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We introduce the ``Sequential Empirical Bayes Method'', an adaptive constrained-curve fitting procedure for extracting reliable priors. These are then used in standard augmented-$\chi^2$ fits on separate data. This better stabilizes fits to…
This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of…
In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…
Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…
Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
Theoretical approaches to binary-state models on complex networks are generally restricted to infinite size systems, where a set of non-linear deterministic equations is assumed to characterize its dynamics and stationary properties. We…
This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…
In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…
In scattered data approximation, the span of a finite number of translates of a chosen radial basis function is used as approximation space and the basis of translates is used for representing the approximate. However, this natural choice…
We propose a semiparametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear semiparametric mixed…
In recent years, bootstrap methods have drawn attention for their ability to approximate the laws of "max statistics" in high-dimensional problems. A leading example of such a statistic is the coordinate-wise maximum of a sample average of…
Functions of one or more variables are usually approximated with a basis: a complete, linearly-independent system of functions that spans a suitable function space. The topic of this paper is the numerical approximation of functions using…
Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…
We present a general graph-based Projected Entangled-Pair State (gPEPS) algorithm to approximate ground states of nearest-neighbor local Hamiltonians on any lattice or graph of infinite size. By introducing the structural-matrix which…
This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…