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Over the last 20 years significant effort has been dedicated to the development of sampling-based motion planning algorithms such as the Rapidly-exploring Random Trees (RRT) and its asymptotically optimal version (e.g. RRT*). However,…
This paper studies some asymptotic properties of adaptive algorithms widely used in optimization and machine learning, and among them Adagrad and Rmsprop, which are involved in most of the blackbox deep learning algorithms. Our setup is the…
This paper investigates convex quadratic optimization problems involving $n$ indicator variables, each associated with a continuous variable, particularly focusing on scenarios where the matrix $Q$ defining the quadratic term is positive…
The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic…
In this paper, the parameter estimation of ARMA(p,q) model is given by approximate Bayesian computation algorithm. In order to improve the sampling efficiency of the algorithm, approximate Bayesian computation should select as many…
An asymptotically optimal blind calibration scheme of uniform linear arrays for narrowband Gaussian signals is proposed. Rather than taking the direct Maximum Likelihood (ML) approach for joint estimation of all the unknown model…
Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…
We study optimal estimation for sparse principal component analysis when the number of non-zero elements is small but on the same order as the dimension of the data. We employ approximate message passing (AMP) algorithm and its state…
This paper provides a least squares formulation for the training of a 2-layer convolutional neural network using quadratic activation functions, a 2-norm loss function, and no regularization term. Using this method, an analytic expression…
This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…
Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a conditional value function given a set of baseline covariates which…
In this paper, the parameter estimation problem for a multi-timescale adaptive threshold (MAT) neuronal model is investigated. By manipulating the system dynamics, which comprise of a non-resetting leaky integrator coupled with an adaptive…
An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. This problem is magnified in high-dimensional settings where the number of variables $p$ diverges with the sample size $n$, as well…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
We study the asymptotic properties of the SCAD-penalized least squares estimator in sparse, high-dimensional, linear regression models when the number of covariates may increase with the sample size. We are particularly interested in the…
Consider discrete time observations (X_{\ell\delta})_{1\leq \ell \leq n+1}$ of the process $X$ satisfying $dX_t= \sqrt{V_t} dB_t$, with $V_t$ a one-dimensional positive diffusion process independent of the Brownian motion $B$. For both the…
Individual random trajectories of stochastic processes are often analyzed by using quadratic forms such as time averaged (TA) mean square displacement (MSD) or velocity auto-correlation function (VACF). The appropriate quadratic form is…
We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…
We address the challenge of estimation in the context of constant linear effect models with dense functional responses. In this framework, the conditional expectation of the response curve is represented by a linear combination of…