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The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of…
We study the problem of incorporating risk while making combinatorial decisions under uncertainty. We formulate a discrete submodular maximization problem for selecting a set using Conditional-Value-at-Risk (CVaR), a risk metric commonly…
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that assume independence and/or stationarity. Based on the decay…
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…
Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…
Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…
Motivated by the fact that in several cases a matching in a graph is stable if and only if it is produced by a greedy algorithm, we study the problem of computing a maximum weight greedy matching on weighted graphs, termed GreedyMatching.…
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…
We study the fundamental limits of matching pursuit, or the pure greedy algorithm, for approximating a target function $ f $ by a linear combination $f_n$ of $n$ elements from a dictionary. When the target function is contained in the…
A flaw in the greedy approximation algorithm proposed by Zhang et al. for minimum connected set cover problem is corrected, and a stronger result on the approximation ratio of the modified greedy algorithm is established. The results are…
Kernel interpolation is a versatile tool for the approximation of functions from data, and it can be proven to have some optimality properties when used with kernels related to certain Sobolev spaces. In the context of interpolation, the…
The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments. We consider a relaxation of the full optimization formulation of…
An important consideration for variable selection in interaction models is to design an appropriate penalty that respects hierarchy of the importance of the variables. A common theme is to include an interaction term only after the…
We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…
The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…
It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…
Linear reversible circuits represent a subclass of reversible circuits with many applications in quantum computing. These circuits can be efficiently simulated by classical computers and their size is polynomially bounded by the number of…
Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here…
Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…