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This paper develops new variance-reduction techniques for the forward-reflected-backward splitting (FRBS) method to solve a class of possibly nonmonotone stochastic composite inclusions. Unlike unbiased estimators such as mini-batching,…

Machine Learning · Computer Science 2026-03-17 Quoc Tran-Dinh , Nghia Nguyen-Trung

We propose a method for constructing sparse high-frequency volatility estimators that are robust against change points in the spot volatility process. The estimators we propose are $\ell_1$-regularized versions of existing volatility…

Statistical Finance · Quantitative Finance 2024-07-02 Greeshma Balabhadra , El Mehdi Ainasse , Pawel Polak

As Large Language Models (LLMs) scale to handle massive concurrent traffic, optimizing the infrastructure required for inference has become a primary challenge. To manage the high cost of GPU resources while ensuring strict service-level…

Fluid antenna systems (FAS) are emerging as a transformative enabler for sixth-generation (6G) wireless communications, providing unprecedented spatial diversity through dynamic reconfiguration of antenna ports. However, the inherent…

Conservation Voltage Reduction (CVR) relies on the effective coordination of slow-acting devices, such as OLTCs and CBs, and fast-acting devices, such as SVGs and PV inverters, typically implemented through a hierarchical multi-stage…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Qintao Du , Ran Li , Weiyi Lv , Huan Zhou , Moduo Yu , Jianzhe Liu

Variational Inference (VI) is an attractive alternative to Markov Chain Monte Carlo (MCMC) due to its computational efficiency in the case of large datasets and/or complex models with high-dimensional parameters. However, evaluating the…

Machine Learning · Statistics 2023-02-27 Yu Wang , Mikołaj Kasprzak , Jonathan H. Huggins

One-class classification (OCC) needs samples from only a single class to train the classifier. Recently, an auto-associative kernel extreme learning machine was developed for the OCC task. This paper introduces a novel extension of this…

Machine Learning · Computer Science 2020-11-25 Pratik K. Mishra , Chandan Gautam , Aruna Tiwari

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

Optical Vector Analysers (OVA) are critical for emerging technologies such as integrated photonics and optical positioning. Achieving a sensitivity near the Standard Quantum Limit (SQL) while acquiring a wide spectrum allows an accurate…

We consider a latent space model for dynamic networks, where our objective is to estimate the pairwise inner products plus the intercept of the latent positions. To balance posterior inference and computational scalability, we consider a…

Machine Learning · Statistics 2024-10-16 Peng Zhao , Anirban Bhattacharya , Debdeep Pati , Bani K. Mallick

In safety-critical decision-making, the environment may evolve over time, and the learner adjusts its risk level accordingly. This work investigates risk-averse online optimization in dynamic environments with varying risk levels, employing…

Optimization and Control · Mathematics 2025-12-30 Siyi Wang , Zifan Wang , Karl H. Johansson

Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a…

Methodology · Statistics 2022-04-19 Elizabeth Bersson , Peter D. Hoff

In this paper, we introduce a method to optimally estimate time-varying frequency bias. Current industry practice is to assume that frequency bias is changing only on annual basis. We suggest that this improved time-dependent bias estimate…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Miroslav Kosanic , Marija Ilic , Daniel Baker , Harvey Scribner , Casey Cathey

Narrow beams are key to wireless communications in millimeter wave frequency bands. Beam alignment (BA) allows the base station (BS) to adjust the direction and width of the beam used for communication. During BA, the BS transmits a number…

Information Theory · Computer Science 2021-02-05 Abbas Khalili , Shahram Shahsavari , Mohammad A. Amir Khojastepour , Elza Erkip

Empirical Risk Minimization (ERM) based machine learning algorithms have suffered from weak generalization performance on data obtained from out-of-distribution (OOD). To address this problem, Invariant Risk Minimization (IRM) objective was…

Machine Learning · Computer Science 2021-03-25 Jun-Hyun Bae , Inchul Choi , Minho Lee

Velocity estimation is a cornerstone of the recently introduced near-field predictive beamforming. This paper derives the Cramer-Rao bounds (CRBs) for joint radial and transverse velocity estimation within a predictive beamforming framework…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Khalid A. Alshumayri , Mudassir Masood , Ali. A. Nasir

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

Communication in Millimeter wave (mmWave) band relies on narrow beams due to directionality, high path loss, and shadowing. One can use beam alignment (BA) techniques to find and adjust the direction of these narrow beams. In this paper, BA…

Information Theory · Computer Science 2022-01-19 Abbas Khalili , Shahram Shahsavari , Mohammad A. Amir Khojastepour , Elza Erkip

Invariant Causal Prediction (Peters et al., 2016) is a technique for out-of-distribution generalization which assumes that some aspects of the data distribution vary across the training set but that the underlying causal mechanisms remain…

Machine Learning · Computer Science 2021-03-30 Elan Rosenfeld , Pradeep Ravikumar , Andrej Risteski

New generations of power systems, containing high shares of renewable energy resources, require improved data-driven tools which can swiftly adapt to changes in system operation. Many of these tools, such as ones using machine learning,…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Ignasi Ventura Nadal , Samuel Chevalier