Related papers: Envelope-Guided Regularization for Improved Predic…

The minibatch stochastic gradient descent method (SGD) is widely applied in deep learning due to its efficiency and scalability that enable training deep networks with a large volume of data. Particularly in the distributed setting, SGD is…

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Guidance techniques are commonly used in diffusion and flow models to improve image quality and input consistency for conditional generative tasks such as class-conditional and text-to-image generation. In particular, classifier-free…

In this paper we construct a shrinkage estimator of the global minimum variance (GMV) portfolio by a combination of two techniques: Tikhonov regularization and direct shrinkage of portfolio weights. More specifically, we employ a double…

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Engineering and applied sciences use models of increasing complexity to simulate the behaviour of manufactured and physical systems. Propagation of uncertainties from the input to a response quantity of interest through such models may…

We provide a unified analysis of the predictive risk of ridge regression and regularized discriminant analysis in a dense random effects model. We work in a high-dimensional asymptotic regime where $p, n \to \infty$ and $p/n \to \gamma \in…

This review article focuses on regularised estimation procedures applicable to geostatistical and spatial econometric models. These methods are particularly relevant in the case of big geospatial data for dimensionality reduction or model…

Probabilistic circuits (PCs) are a family of generative models which allows for the computation of exact likelihoods and marginals of its probability distributions. PCs are both expressive and tractable, and serve as popular choices for…

Robust waypoint prediction is crucial for mobile robots operating in open-world, safety-critical settings. While Imitation Learning (IL) methods have demonstrated great success in practice, they are susceptible to distribution shifts: the…

We propose a novel estimator for the principal component (PC) subspace tailored to the high-dimension, low-sample size (HDLSS) context. The method, termed Adaptive Reference-Guided (ARG) estimator, is designed for data exhibiting spiked…

Many electroencephalography (EEG) applications rely on channel selection methods to remove the least informative channels, e.g., to reduce the amount of electrodes to be mounted, to decrease the computational load, or to reduce overfitting…

Additive parameter updates, as used in gradient descent and its adaptive extensions, underpin most modern machine-learning optimization. Yet, such additive schemes often demand numerous iterations and intricate learning-rate schedules to…

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear expectation, we consider a linear regression model where the…

Efficient exploration is a central problem in reinforcement learning and is often formalized as maximizing the entropy of the state-action occupancy measure. While unconstrained maximum-entropy exploration is relatively well understood,…

Regularization plays a vital role in the context of deep learning by preventing deep neural networks from the danger of overfitting. This paper proposes a novel deep learning regularization method named as DL-Reg, which carefully reduces…

We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…

Accurate quantification of uncertainty in neural network predictions remains a central challenge for scientific applications involving high-dimensional, correlated data. While existing methods capture either aleatoric or epistemic…

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…