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We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset $S \subseteq \R^d$. This core problem in truncated statistics has long history going back to…

Statistics Theory · Mathematics 2019-08-06 Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

In this paper, we propose a new discriminative model named \emph{nonextensive information theoretical machine (NITM)} based on nonextensive generalization of Shannon information theory. In NITM, weight parameters are treated as random…

Machine Learning · Computer Science 2016-04-22 Chaobing Song , Shu-Tao Xia

Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional…

Machine Learning · Computer Science 2020-05-12 Sai Ganesh Nagarajan , Ioannis Panageas

Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic…

Statistical Mechanics · Physics 2016-05-04 Avinash Chand Yadav

Compressed sensing is a signal processing technique whereby the limits imposed by the Shannon--Nyquist theorem can be exceeded provided certain conditions are imposed on the signal. Such conditions occur in many real-world scenarios, and…

Information Theory · Computer Science 2018-02-16 Fintan Hegarty , Padraig Ó Catháin , Yunbin Zhao

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

A new sampling methodology based on incomplete cosine expansion series is presented as an alternative to the traditional sinc function approach. Numerical integration shows that this methodology is efficient and practical. Applying the…

Numerical Analysis · Mathematics 2015-03-24 S. M. Abrarov , B. M. Quine

In this note we present a fully information theoretic approach to renormalization inspired by Bayesian statistical inference, which we refer to as Bayesian Renormalization. The main insight of Bayesian Renormalization is that the Fisher…

High Energy Physics - Theory · Physics 2023-10-11 David S. Berman , Marc S. Klinger , Alexander G. Stapleton

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

Optimization and Control · Mathematics 2022-03-15 Xi Chen , Bo Jiang , Tianyi Lin , Shuzhong Zhang

We consider the numerical evaluation of the Evans function, a Wronskian-like determinant that arises in the study of the stability of travelling waves. Constructing the Evans function involves matching the solutions of a linear ordinary…

Numerical Analysis · Mathematics 2008-05-12 Simon Malham , Jitse Niesen

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Econometrics · Economics 2022-05-09 Jean-Jacques Forneron

In the coming years, strong gravitational lens discoveries are expected to increase in frequency by two orders of magnitude. Lens-modelling techniques are being developed to prepare for the coming massive influx of new lens data, and blind…

Astrophysics of Galaxies · Physics 2020-06-18 Philipp Denzel , Sampath Mukherjee , Jonathan P. Coles , Prasenjit Saha

We provide a novel statistical perspective on a classical problem at the intersection of computer science and information theory: recovering the empirical frequency of a symbol in a large discrete dataset using only a compressed…

Methodology · Statistics 2025-04-11 Mario Beraha , Stefano Favaro , Matteo Sesia

Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…

Functional Analysis · Mathematics 2026-05-25 Luca Finotti , Matteo Santacesaria

Many data-fitting applications require the solution of an optimization problem involving a sum of large number of functions of high dimensional parameter. Here, we consider the problem of minimizing a sum of $n$ functions over a convex…

Optimization and Control · Mathematics 2016-02-29 Farbod Roosta-Khorasani , Michael W. Mahoney

This PhD thesis is devoted to show that differential renormalization is a simple and useful renormalization method that we can use when dealing with gauge theories. In this work, it is shown how the one-loop results of Constraint…

High Energy Physics - Theory · Physics 2007-06-27 Cesar Seijas

Assume that samples of a filtered version of a function in a shift-invariant space are avalaible. This work deals with the existence of a sampling formula involving these samples and having reconstruction functions with compact support.…

Information Theory · Computer Science 2008-06-13 A. G. Garcia , M. A. Hernandez-Medina , G. Perez-Villalon

Since the celebrated works of Russo and Zou (2016,2019) and Xu and Raginsky (2017), it has been well known that the generalization error of supervised learning algorithms can be bounded in terms of the mutual information between their input…

Machine Learning · Statistics 2022-07-20 Gábor Lugosi , Gergely Neu

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon