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Importance sampling is a well developed method in statistics. Given a random variable $X$, the problem of estimating its expected value $\mu$ is addressed. The standard approach is to use the sample mean as an estimator $\bar x$. In…

Applications · Statistics 2014-05-09 Georg Hofmann

The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…

Numerical Analysis · Computer Science 2019-03-05 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of $n$ functions over a convex…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…

Image and Video Processing · Electrical Eng. & Systems 2025-04-24 Haotian Zhang , Li Li , Dong Liu

We consider the problem of inference in a causal generative model where the set of available observations differs between data instances. We show how combining samples drawn from the graphical model with an appropriate masking function…

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

In many data analysis applications the following scenario is commonplace: we are given a point set that is supposed to sample a hidden ground truth $K$ in a metric space, but it got corrupted with noise so that some of the data points lie…

Computational Geometry · Computer Science 2017-03-28 Mickaël Buchet , Tamal K. Dey , Jiayuan Wang , Yusu Wang

We introduce a parametric nonlinear transformation that is well-suited for Gaussianizing data from natural images. The data are linearly transformed, and each component is then normalized by a pooled activity measure, computed by…

Machine Learning · Computer Science 2021-01-19 Johannes Ballé , Valero Laparra , Eero P. Simoncelli

Pan-sharpening algorithms utilize a panchromatic image and a multispectral image to generate a high spatial and high spectral image. However, the optimizations of the algorithms are designed with different standards. We employ a simple…

Machine Learning · Computer Science 2025-07-17 Shiqi Liu , Yihua Tan , Yutong Bai , Alan Yuille

Selective inference methods are developed for group lasso estimators for use with a wide class of distributions and loss functions. The method includes the use of exponential family distributions, as well as quasi-likelihood modeling for…

Methodology · Statistics 2024-03-28 Yiling Huang , Sarah Pirenne , Snigdha Panigrahi , Gerda Claeskens

The throughout knowledge of a X-ray beam spectrum is mandatory to assess the quality of its source device. Since the techniques to directly measurement such spectra are expensive and laborious, the X-ray spectrum reconstruction using…

Computational Physics · Physics 2014-11-12 Olavo Henrique Menin , Alexandre Souto Martinez , Alessandro Martins da Costa

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Populations and Evolution · Quantitative Biology 2014-03-31 Youhua Chen

In high-dimensional generalized linear models, it is crucial to identify a sparse model that adequately accounts for response variation. Although the best subset section has been widely regarded as the Holy Grail of problems of this type,…

Machine Learning · Statistics 2023-08-02 Junxian Zhu , Jin Zhu , Borui Tang , Xuanyu Chen , Hongmei Lin , Xueqin Wang

Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…

Data Structures and Algorithms · Computer Science 2014-08-22 Michael B. Cohen , Yin Tat Lee , Cameron Musco , Christopher Musco , Richard Peng , Aaron Sidford

Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…

Image and Video Processing · Electrical Eng. & Systems 2025-09-01 Nebiyou Yismaw , Ulugbek S. Kamilov , M. Salman Asif

We expect the generalization error to improve with more samples from a similar task, and to deteriorate with more samples from an out-of-distribution (OOD) task. In this work, we show a counter-intuitive phenomenon: the generalization error…

Machine Learning · Computer Science 2023-07-20 Ashwin De Silva , Rahul Ramesh , Carey E. Priebe , Pratik Chaudhari , Joshua T. Vogelstein

Particle filtering is used to compute good nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average. Easy-to-sample distributions often lead to degenerate…

Machine Learning · Computer Science 2021-10-07 Fernando Gama , Nicolas Zilberstein , Richard G. Baraniuk , Santiago Segarra

Recent studies show that transformer-based architectures emulate gradient descent during a forward pass, contributing to in-context learning capabilities - an ability where the model adapts to new tasks based on a sequence of prompt…

Statistics Theory · Mathematics 2024-05-13 Karthik Duraisamy

We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular…

Machine Learning · Statistics 2025-03-28 Russell Tsuchida , Jiawei Liu , Cheng Soon Ong , Dino Sejdinovic
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