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We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle:…

Studies have shown that modern neural networks tend to be poorly calibrated due to over-confident predictions. Traditionally, post-processing methods have been used to calibrate the model after training. In recent years, various trainable…

We perform a study on kernel regression for large-dimensional data (where the sample size $n$ is polynomially depending on the dimension $d$ of the samples, i.e., $n\asymp d^{\gamma}$ for some $\gamma >0$ ). We first build a general tool to…

Any applied mathematical model contains parameters. The paper proposes to use kernel learning for the parametric analysis of the model. The approach consists in setting a distribution on the parameter space, obtaining a finite training…

Overparametrized Deep Neural Networks (DNNs) often achieve astounding performances, but may potentially result in severe generalization error. Recently, the relation between the sharpness of the loss landscape and the generalization error…

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Kernel methods have been studied extensively in recent years. We propose a three-dimensional (3-D) Epanechnikov Mixture Regression (EMR) based on our Epanechnikov Kernel (EK) and realize a complete framework for image coding. In our…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

We study theoretical properties of a broad class of regularized algorithms with vector-valued output. These spectral algorithms include kernel ridge regression, kernel principal component regression, various implementations of gradient…

We study the Stochastic Shortest Path (SSP) problem with a linear mixture transition kernel, where an agent repeatedly interacts with a stochastic environment and seeks to reach certain goal state while minimizing the cumulative cost.…

3D action recognition was shown to benefit from a covariance representation of the input data (joint 3D positions). A kernel machine feed with such feature is an effective paradigm for 3D action recognition, yielding state-of-the-art…

Several emerging post-Bayesian methods target a probability distribution for which an entropy-regularised variational objective is minimised. This increased flexibility introduces a computational challenge, as one loses access to an…

Ensemble Kalman Sampler (EKS) is a method to find approximately $i.i.d.$ samples from a target distribution. As of today, why the algorithm works and how it converges is mostly unknown. The continuous version of the algorithm is a set of…

Learning kernels in operators from data lies at the intersection of inverse problems and statistical learning, providing a powerful framework for capturing non-local dependencies in function spaces and high-dimensional settings. In contrast…

This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…