Related papers: Subsampled One-Step Estimation for Fast Statistica…
In this paper, we propose a highly efficient method to estimate an image's mean opinion score (MOS) from a single opinion score (SOS). Assuming that each SOS is the observed sample of a normal distribution and the MOS is its unknown…
We revisit the problem of estimating the mean of a real-valued distribution, presenting a novel estimator with sub-Gaussian convergence: intuitively, "our estimator, on any distribution, is as accurate as the sample mean is for the Gaussian…
In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…
An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…
We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…
Two-phase sampling is commonly adopted for reducing cost and improving estimation efficiency. In many two-phase studies, the outcome and some cheap covariates are observed for a large sample in Phase I, and expensive covariates are obtained…
We present the first efficient averaging sampler that achieves asymptotically optimal randomness complexity and near-optimal sample complexity. For any $\delta < \varepsilon$ and any constant $\alpha > 0$, our sampler uses $m + O(\log (1 /…
Sample average approximation (SAA) is a widely popular approach to data-driven decision-making under uncertainty. Under mild assumptions, SAA is both tractable and enjoys strong asymptotic performance guarantees. Similar guarantees,…
In this paper an approach for decreasing the computational effort required for the split-step Fourier method (SSFM) is introduced. It is shown that using the sparsity property of the simulated signals, the compressive sampling algorithm can…
A compressed sensing method consists of a rectangular measurement matrix, $M \in \mathbbm{R}^{m \times N}$ with $m \ll N$, together with an associated recovery algorithm, $\mathcal{A}: \mathbbm{R}^m \rightarrow \mathbbm{R}^N$. Compressed…
We study how the divide and conquer principle --- partition the available data into subsamples, compute an estimate from each subsample and combine these appropriately to form the final estimator --- works in non-standard problems where…
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…
This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…
A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…
Ultrasound images are commonly formed by sequential acquisition of beam-steered scan-lines. Minimizing the number of required scan-lines can significantly enhance frame rate, field of view, energy efficiency, and data transfer speeds.…
We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…