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A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…
Multi-Task Learning (MTL) has achieved success in various fields. However, how to balance different tasks to achieve good performance is a key problem. To achieve the task balancing, there are many works to carefully design dynamical…
Consider nonparametric function estimation under $L^p$-loss. The minimax rate for estimation of the regression function over a H\"older ball with smoothness index $\beta$ is $n^{-\beta/(2\beta+1)}$ if $1\leq p<\infty$ and $(n/\log…
Logistic regression is commonly used for modeling dichotomous outcomes. In the classical setting, where the number of observations is much larger than the number of parameters, properties of the maximum likelihood estimator in logistic…
This paper proposes an active learning method for designing experiments to identify quasi-Linear Parameter-Varying (qLPV) models. Since informative experiments are costly, input signals must be selected to maximize information content based…
Many Bayesian inference problems involve target distributions whose density functions are computationally expensive to evaluate. Replacing the target density with a local approximation based on a small number of carefully chosen density…
We consider the statistical inverse problem to recover $f$ from noisy measurements $Y = Tf + \sigma \xi$ where $\xi$ is Gaussian white noise and $T$ a compact operator between Hilbert spaces. Considering general reconstruction methods of…
The main theme of this paper is a modification of the likelihood ratio test (LRT) for testing high dimensional covariance matrix. Recently, the correct asymptotic distribution of the LRT for a large-dimensional case (the case $p/n$…
The maximum likelihood estimation of the left-truncated log-logistic distribution with a given truncation point is analyzed in detail from both mathematical and numerical perspectives. These maximum likelihood equations often do not possess…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
We consider the problem of sampling from a log-concave distribution $\pi(\theta) \propto e^{-f(\theta)}$ constrained to a polytope $K:=\{\theta \in \mathbb{R}^d: A\theta \leq b\}$, where $A\in \mathbb{R}^{m\times d}$ and $b \in…
The maximum likelihood (ML) estimator can be applied to localize a target mobile device using the RSS and TOA. However, the ML estimator for the RSS-TOA-based target localization problem is nonconvex and nonlinear, having no analytical…
In this paper we consider algorithm unfolding for the Multiple Measurement Vector (MMV) problem in the case where only few training samples are available. Algorithm unfolding has been shown to empirically speed-up in a data-driven way the…
Many common loss functions such as mean-squared-error, cross-entropy, and reconstruction loss are unnecessarily rigid. Under a probabilistic interpretation, these common losses correspond to distributions with fixed shapes and scales. We…
The problem of checking satisfiability of linear real arithmetic (LRA) and non-linear real arithmetic (NRA) formulas has broad applications, in particular, they are at the heart of logic-related applications such as logic for artificial…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…
Due to the drastic gap in complexity between sequential and batch statistical learning, recent work has studied a smoothed sequential learning setting, where Nature is constrained to select contexts with density bounded by 1/{\sigma} with…
In this paper, we introduce a conservative Crank-Nicolson-type finite difference schemes for the regularized logarithmic Schr\"{o}dinger equation (RLSE) with Dirac delta potential in 1D. The regularized logarithmic Schr\"{o}dinger equation…
Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…