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In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

Optimization and Control · Mathematics 2013-01-08 Enlu Zhou , Jiaqiao Hu

In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…

Optimization and Control · Mathematics 2021-10-01 Louis Sharrock , Nikolas Kantas

There has been a recent surge of interest in studying permutation-based models for ranking from pairwise comparison data. Despite being structurally richer and more robust than parametric ranking models, permutation-based models are less…

Machine Learning · Statistics 2017-10-31 Cheng Mao , Jonathan Weed , Philippe Rigollet

A ranking is an ordered sequence of items, in which an item with higher ranking score is more preferred than the items with lower ranking scores. In many information systems, rankings are widely used to represent the preferences over a set…

Artificial Intelligence · Computer Science 2017-09-22 Zhiwei Lin , Yi Li , Xiaolian Guo

Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…

Machine Learning · Statistics 2026-04-07 Jean-Pierre Magnot

Audio signal processing algorithms are frequently assessed through subjective listening tests in which participants directly score degraded signals on a unidimensional numerical scale. However, this approach is susceptible to…

Audio and Speech Processing · Electrical Eng. & Systems 2025-08-26 Jack Webb , Lorenzo Picinali

We consider the problem of finding the $k^{th}$ highest element in a totally ordered set of $n$ elements (select), and partitioning a totally ordered set into the top $k$ and bottom $n-k$ elements (partition) using pairwise comparisons.…

Data Structures and Algorithms · Computer Science 2016-03-17 Mark Braverman , Jieming Mao , S. Matthew Weinberg

A sequential design problem for rank aggregation is commonly encountered in psychology, politics, marketing, sports, etc. In this problem, a decision maker is responsible for ranking $K$ items by sequentially collecting pairwise noisy…

Methodology · Statistics 2017-10-18 Xi Chen , Yunxiao Chen , Xiaoou Li

This paper proposes a new method for solving the well-known rank aggregation problem from pairwise comparisons using the method of low-rank matrix completion. The partial and noisy data of pairwise comparisons is transformed into a matrix…

Machine Learning · Statistics 2018-06-15 Tal Levy , Alireza Vahid , Raja Giryes

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

We consider the classic problem of establishing a statistical ranking of a set of n items given a set of inconsistent and incomplete pairwise comparisons between such items. Instantiations of this problem occur in numerous applications in…

Machine Learning · Computer Science 2015-04-07 Mihai Cucuringu

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

Optimization and Control · Mathematics 2018-09-13 Tao Sun , Yuejiao Sun , Wotao Yin

Pairwise re-ranking models predict which of two documents is more relevant to a query and then aggregate a final ranking from such preferences. This is often more effective than pointwise re-ranking models that directly predict a relevance…

Information Retrieval · Computer Science 2022-07-12 Lukas Gienapp , Maik Fröbe , Matthias Hagen , Martin Potthast

With the rapid development of data collection and aggregation technologies in many scientific disciplines, it is becoming increasingly ubiquitous to conduct large-scale or online regression to analyze real-world data and unveil real-world…

Methodology · Statistics 2021-03-22 Jinfeng Xu , Zhiliang Ying , Na Zhao

Rankings are central to decision-making in fields ranging from education to online platforms, yet classical deterministic methods such as the Borda count method or Copeland-type pairwise methods ignore uncertainty due to sampling noise or…

Methodology · Statistics 2026-05-20 Shunpu Zhang

We consider the problem of ranking a set of objects based on their performance when the measurement of said performance is subject to noise. In this scenario, the performance is measured repeatedly, resulting in a range of measurements for…

Performance · Computer Science 2025-02-04 Aravind Sankaran , Lars Karlsson , Paolo Bientinesi

In this paper we consider the collaborative ranking setting: a pool of users each provides a small number of pairwise preferences between $d$ possible items; from these we need to predict preferences of the users for items they have not yet…

Machine Learning · Statistics 2015-07-17 Dohyung Park , Joe Neeman , Jin Zhang , Sujay Sanghavi , Inderjit S. Dhillon