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Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

Computation · Statistics 2025-10-09 Aoxiang Chen , David J. Nott , Linda S. L. Tan

A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Sanjoy Dasgupta , Christopher Tosh

Percentiles and more generally, quantiles are commonly used in various contexts to summarize data. For most distributions, there is exactly one quantile that is unbiased. For distributions like the Gaussian that have the same mean and…

Methodology · Statistics 2022-01-11 Rohit Pandey

We propose a simple and efficient algorithm for learning sparse invariant representations from unlabeled data with fast inference. When trained on short movies sequences, the learned features are selective to a range of orientations and…

Computer Vision and Pattern Recognition · Computer Science 2011-05-27 Karol Gregor , Yann LeCun

The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…

Necessary and sufficient conditions for the square-integrability of recently proposed unbiased estimators are established. A geometric characterization of a distribution that optimizes the performance of these estimators is given. An…

Statistics Theory · Mathematics 2019-09-09 Nabil Kahale

This paper considers statistical inference for the explained variance $\beta^{\intercal}\Sigma \beta$ under the high-dimensional linear model $Y=X\beta+\epsilon$ in the semi-supervised setting, where $\beta$ is the regression vector and…

Methodology · Statistics 2020-12-01 T. Tony Cai , Zijian Guo

Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…

Numerical Analysis · Mathematics 2022-05-06 Qian Yan , Hanyu Li , Chengmei Niu

Efficiency, the basic concept of multi-objective optimization is investigated for the class of pairwise comparison matrices. A weight vector is called efficient if no alternative weight vector exists such that every pairwise ratio of the…

Optimization and Control · Mathematics 2016-05-12 Kristóf Ábele-Nagy , Sándor Bozóki

Given a matrix A \in R^{m x n}, we present a randomized algorithm that sparsifies A by retaining some of its elements by sampling them according to a distribution that depends on both the square and the absolute value of the entries. We…

Information Theory · Computer Science 2014-04-02 Abhisek Kundu , Petros Drineas

Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…

Machine Learning · Computer Science 2020-07-09 Adithya M. Devraj , Sean P. Meyn

Sparseness is a useful regularizer for learning in a wide range of applications, in particular in neural networks. This paper proposes a model targeted at classification tasks, where sparse activity and sparse connectivity are used to…

Machine Learning · Computer Science 2016-04-19 Markus Thom , Günther Palm

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

We show that under a separation property, a $\mathcal{Q}$-minimal point in a normed space is the minimum of a given sublinear function. This fact provides sufficient conditions, via scalarization, for nine types of proper efficient points;…

Optimization and Control · Mathematics 2024-01-17 Fernando García-Castaño , Miguel Ángel Melguizo-Padial , G. Parzanese

A function $f : \mathbb{F}_2^n \to \mathbb{R}$ is $s$-sparse if it has at most $s$ non-zero Fourier coefficients. Motivated by applications to fast sparse Fourier transforms over $\mathbb{F}_2^n$, we study efficient algorithms for the…

Data Structures and Algorithms · Computer Science 2019-10-15 Grigory Yaroslavtsev , Samson Zhou

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

Expand-and-sparsify representations are a class of theoretical models that capture sparse representation phenomena observed in the sensory systems of many animals. At a high level, these representations map an input $x \in \mathbb{R}^d$ to…

Statistics Theory · Mathematics 2026-03-20 Kaushik Sinha , Christopher Tosh

Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…

Machine Learning · Computer Science 2020-12-29 Gonçalo M. Correia , Vlad Niculae , Wilker Aziz , André F. T. Martins

Quasi-probability decompositions (QPDs) have proven essential in many quantum algorithms and protocols -- one replaces a ``difficult'' quantum circuit with an ensemble of ``easier'' circuit variants whose weighted outcomes reproduce any…

Quantum Physics · Physics 2026-02-13 Joshua W. Dai , Bálint Koczor

We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

Statistics Theory · Mathematics 2010-09-20 Sebastian Schmutzhard , Alexander Jung , Franz Hlawatsch , Zvika Ben-Haim , Yonina C. Eldar