Related papers: The conditional saddlepoint approximation for fast…
As the second component of SPARC (Simulation Package for Ab-initio Real-space Calculations), we present an accurate and efficient finite-difference formulation and parallel implementation of Density Functional Theory (DFT) for extended…
The large-system performance of MAP estimation is studied considering a general distortion function when the observation vector is received through a linear system with additive white Gaussian noise. The analysis considers the system matrix…
We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…
Uniform sampling of training data has been commonly used in traditional stochastic optimization algorithms such as Proximal Stochastic Gradient Descent (prox-SGD) and Proximal Stochastic Dual Coordinate Ascent (prox-SDCA). Although uniform…
We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…
Test-Time Adaptation (TTA) adjusts models using unlabeled test data to handle dynamic distribution shifts. However, existing methods rely on frequent adaptation and high computational cost, making them unsuitable for resource-constrained…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…
Semi-supervised regression (SSR), which aims to predict continuous scores for samples while reducing the reliance on large-scale labeled data, has recently attracted considerable attention across various applications, including computer…
Clustered sampling is prevalent in empirical regression discontinuity (RD) designs, but it has not received much attention in the theoretical literature. In this paper, we introduce a general model-based framework for such settings and…
In this paper, we establish a high-dimensional CLT for the sample mean of $p$-dimensional spatial data observed over irregularly spaced sampling sites in $\mathbb{R}^d$, allowing the dimension $p$ to be much larger than the sample size $n$.…
We show that confidence intervals in a variance component model, with asymptotically correct uniform coverage probability, can be obtained by inverting certain test-statistics based on the score for the restricted likelihood. The results…
Space-time adaptive processing (STAP) is an effective tool for detecting a moving target in the airborne radar system. Due to the fast-changing clutter scenario and/or non side-looking configuration, the stationarity of the training data is…
Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing…
This paper proposes a new test for a change point in the mean of high-dimensional data based on the spatial sign and self-normalization. The test is easy to implement with no tuning parameters, robust to heavy-tailedness and theoretically…
Recently, the scientific community has questioned the statistical reproducibility of many empirical results, especially in the field of machine learning. To contribute to the resolution of this reproducibility crisis, we propose a…
We study sample average approximations (SAA) of chance constrained programs. SAA methods typically approximate the actual distribution in the chance constraint using an empirical distribution constructed from random samples assumed to be…
We analyze the sample complexity of full-batch Gradient Descent (GD) in the setup of non-smooth Stochastic Convex Optimization. We show that the generalization error of GD, with common choice of hyper-parameters, can be $\tilde \Theta(d/m +…
The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…
We present the first algorithm to efficiently compute certifiably optimal solutions to range-aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation systems increasingly incorporate point-to-point ranging sensors,…