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Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for $n \times n$ random matrix ensembles with their infinite-dimensional, free-probability analogues. Under…
Generative graph models struggle to scale due to the need to predict the existence or type of edges between all node pairs. To address the resulting quadratic complexity, existing scalable models often impose restrictive assumptions such as…
This paper studies the asymptotic properties of the penalized least squares estimator using an adaptive group Lasso penalty for the reduced rank regression. The group Lasso penalty is defined in the way that the regression coefficients…
Robust matrix completion (RMC) is a widely used machine learning tool that simultaneously tackles two critical issues in low-rank data analysis: missing data entries and extreme outliers. This paper proposes a novel scalable and learnable…
In econometrics and finance, the vector error correction model (VECM) is an important time series model for cointegration analysis, which is used to estimate the long-run equilibrium variable relationships. The traditional analysis and…
With robots increasingly operating in human-centric environments, ensuring soft and safe physical interactions, whether with humans, surroundings, or other machines, is essential. While compliant hardware can facilitate such interactions,…
Random projections are able to perform dimension reduction efficiently for datasets with nonlinear low-dimensional structures. One well-known example is that random matrices embed sparse vectors into a low-dimensional subspace nearly…
Inspired by Kalikow-type decompositions, we introduce a new stochastic model of infinite neuronal networks, for which we establish sharp oracle inequalities for Lasso methods and restricted eigenvalue properties for the associated Gram…
Fair scores reward ensemble forecast members that behave like samples from the same distribution as the verifying observations. They are therefore an attractive choice as loss functions to train data-driven ensemble forecasts or…
Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…
Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions.…
Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…
The paper considers high frequency sampled multivariate continuous-time ARMA (MCARMA) models, and derives the asymptotic behavior of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behavior…
Non-parametric, additive models are able to capture complex data dependencies in a flexible, yet interpretable way. However, choosing the format of the additive components often requires non-trivial data exploration. Here, as an…
Representation learning and unsupervised learning are two central topics of machine learning and signal processing. Deep learning is one of the most effective unsupervised representation learning approach. The main contributions of this…
Motivated by cutting-edge applications like cryo-electron microscopy (cryo-EM), the Multi-Reference Alignment (MRA) model entails the learning of an unknown signal from repeated measurements of its images under the latent action of a group…
We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…
Sparseness and robustness are two important properties for many machine learning scenarios. In the present study, regarding the maximum correntropy criterion (MCC) based robust regression algorithm, we investigate to integrate the MCC…
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…
Correlation Clustering (CC) is a fundamental unsupervised learning primitive whose strongest LP-based approximation guarantees require $\Theta(n^3)$ triangle inequality constraints and are prohibitive at scale. We initiate the study of…