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Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…
The detection of local genomic signals using high-throughput DNA sequencing data can be cast as a problem of scanning a Poisson random field for local changes in the rate of the process. We propose a likelihood-based framework for for such…
Sampling from very large spatial populations is challenging. The solutions suggested in recent literature on this subject often require that the randomly selected units are well distributed across the study region by using complex…
Estimating the number $n$ of unseen species from a $k-$sample displaying only $p\leq k$ distinct sampled species has received attention for long. It requires a model of species abundance together with a sampling model. We start with a…
This thesis focuses on the discovery of stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) from noisy and discrete time series. A major challenge is selecting the simplest possible correct model…
We give two fully dynamic algorithms that maintain a $(1+\varepsilon)$-approximation of the weight $M$ of a minimum spanning forest (MSF) of an $n$-node graph $G$ with edges weights in $[1,W]$, for any $\varepsilon>0$. (1) Our deterministic…
Self-consistent multi-particle simulation plays an important role in studying beam-beam effects and space charge effects in high-intensity beams. The Poisson equation has to be solved at each time-step based on the particle density…
We propose a dynamic working set method (DWS) for the problem $\min_{\mathtt{x} \in \mathbb{R}^n} \frac{1}{2}\|\mathtt{Ax}-\mathtt{b}\|^2 + \eta\|\mathtt{x}\|_1$ that arises from compressed sensing. DWS manages the working set while…
Optimal portfolio selection problems are determined by the (unknown) parameters of the data generating process. If an investor wants to realise the position suggested by the optimal portfolios, he/she needs to estimate the unknown…
In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…
We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem. A common technical challenge in these problems is to optimize…
Modern deep learning heavily relies on large labeled datasets, which often comse with high costs in terms of both manual labeling and computational resources. To mitigate these challenges, researchers have explored the use of informative…
A growing number of problems in computational mathematics can be reduced to the solution of many linear systems that are related, often depending smoothly or slowly on a parameter $p$, that is, $A(p)x(p)=b(p)$. We introduce an efficient…
Nonparametric mixture models based on the Pitman-Yor process represent a flexible tool for density estimation and clustering. Natural generalization of the popular class of Dirichlet process mixture models, they allow for more robust…
In this paper, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the…
A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…
Similarity search finds objects that are similar to a given query object based on a similarity metric. As the amount and variety of data continue to grow, similarity search in metric spaces has gained significant attention. Metric spaces…
High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…
For a set $P$ of $n$ points in the plane and a value $r > 0$, the unit-disk range reporting problem is to construct a data structure so that given any query disk of radius $r$, all points of $P$ in the disk can be reported efficiently. We…
This article studies the fundamental problem of using i.i.d. coin tosses from an entropy source to efficiently generate random variables $X_i \sim P_i$ $(i \ge 1)$, where $(P_1, P_2, \dots)$ is a random sequence of rational discrete…