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The tuning of stochastic gradient algorithms (SGAs) for optimization and sampling is often based on heuristics and trial-and-error rather than generalizable theory. We address this theory--practice gap by characterizing the large-sample…

Computation · Statistics 2023-07-21 Jeffrey Negrea , Jun Yang , Haoyue Feng , Daniel M. Roy , Jonathan H. Huggins

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Machine Learning · Statistics 2016-11-08 Brian R. Gaines , Hua Zhou

A generalization of Gy's theory for the variance of the fundamental sampling error is reviewed. Practical situations where the generalized model potentially leads to more accurate variance estimates are identified as: clustering of…

Applications · Statistics 2009-11-10 Bastiaan Geelhoed

We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…

Methodology · Statistics 2019-03-13 Asad Haris , Noah Simon , Ali Shojaie

In this paper, we explore techniques centered around periodic sampling of model weights that provide convergence improvements on gradient update methods (vanilla \acs{SGD}, Momentum, Adam) for a variety of vision problems (classification,…

Machine Learning · Computer Science 2020-03-23 Samarth Tripathi , Jiayi Liu , Unmesh Kurup , Mohak Shah , Sauptik Dhar

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

Methodology · Statistics 2014-03-19 Kasper Brink-Jensen , Claus Thorn Ekstrøm

This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of big geospatial data for dimensionality reduction or model…

Methodology · Statistics 2026-04-30 Philipp Otto , Alessandro Fassò , Paolo Maranzano

Bayesian neural networks (BNNs) require scalable sampling algorithms to approximate posterior distributions over parameters. Existing stochastic gradient Markov Chain Monte Carlo (SGMCMC) methods are highly sensitive to the choice of…

Machine Learning · Computer Science 2026-04-10 Rajit Rajpal , Benedict Leimkuhler , Yuanhao Jiang

Model summaries based on the ratio of fitted and null likelihoods have been proposed for generalised linear models, reducing to the familiar $R^2$ coefficient of determination in the Gaussian model with identity link. In this note I show…

Methodology · Statistics 2017-01-27 Thomas Lumley

State-space models (SSMs) have recently emerged as a compelling alternative to Transformers for sequence modeling tasks. This paper presents a theoretical generalization analysis of selective SSMs, the core architectural component behind…

Machine Learning · Computer Science 2025-11-05 Arya Honarpisheh , Mustafa Bozdag , Octavia Camps , Mario Sznaier

This paper introduces a new spatial scan statistic designed to adjust cluster detection for longitudinal confounding factors indexed in space. The functional-model-adjusted statistic was developed using generalized functional linear models…

Methodology · Statistics 2019-03-05 Michael Genin , Mohamed-Salem Ahmed

We combine Bayesian prediction and weighted inference as a unified approach to survey inference. The general principles of Bayesian analysis imply that models for survey outcomes should be conditional on all variables that affect the…

Methodology · Statistics 2020-06-24 Yajuan Si , Rob Trangucci , Jonah Sol Gabry , Andrew Gelman

Bootstrap is a useful tool for making statistical inference, but it may provide erroneous results under complex survey sampling. Most studies about bootstrap-based inference are developed under simple random sampling and stratified random…

Statistics Theory · Mathematics 2019-01-08 Zhonglei Wang , Jae Kwang Kim , Liuhua Peng

Generalized additive model is a powerful statistical learning and predictive modeling tool that has been applied in a wide range of applications. The need of high-dimensional additive modeling is eminent in the context of dealing with high…

Methodology · Statistics 2021-07-08 Kaixu Yang , Tapabrata Maiti

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

Generalized additive models (GAMs, Hastie & Tibshirani, 1990; Wood, 2017) are an extension of the generalized linear model that allows the effects of covariates to be modelled as smooth functions. GAMs are increasingly used in many areas of…

Computation · Statistics 2024-12-24 Gavin L. Simpson

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

State-of-the-art models in semantic segmentation primarily operate on single, static images, generating corresponding segmentation masks. This one-shot approach leaves little room for error correction, as the models lack the capability to…

Computer Vision and Pattern Recognition · Computer Science 2023-10-16 Foivos I. Diakogiannis , Suzanne Furby , Peter Caccetta , Xiaoliang Wu , Rodrigo Ibata , Ondrej Hlinka , John Taylor

The idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

An additive model-assisted nonparametric method is investigated to estimate the finite population totals of massive survey data with the aid of auxiliary information. A class of estimators is proposed to improve the precision of the well…

Methodology · Statistics 2019-03-19 Li Wang , Suojin Wang