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A connection between the General Linear Model (GLM) in combination with classical statistical inference and the machine learning (MLE)-based inference is described in this paper. Firstly, the estimation of the GLM parameters is expressed as…

Inverse optimization (IO) aims to determine optimization model parameters from observed decisions. However, IO is not part of a data scientist's toolkit in practice, especially as many general-purpose machine learning packages are widely…

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

The deep extension of the restricted Boltzmann machine (RBM), known as the deep Boltzmann machine (DBM), is an expressive family of machine learning models which can serve as compact representations of complex probability distributions.…

Riemannian manifold Hamiltonian Monte Carlo (RMHMC) is a sampling algorithm that seeks to adapt proposals to the local geometry of the posterior distribution. The specific form of the Hamiltonian used in RMHMC necessitates {\it…

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Distributions of data or sensory stimuli often enjoy underlying invariances. How and to what extent those symmetries are captured by unsupervised learning methods is a relevant question in machine learning and in computational neuroscience.…

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Multi-view data have been routinely collected in various fields of science and engineering. A general problem is to study the predictive association between multivariate responses and multi-view predictor sets, all of which can be of high…

Regression is fundamental in computer vision and is widely used in various tasks including age estimation, depth estimation, target localization, \etc However, real-world data often exhibits imbalanced distribution, making regression models…

Blurring mean shift (BMS) algorithm, a variant of the mean shift algorithm, is a kernel-based iterative method for data clustering, where data points are clustered according to their convergent points via iterative blurring. In this paper,…

We present an algorithmic solution to the problem of incremental belief updating in the context of Monte Carlo inference in Bayesian statistical models represented by probabilistic programs. Given a model and a sample-approximated…

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

In this work, we propose an infinite restricted Boltzmann machine~(RBM), whose maximum likelihood estimation~(MLE) corresponds to a constrained convex optimization. We consider the Frank-Wolfe algorithm to solve the program, which provides…

Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Marginal expected shortfall is unquestionably one of the most popular systemic risk measures. Studying its extreme behaviour is particularly relevant for risk protection against severe global financial market downturns. In this context,…

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

The restricted Boltzmann machine is a network of stochastic units with undirected interactions between pairs of visible and hidden units. This model was popularized as a building block of deep learning architectures and has continued to…

Training Restricted Boltzmann Machines (RBMs) has been challenging for a long time due to the difficulty of computing precisely the log-likelihood gradient. Over the past decades, many works have proposed more or less successful training…

For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…