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We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

In this paper, we introduce a computational framework for recovering a high-resolution approximation of an unknown function from its low-resolution indirect measurements as well as high-resolution training observations by merging the…

Statistics Theory · Mathematics 2021-10-15 Milana Gataric

Reproducing an all-in-focus image from an image with defocus regions is of practical value in many applications, eg, digital photography, and robotics. Using the output of some existing defocus map estimator, existing approaches first…

Computer Vision and Pattern Recognition · Computer Science 2018-08-29 Guodong Xu , Chaoqiang Liu , Hui Ji

We consider the problem of regression with selectively observed covariates in a nonparametric framework. Our approach relies on instrumental variables that explain variation in the latent covariates but have no direct effect on selection.…

Econometrics · Economics 2020-10-15 Christoph Breunig , Peter Haan

In this paper, we aim at establishing an approximation theory and a learning theory of distribution regression via a fully connected neural network (FNN). In contrast to the classical regression methods, the input variables of distribution…

Machine Learning · Statistics 2023-07-10 Zhongjie Shi , Zhan Yu , Ding-Xuan Zhou

We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…

Machine Learning · Computer Science 2025-04-29 Arnab Bhattacharyya , Constantinos Daskalakis , Themis Gouleakis , Yuhao Wang

For any continuous zero-mean random variable (r.v.) X, a reciprocating function r is constructed, based only on the distribution of X, such that the conditional distribution of X given the (at-most-)two-point set {X,r(X)} is the zero-mean…

Probability · Mathematics 2017-01-17 Iosif Pinelis

The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…

Probability · Mathematics 2023-05-10 Reda Chhaibi , Fabrice Gamboa , Slim Kammoun , Mauricio Velasco

Regression evaluation has been performed for decades. Some metrics have been identified to be robust against shifting and scaling of the data but considering the different distributions of data is much more difficult to address (imbalance…

Machine Learning · Computer Science 2020-09-14 Mario Michael Krell , Bilal Wehbe

Random Reshuffling (RR), also known as Stochastic Gradient Descent (SGD) without replacement, is a popular and theoretically grounded method for finite-sum minimization. We propose two new algorithms: Proximal and Federated Random…

Machine Learning · Computer Science 2021-02-15 Konstantin Mishchenko , Ahmed Khaled , Peter Richtárik

In this work we present a new algorithm for data deconvolution that allows the retrieval of the target function with super-resolution with a simple approach that after a precis e measurement of the instrument response function (IRF), the…

Computer Vision and Pattern Recognition · Computer Science 2018-12-07 Sandra Martínez , Oscar E. Martínez

We consider minimizing the sum of three convex functions, where the first one F is smooth, the second one is nonsmooth and proximable and the third one is the composition of a nonsmooth proximable function with a linear operator L. This…

Optimization and Control · Mathematics 2022-07-27 Adil Salim , Laurent Condat , Konstantin Mishchenko , Peter Richtárik

When machine learning models are deployed on a test distribution different from the training distribution, they can perform poorly, but overestimate their performance. In this work, we aim to better estimate a model's performance under…

Machine Learning · Computer Science 2020-07-08 Ching-Yao Chuang , Antonio Torralba , Stefanie Jegelka

The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…

Information Theory · Computer Science 2019-11-27 Hongyang Du , Jiayi Zhang , Kostas P. Peppas , Hui Zhao , Bo Ai , Xiaodan Zhang

In the present work, eigenvalue distributions defined by a random rectangular matrix whose components are neither independently nor identically distributed are analyzed using replica analysis and belief propagation. In particular, we…

Portfolio Management · Quantitative Finance 2016-05-24 Takashi Shinzato

In this work, we study an inverse problem of recovering information about the weight in distributed-order time-fractional diffusion from the observation at one single point on the domain boundary. In the absence of an explicit knowledge of…

Numerical Analysis · Mathematics 2023-01-10 Bangti Jin , Yavar Kian

Order statistics arising from $m$ independent but not identically distributed random variables are typically constructed by arranging some $X_{1}, X_{2}, \ldots, X_{m}$, with $X_{i}$ having distribution function $F_{i}(x)$, in increasing…

Computation · Statistics 2021-11-15 Jem N. Corcoran , Caleb Miller

The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…

Probability · Mathematics 2020-12-16 George P. Yanev

This paper studies the distributed optimization problem when the objective functions might be nondifferentiable and subject to heterogeneous set constraints. Unlike existing subgradient methods, we focus on the case when the exact…

Optimization and Control · Mathematics 2021-11-23 Kui Zhu , Yutao Tang
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