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In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
We theoretically analyze the Feedback Alignment (FA) algorithm, an efficient alternative to backpropagation for training neural networks. We provide convergence guarantees with rates for deep linear networks for both continuous and discrete…
In this paper, we investigate the asymptotic properties of nonparametric Bayesian mixtures of Betas for estimating a smooth density on $[0,1]$. We consider a parametrization of Beta distributions in terms of mean and scale parameters and…
This paper presents an algorithm tailored for the efficient recovery of sparse probability measures incorporating $\ell_0$-sparse regularization within the probability simplex constraint. Employing the Bregman proximal gradient method, our…
Recurrent events are common in clinical, healthcare, social and behavioral studies. A recent analysis framework for potentially censored recurrent event data is to construct a censored longitudinal data set consisting of times to the first…
We propose a general framework for regularization in M-estimation problems under time dependent (absolutely regular-mixing) data which encompasses many of the existing estimators. We derive non-asymptotic concentration bounds for the…
Combining simple elements from the literature, we define a linear model that is geared toward sparse data, in particular implicit feedback data for recommender systems. We show that its training objective has a closed-form solution, and…
Clustering high-dimensional data often requires some form of dimensionality reduction, where clustered variables are separated from "noise-looking" variables. We cast this problem as finding a low-dimensional projection of the data which is…
With the increasing power of machine learning-based reasoning, the use of meta-information (e.g., digital signal modulation parameters, channel conditions, etc.) to predict the performance of various signal processing techniques has become…
In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…
We describe the use of an unsupervised Random Forest for similarity learning and improved unsupervised anomaly detection. By training a Random Forest to discriminate between real data and synthetic data sampled from a uniform distribution…
We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects…
Functional data analysis (FDA) and ensemble learning can be powerful tools for analyzing complex environmental time series. Recent literature has highlighted the key role of diversity in enhancing accuracy and reducing variance in ensemble…
We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…
This paper investigates three open problems in random beamforming based communication systems: the scheduling policy with heterogeneous users, the closed form sum rate, and the randomness of multiuser diversity with selective feedback. By…
In this paper, we analyse the recovery properties of nonconvex regularized $M$-estimators, under the assumption that the true parameter is of soft sparsity. In the statistical aspect, we establish the recovery bound for any stationary point…
Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…
This article investigates the asymptotic distribution of penalized estimators with non-differentiable penalties designed to recover low-dimensional pattern structures. Patterns play a central role in estimation, as they reveal the…
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach…
In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…