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We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a…

Machine Learning · Statistics 2018-07-03 John Duchi , Peter Glynn , Hongseok Namkoong

We apply the cyclic coordinate descent algorithm of Friedman, Hastie and Tibshirani (2010) to the fitting of a conditional logistic regression model with lasso ($\ell_1$) and elastic net penalties. The sequential strong rules of Tibshirani…

Methodology · Statistics 2014-05-15 Stephen Reid , Robert Tibshirani

Optimized sensing is important for computational imaging in low-resource environments, when images must be recovered from severely limited measurements. In this paper, we propose a physics-constrained, fully differentiable, autoencoder that…

Image and Video Processing · Electrical Eng. & Systems 2020-03-24 He Sun , Adrian V. Dalca , Katherine L. Bouman

Autoregressive models are a class of generative model that probabilistically predict the next output of a sequence based on previous inputs. The autoregressive sequence is by definition one-dimensional (1D), which is natural for language…

Machine Learning · Computer Science 2024-08-29 Yi Hong Teoh , Roger G. Melko

Motivated by the learned iterative soft thresholding algorithm (LISTA), we introduce a general class of neural networks suitable for sparse reconstruction from few linear measurements. By allowing a wide range of degrees of weight-sharing…

Machine Learning · Computer Science 2022-01-19 Ekkehard Schnoor , Arash Behboodi , Holger Rauhut

Complex physical systems which exhibit fluid-like behavior are often modeled as non-Newtonian fluids. A crucial element of a non-Newtonian model is the rheology, which relates inner stresses with strain-rates. We propose a framework for…

Numerical Analysis · Mathematics 2026-04-28 Gonzalo G. de Diego , Georg Stadler

In graph signal processing, learning the weighted connections between nodes from a set of sample signals is a fundamental task when the underlying relationships are not known a priori. This task is typically addressed by finding a graph…

Machine Learning · Computer Science 2025-06-30 Benjamin T. Brown , Haoxiang Zhang , Daniel L. Lau , Gonzalo R. Arce

We describe how the couplings in an asynchronous kinetic Ising model can be inferred. We consider two cases, one in which we know both the spin history and the update times and one in which we only know the spin history. For the first case,…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Hong-Li Zeng , Mikko Alava , Erik Aurell , John Hertz , Yasser Roudi

Recently proposed analog solvers based on dynamical systems, such as Ising machines, are promising platforms for large-scale combinatorial optimization. Yet, given the heuristic nature of the field, there is very limited insight on…

Disordered Systems and Neural Networks · Physics 2026-03-27 Shu Zhou , K. Y. Michael Wong , Juntao Wang , David Shui Wing Hui , Daniel Ebler , Jie Sun

We consider a general statistical estimation problem wherein binary labels across different observations are not independent conditioned on their feature vectors, but dependent, capturing settings where e.g. these observations are collected…

Machine Learning · Computer Science 2021-07-22 Yuval Dagan , Constantinos Daskalakis , Nishanth Dikkala , Surbhi Goel , Anthimos Vardis Kandiros

In high-dimensional data settings, additional information on the features is often available. Examples of such external information in omics research are: (a) p-values from a previous study, (b) a summary of prior information, and (c) omics…

We show how to exactly reconstruct the block structure at the critical line in the so-called Ising block model. This model was re-introduced by Berthet, Rigollet and Srivastava in a recent paper. There the authors show how to exactly…

Probability · Mathematics 2020-03-13 Matthias Löwe , Kristina Schubert

One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales…

Methodology · Statistics 2013-06-25 Ping Ma , Michael W. Mahoney , Bin Yu

The Ising spin glass is a one-parameter exponential family model for binary data with quadratic sufficient statistic. In this paper, we show that given a single realization from this model, the maximum pseudolikelihood estimate (MPLE) of…

Statistics Theory · Mathematics 2017-03-06 Bhaswar B. Bhattacharya , Sumit Mukherjee

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

In this work, we study the problem of learning partially observed linear dynamical systems from a single sample trajectory. A major practical challenge in the existing system identification methods is the undesirable dependency of their…

Machine Learning · Computer Science 2020-10-09 Salar Fattahi

We consider the performance of Glauber dynamics for the random cluster model with real parameter $q>1$ and temperature $\beta>0$. Recent work by Helmuth, Jenssen and Perkins detailed the ordered/disordered transition of the model on random…

Probability · Mathematics 2025-04-30 Andreas Galanis , Leslie Ann Goldberg , Paulina Smolarova

We consider the problem of learning Relational Logistic Regression (RLR). Unlike standard logistic regression, the features of RLRs are first-order formulae with associated weight vectors instead of scalar weights. We turn the problem of…

We present a framework for the theoretical analysis of ensembles of low-complexity empirical risk minimisers trained on independent random compressions of high-dimensional data. First we introduce a general distribution-dependent…

Machine Learning · Computer Science 2021-06-03 Henry W. J. Reeve , Ata Kaban

We propose statistically robust and computationally efficient linear learning methods in the high-dimensional batch setting, where the number of features $d$ may exceed the sample size $n$. We employ, in a generic learning setting, two…

Machine Learning · Statistics 2023-05-30 Ibrahim Merad , Stéphane Gaïffas