Related papers: The Stochastic Occupation Kernel Method for System…
In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…
The distribution regression problem encompasses many important statistics and machine learning tasks, and arises in a large range of applications. Among various existing approaches to tackle this problem, kernel methods have become a method…
In this paper, we consider a rather general linear evolution equation of fractional type, namely a diffusion type problem in which the diffusion operator is the $s$th power of a positive definite operator having a discrete spectrum in…
This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…
In the co-sparse analysis model a set of filters is applied to a signal out of the signal class of interest yielding sparse filter responses. As such, it may serve as a prior in inverse problems, or for structural analysis of signals that…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…
We propose a stochastic reachability computation framework for occupancy prediction in automated driving by directly solving the underlying transport partial differential equation governing the advection of the closed-loop joint density…
In this paper, we propose a new threshold-kernel jump-detection method for jump-diffusion processes, which iteratively applies thresholding and kernel methods in an approximately optimal way to achieve improved finite-sample performance. We…
Neural Ordinary Differential Equations (ODE) are a promising approach to learn dynamic models from time-series data in science and engineering applications. This work aims at learning Neural ODE for stiff systems, which are usually raised…
Many popular machine learning models scale poorly when deployed on CPUs. In this paper we explore the reasons why and propose a simple, yet effective approach based on the well-known Divide-and-Conquer Principle to tackle this problem of…
Out-of-distribution (OOD) detection is a critical task in machine learning that seeks to identify abnormal samples. Traditionally, unsupervised methods utilize a deep generative model for OOD detection. However, such approaches require a…
In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…
We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…
The kernel polynomial method allows to sample overall spectral properties of a quantum system, while sparse diagonalization provides accurate information about a few important states. We present a method combining these two approaches…
Optimal margin Distribution Machine (ODM) is a newly proposed statistical learning framework rooting in the novel margin theory, which demonstrates better generalization performance than the traditional large margin based counterparts.…
The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…
Spreading processes play an increasingly important role in modeling for diffusion networks, information propagation, marketing and opinion setting. We address the problem of learning of a spreading model such that the predictions generated…
In this paper, we investigate a divide and conquer approach to Kernel Ridge Regression (KRR). Given n samples, the division step involves separating the points based on some underlying disjoint partition of the input space (possibly via…
To fully understand the 3D context of a single image, a visual system must be able to segment both the visible and occluded regions of objects, while discerning their occlusion order. Ideally, the system should be able to handle any object…