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Effective non-parametric density estimation is a key challenge in high-dimensional multivariate data analysis. In this paper,we propose a novel approach that builds upon tensor factorization tools. Any multivariate density can be…

Machine Learning · Statistics 2022-10-19 Magda Amiridi , Nikos Kargas , Nicholas D. Sidiropoulos

We consider the problem of recovering a real-valued $n$-dimensional signal from $m$ phaseless, linear measurements and analyze the amplitude-based non-smooth least squares objective. We establish local convergence of subgradient descent…

Machine Learning · Computer Science 2021-08-31 Paul Hand , Oscar Leong , Vladislav Voroninski

Reliable density estimation is fundamental for numerous applications in statistics and machine learning. In many practical scenarios, data are best modeled as mixtures of component densities that capture complex and multimodal patterns.…

Machine Learning · Computer Science 2025-09-30 Mustafa Musab , Joseph K. Chege , Arie Yeredor , Martin Haardt

Weak lensing measurements are starting to provide statistical maps of the distribution of matter in the universe that are increasingly precise and complementary to cosmic microwave background maps. The probability distribution (PDF)…

Astrophysics · Physics 2009-11-10 Tong-Jie Zhang , Ue-Li Pen

Density estimation plays a crucial role in many data analysis tasks, as it infers a continuous probability density function (PDF) from discrete samples. Thus, it is used in tasks as diverse as analyzing population data, spatial locations in…

Machine Learning · Computer Science 2021-07-26 Patrik Puchert , Pedro Hermosilla , Tobias Ritschel , Timo Ropinski

We consider the problem of approximating a function in a general nonlinear subset of $L^2$, when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2023-01-24 Philipp Trunschke

Lipschitz Bound Estimation is an effective method of regularizing deep neural networks to make them robust against adversarial attacks. This is useful in a variety of applications ranging from reinforcement learning to autonomous systems.…

Machine Learning · Computer Science 2022-07-18 Sarosij Bose

We investigate the sample complexity of bounded two-layer neural networks using different activation functions. In particular, we consider the class $$ \mathcal{H} = \left\{\textbf{x}\mapsto \langle \textbf{v}, \sigma \circ W\textbf{b} +…

Machine Learning · Computer Science 2024-01-23 Amit Daniely , Elad Granot

This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…

Optimization and Control · Mathematics 2025-05-21 Nahom Seyoum , Haoxiang You

The goal of the paper is development of an optimization method with the superlinear convergence rate for a nonsmooth convex function. For optimization an approximation is used that is similar to the Steklov integral averaging. The…

Optimization and Control · Mathematics 2023-08-03 I. M. Prudnikov

We propose a novel multi-layer neural network architecture that gives a promising neural network empowered optimization approach to the image restoration problem. The proposed architecture is motivated by the recent study of monotone…

Optimization and Control · Mathematics 2025-10-27 Haruya Shimizu , Masahiro Yukawa

We consider the problem of minimax estimation of the entropy of a density over Lipschitz balls. Dropping the usual assumption that the density is bounded away from zero, we obtain the minimax rates $(n\ln n)^{-s/(s+d)} + n^{-1/2}$ for…

Statistics Theory · Mathematics 2019-11-12 Yanjun Han , Jiantao Jiao , Tsachy Weissman , Yihong Wu

Convex risk measures play a foundational role in the area of stochastic optimization. However, in contrast to risk neutral models, their applications are still limited due to the lack of efficient solution methods. In particular, the mean…

Optimization and Control · Mathematics 2024-12-30 Zhichao Jia , Guanghui Lan , Zhe Zhang

Although it is known that having accurate Lipschitz estimates is essential for certain models to deliver good predictive performance, refining this constant in practice can be a difficult task especially when the input dimension is high. In…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Emilio T. Maddalena , Colin N. Jones

The concept of biased data is well known and its practical applications range from social sciences and biology to economics and quality control. These observations arise when a sampling procedure chooses an observation with probability that…

Statistics Theory · Mathematics 2007-06-13 Sam Efromovich

Compositional data, representing proportions constrained to the simplex, arise in diverse fields such as geosciences, ecology, genomics, and microbiome research. Existing nonparametric density estimation methods often rely on…

Methodology · Statistics 2025-10-10 Jiajin Xie , Yong Wang , Eduardo García-Portugués

Lipschitz continuity of the gradient mapping of a continuously differentiable function plays a crucial role in designing various optimization algorithms. However, many functions arising in practical applications such as low rank matrix…

Optimization and Control · Mathematics 2020-12-25 Mahesh Chandra Mukkamala , Jalal Fadili , Peter Ochs

In this work, we describe a generic approach to show convergence with high probability for stochastic convex optimization. In previous works, either the convergence is only in expectation or the bound depends on the diameter of the domain.…

Optimization and Control · Mathematics 2022-10-04 Alina Ene , Huy L. Nguyen

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

Robustness certification against bounded input noise or adversarial perturbations is increasingly important for deployment recurrent neural networks (RNNs) in safety-critical control applications. To address this challenge, we present…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Paul Hamelbeck , Johannes Schiffer