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We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

A highly popular regularized (shrinkage) covariance matrix estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward the grand mean of the eigenvalues…

Methodology · Statistics 2020-10-29 Esa Ollila , Daniel P. Palomar , Frédéric Pascal

Most existing methods usually formulate the non-blind deconvolution problem into a maximum-a-posteriori framework and address it by manually designing kinds of regularization terms and data terms of the latent clear images. However,…

Computer Vision and Pattern Recognition · Computer Science 2022-07-21 Pin-Hung Kuo , Jinshan Pan , Shao-Yi Chien , Ming-Hsuan Yang

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…

Methodology · Statistics 2015-06-18 Anestis Touloumis

The importance of proper data normalization for deep neural networks is well known. However, in continuous-time state-space model estimation, it has been observed that improper normalization of either the hidden state or hidden state…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Jonas Weigand , Gerben I. Beintema , Jonas Ulmen , Daniel Görges , Roland Tóth , Maarten Schoukens , Martin Ruskowski

Learning algorithms that divide the data into batches are prevalent in many machine-learning applications, typically offering useful trade-offs between computational efficiency and performance. In this paper, we examine the benefits of…

Machine Learning · Computer Science 2024-09-24 Shahar Stein Ioushua , Inbar Hasidim , Ofer Shayevitz , Meir Feder

In this paper we derive the optimal linear shrinkage estimator for the high-dimensional mean vector using random matrix theory. The results are obtained under the assumption that both the dimension $p$ and the sample size $n$ tend to…

Statistics Theory · Mathematics 2018-07-17 Taras Bodnar , Ostap Okhrin , Nestor Parolya

Normalization techniques have been widely used in the field of deep learning due to their capability of enabling higher learning rates and are less careful in initialization. However, the effectiveness of popular normalization technologies…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Afifa Khaled , Chao Li , Jia Ning , Kun He

In this paper, we consider the problem of parameter estimating for a family of exponential distributions. We develop the improved estimation method, which generalized the James--Stein approach for a wide class of distributions. The proposed…

Statistics Theory · Mathematics 2023-08-08 S. B. Kologrivova , E. A. Pchelintsev

Batch normalization (BN) is a technique to normalize activations in intermediate layers of deep neural networks. Its tendency to improve accuracy and speed up training have established BN as a favorite technique in deep learning. Yet,…

Machine Learning · Computer Science 2018-12-03 Johan Bjorck , Carla Gomes , Bart Selman , Kilian Q. Weinberger

Batch normalization is currently the most widely used variant of internal normalization for deep neural networks. Additional work has shown that the normalization of weights and additional conditioning as well as the normalization of…

Computer Vision and Pattern Recognition · Computer Science 2021-01-19 Wolfgang Fuhl , Enkelejda Kasneci

The principal support vector machines method (Li et al., 2011) is a powerful tool for sufficient dimension reduction that replaces original predictors with their low-dimensional linear combinations without loss of information. However, the…

Machine Learning · Statistics 2019-12-02 Jun Jin , Chao Ying , Zhou Yu

Batch normalization (BatchNorm) is a popular layer normalization technique used when training deep neural networks. It has been shown to enhance the training speed and accuracy of deep learning models. However, the mechanics by which…

Machine Learning · Computer Science 2025-02-14 Hermanus L. Potgieter , Coenraad Mouton , Marelie H. Davel

Continual learning entails learning a sequence of tasks and balancing their knowledge appropriately. With limited access to old training samples, much of the current work in deep neural networks has focused on overcoming catastrophic…

Machine Learning · Computer Science 2023-10-16 Yilin Lyu , Liyuan Wang , Xingxing Zhang , Zicheng Sun , Hang Su , Jun Zhu , Liping Jing

Utilizing recently introduced concepts from statistics and quantitative risk management, we present a general variant of Batch Normalization (BN) that offers accelerated convergence of Neural Network training compared to conventional BN. In…

Machine Learning · Computer Science 2018-12-11 Xiaoyong Yuan , Zheng Feng , Matthew Norton , Xiaolin Li

A well-known issue of Batch Normalization is its significantly reduced effectiveness in the case of small mini-batch sizes. When a mini-batch contains few examples, the statistics upon which the normalization is defined cannot be reliably…

Machine Learning · Computer Science 2021-03-26 Zhuliang Yao , Yue Cao , Shuxin Zheng , Gao Huang , Stephen Lin

In this paper, we develop a novel regularization method for deep neural networks by penalizing the trace of Hessian. This regularizer is motivated by a recent guarantee bound of the generalization error. We explain its benefits in finding…

Machine Learning · Computer Science 2023-02-23 Yucong Liu , Shixing Yu , Tong Lin

Gradient estimation -- approximating the gradient of an expectation with respect to the parameters of a distribution -- is central to the solution of many machine learning problems. However, when the distribution is discrete, most common…

Machine Learning · Statistics 2024-04-16 Jiaxin Shi , Yuhao Zhou , Jessica Hwang , Michalis K. Titsias , Lester Mackey

This paper underlines a subtle property of batch-normalization (BN): Successive batch normalizations with random linear transformations make hidden representations increasingly orthogonal across layers of a deep neural network. We establish…

Machine Learning · Statistics 2021-06-09 Hadi Daneshmand , Amir Joudaki , Francis Bach

Training quantized neural networks requires addressing the non-differentiable and discrete nature of the underlying optimization problem. To tackle this challenge, the straight-through estimator (STE) has become the most widely adopted…

Machine Learning · Computer Science 2025-05-26 Halyun Jeong , Jack Xin , Penghang Yin