Related papers: Parallel Approximations for High-Dimensional Multi…

Multi Task Learning (MTL) efficiently leverages useful information contained in multiple related tasks to help improve the generalization performance of all tasks. This article conducts a large dimensional analysis of a simple but, as we…

In image segmentation, there is often more than one plausible solution for a given input. In medical imaging, for example, experts will often disagree about the exact location of object boundaries. Estimating this inherent uncertainty and…

We study parallel sampling from high-dimensional strongly log-concave distributions. Langevin-based samplers converge rapidly in continuous time, but their discretizations are typically sequential and often require polynomially many steps…

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

In this paper, we investigate the problem of stochastic multi-level compositional optimization, where the objective function is a composition of multiple smooth but possibly non-convex functions. Existing methods for solving this problem…

Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over…

This paper studies the joint support recovery of similar sparse vectors on the basis of a limited number of noisy linear measurements, i.e., in a multiple measurement vector (MMV) model. The additive noise signals on each measurement vector…

We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…

Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Statistical inference of the fundamental parameters of supersymmetric theories is a challenging and active endeavor. Several sophisticated algorithms have been employed to this end. While Markov-Chain Monte Carlo (MCMC) and nested sampling…

Bayesian inference has been broadly applied to statistical network analysis, but suffers from the expensive computational costs due to the nature of Markov chain Monte Carlo sampling algorithms. This paper proposes a novel and…

We introduce Volume-Sorted Prediction Set (VSPS), a novel method for uncertainty quantification in multi-target regression that uses conditional normalizing flows with conformal calibration. This approach constructs flexible, non-convex…

In this paper, we describe efficient MapReduce simulations of parallel algorithms specified in the BSP and PRAM models. We also provide some applications of these simulation results to problems in parallel computational geometry for the…

This paper addresses matrix approximation problems for matrices that are large, sparse and/or that are representations of large graphs. To tackle these problems, we consider algorithms that are based primarily on coarsening techniques,…

In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…

Out-of-Distribution (OOD) detection is a cornerstone for the safe deployment of AI systems in the open world. However, existing methods treat OOD detection as a binary classification problem, a cognitive flattening that fails to distinguish…

This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of…

Sampling from multivariate normal distributions, subjected to a variety of restrictions, is a problem that is recurrent in statistics and computing. In the present work, we demonstrate a general framework to efficiently sample a…

Mirror descent value iteration (MDVI), an abstraction of Kullback-Leibler (KL) and entropy-regularized reinforcement learning (RL), has served as the basis for recent high-performing practical RL algorithms. However, despite the use of…