , Vasileios Charisopoulos , Jeremy Hoskins , Yuehaw Khoo , Rebecca Willett

Despite linear regression being the most popular statistical modelling technique, in real-life we often need to deal with situations where the true relationship between the response and the covariates is nonlinear in parameters. In such…

Methodology · Statistics 2026-01-21 Suryasis Jana , Abhik Ghosh

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

Machine Learning · Computer Science 2021-10-14 Akib Mashrur , Wei Luo , Nayyar A. Zaidi , Antonio Robles-Kelly

The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…

Computation · Statistics 2024-06-18 Radoslav Harman , Samuel Rosa

Time series data is prevalent across numerous fields, necessitating the development of robust and accurate forecasting models. Capturing patterns both within and between temporal and multivariate components is crucial for reliable…

Machine Learning · Computer Science 2025-11-21 Maurice Kraus , Felix Divo , Devendra Singh Dhami , Kristian Kersting

We introduce mixed model trace regression (MMTR), a mixed model linear regression extension for scalar responses and high-dimensional matrix-valued covariates. MMTR's fixed effects component is equivalent to trace regression, with an…

Methodology · Statistics 2025-03-19 Ian Hultman , Sanvesh Srivastava

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

Partial least squares regression---or PLS---is a multivariate method in which models are estimated using either the SIMPLS or NIPALS algorithm. PLS regression has been extensively used in applied research because of its effectiveness in…

Class imbalance remains a major challenge in machine learning, especially in multi-class problems with long-tailed distributions. Existing methods, such as data resampling, cost-sensitive techniques, and logistic loss modifications, though…

Machine Learning · Computer Science 2025-12-30 Corinna Cortes , Anqi Mao , Mehryar Mohri , Yutao Zhong

Model learning from class imbalanced training data is a long-standing and significant challenge for machine learning. In particular, existing deep learning methods consider mostly either class balanced data or moderately imbalanced data in…

Computer Vision and Pattern Recognition · Computer Science 2018-05-01 Qi Dong , Shaogang Gong , Xiatian Zhu

We consider the problem of recovering an expert's reward function with inverse reinforcement learning (IRL) when there are missing/incomplete state-action pairs or observations in the demonstrated trajectories. This issue of missing…

Machine Learning · Computer Science 2019-11-19 Tien Mai , Quoc Phong Nguyen , Kian Hsiang Low , Patrick Jaillet
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