English
Related papers

Related papers: Numerically robust square root implementations of …

200 papers

This study proposes a debiasing method for smooth nonparametric estimators. While machine learning techniques such as random forests and neural networks have demonstrated strong predictive performance, their theoretical properties remain…

Methodology · Statistics 2025-03-19 Masahiro Kato

Since numbers in the computer are represented with a fixed number of bits, loss of accuracy during calculation is unavoidable. At high precision where more bits (e.g. 64) are allocated to each number, round-off errors are typically small.…

Numerical Analysis · Mathematics 2022-10-11 Yizhou Chen , Xiaoyun Gong , Xiang Ji

Square-root (loss) regularized models have recently become popular in linear regression due to their nice statistical properties. Moreover, some of these models can be interpreted as the distributionally robust optimization counterparts of…

Optimization and Control · Mathematics 2023-10-06 Hong T. M. Chu , Kim-Chuan Toh , Yangjing Zhang

This article presents matrix backpropagation algorithms for the QR decomposition of matrices $A_{m, n}$, that are either square (m = n), wide (m < n), or deep (m > n), with rank $k = min(m, n)$. Furthermore, we derive novel matrix…

Numerical Analysis · Mathematics 2020-12-14 Denisa A. O. Roberts , Lucas R. Roberts

Polynomial regression is a recurrent problem with a large number of applications. In computer vision it often appears in motion analysis. Whatever the application, standard methods for regression of polynomial models tend to deliver biased…

Computer Vision and Pattern Recognition · Computer Science 2018-05-24 Juan-Manuel Perez-Rua , Tomas Crivelli , Patrick Bouthemy , Patrick Perez

Although sparse neural networks have been studied extensively, the focus has been primarily on accuracy. In this work, we focus instead on network structure, and analyze three popular algorithms. We first measure performance when structure…

Machine Learning · Computer Science 2020-12-02 Maxwell Van Gelder , Mitchell Wortsman , Kiana Ehsani

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

The least squares of depth trimmed (LST) residuals regression, proposed in Zuo and Zuo (2023) \cite{ZZ23}, serves as a robust alternative to the classic least squares (LS) regression as well as a strong competitor to the famous least…

Methodology · Statistics 2023-12-11 Yijun Zuo , Hanwen Zuo

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Machine Learning · Statistics 2016-05-30 Prateek Jain , Nikhil Rao , Inderjit Dhillon

A class of recovering algorithms for 1-bit compressive sensing (CS) named Soft Consistency Reconstructions (SCRs) are proposed. Recognizing that CS recovery is essentially an optimization problem, we endeavor to improve the characteristics…

Information Theory · Computer Science 2014-02-25 Xiao Cai , Zhaoyang Zhang , Huazi Zhang , Chunguang Li

Embedded computer vision applications increasingly require the speed and power benefits of single-precision (32 bit) floating point. However, applications which make use of Levenberg-like optimization can lose significant accuracy when…

Numerical Analysis · Computer Science 2018-02-13 Jan Svoboda , Thomas Cashman , Andrew Fitzgibbon

A first proposal of a sparse and cellwise robust PCA method is presented. Robustness to single outlying cells in the data matrix is achieved by substituting the squared loss function for the approximation error by a robust version. The…

Computation · Statistics 2024-08-29 Pia Pfeiffer , Laura Vana-Gür , Peter Filzmoser

Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies…

Machine Learning · Computer Science 2020-08-11 Aniket Pramanik , Hemant Aggarwal , Mathews Jacob

The mean squared error loss is widely used in many applications, including auto-encoders, multi-target regression, and matrix factorization, to name a few. Despite computational advantages due to its differentiability, it is not robust to…

Machine Learning · Computer Science 2021-07-01 Armin Moharrer , Khashayar Kamran , Edmund Yeh , Stratis Ioannidis

Prediction of dynamical time series with additive noise using support vector machines or kernel based regression has been proved to be consistent for certain classes of discrete dynamical systems. Consistency implies that these methods are…

Machine Learning · Statistics 2018-06-21 Raymundo Navarrete , Divakar Viswanath

The singular value decomposition is widely used to approximate data matrices with lower rank matrices. Feng and He [Ann. Appl. Stat. 3 (2009) 1634-1654] developed tests on dimensionality of the mean structure of a data matrix based on the…

Statistics Theory · Mathematics 2014-02-28 Xingdong Feng , Xuming He

Smoothing splines are twice differentiable by construction, so they cannot capture potential discontinuities in the underlying signal. In this work, we consider a special case of the weak rod model of Blake and Zisserman (1987) that allows…

Numerical Analysis · Mathematics 2023-12-27 Martin Storath , Andreas Weinmann

The Fast Reciprocal Square Root Algorithm is a well-established approximation technique consisting of two stages: first, a coarse approximation is obtained by manipulating the bit pattern of the floating point argument using integer…

Numerical Analysis · Mathematics 2023-07-31 Mike Day

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

The phase retrieval problem in the presence of noise aims to recover the signal vector of interest from a set of quadratic measurements with infrequent but arbitrary corruptions, and it plays an important role in many scientific…

Machine Learning · Statistics 2024-09-04 Zhong Zheng , Lingzhou Xue