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We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Machine Learning · Statistics 2021-09-22 Panagiotis Tsilifis , Piyush Pandita , Sayan Ghosh , Valeria Andreoli , Thomas Vandeputte , Liping Wang

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with…

Other Condensed Matter · Physics 2007-05-23 Igor Grubisic , Raoul Pietersz

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

We consider the Random Euclidean Assignment Problem in dimension $d=1$, with linear cost function. In this version of the problem, in general, there is a large degeneracy of the ground state, i.e. there are many different optimal matchings…

Probability · Mathematics 2021-07-16 Sergio Caracciolo , Vittorio Erba , Andrea Sportiello

Random geometric graphs are random graph models defined on metric measure spaces. A random geometric graph is generated by first sampling points from a metric space and then connecting each pair of sampled points independently with a…

Probability · Mathematics 2025-11-10 Han Huang , Pakawut Jiradilok , Elchanan Mossel

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

Low-rank matrix completion concerns the problem of estimating unobserved entries in a matrix using a sparse set of observed entries. We consider the non-uniform setting where the observed entries are sampled with highly varying…

Machine Learning · Statistics 2024-03-04 Xumei Xi , Christina Lee Yu , Yudong Chen

We study the problem of estimability of means in undirected graphical Gaussian models with symmetry restrictions represented by a colored graph. Following on from previous studies, we partition the variables into sets of vertices whose…

Statistics Theory · Mathematics 2012-07-24 Helene Gehrmann , Steffen L. Lauritzen

Imagine that unlabelled tokens are placed on the edges of a graph, such that no two tokens are placed on incident edges. A token can jump to another edge if the edges having tokens remain independent. We study the problem of determining the…

Data Structures and Algorithms · Computer Science 2018-12-14 Nicolas Bousquet , Tatsuhiko Hatanaka , Takehiro Ito , Moritz Mühlenthaler

Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…

Numerical Analysis · Computer Science 2022-02-22 Dejiao Zhang , Laura Balzano

The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for $n$ many $z$-scores with at most $k < \frac{n}{2}$ nonnulls, Efron suggests estimating the location and scale…

Statistics Theory · Mathematics 2025-01-15 Subhodh Kotekal , Chao Gao

Optimal transport (OT) distances between probability distributions are parameterized by the ground metric they use between observations. Their relevance for real-life applications strongly hinges on whether that ground metric parameter is…

Machine Learning · Statistics 2020-11-06 Matthieu Heitz , Nicolas Bonneel , David Coeurjolly , Marco Cuturi , Gabriel Peyré

Structural matrix-variate observations routinely arise in diverse fields such as multi-layer network analysis and brain image clustering. While data of this type have been extensively investigated with fruitful outcomes being delivered, the…

Statistics Theory · Mathematics 2022-01-25 Zhongyuan Lyu , Dong Xia

We consider distributed parameter estimation using interactive protocols subject to local information constraints such as bandwidth limitations, local differential privacy, and restricted measurements. We provide a unified framework…

Data Structures and Algorithms · Computer Science 2022-11-17 Jayadev Acharya , Clément L. Canonne , Ziteng Sun , Himanshu Tyagi

We consider the statistical inference problem of recovering an unknown perfect matching, hidden in a weighted random graph, by exploiting the information arising from the use of two different distributions for the weights on the edges…

Disordered Systems and Neural Networks · Physics 2020-08-10 Guilhem Semerjian , Gabriele Sicuro , Lenka Zdeborová

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

Geometric matching is an important topic in computational geometry and has been extensively studied over decades. In this paper, we study a geometric-matching problem, known as geometric many-to-many matching. In this problem, the input is…

Computational Geometry · Computer Science 2024-03-06 Sayan Bandyapadhyay , Jie Xue

We analyze the connection between minimizers with good generalizing properties and high local entropy regions of a threshold-linear classifier in Gaussian mixtures with the mean squared error loss function. We show that there exist…

Machine Learning · Computer Science 2021-02-03 Carlo Baldassi , Enrico M. Malatesta , Matteo Negri , Riccardo Zecchina
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