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We consider observations $(X,y)$ from single index models with unknown link function, Gaussian covariates and a regularized M-estimator $\hat\beta$ constructed from convex loss function and regularizer. In the regime where sample size $n$…
In this paper, we consider the problem of feature reconstruction from incomplete x-ray CT data. Such problems occurs, e.g., as a result of dose reduction in the context medical imaging. Since image reconstruction from incomplete data is a…
This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…
This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…
In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…
Instead of sampling a function at a single point, average sampling takes the weighted sum of function values around the point. Such a sampling strategy is more practical and more stable. In this note, we present an explicit method with an…
One of the major limitations of adaptive optics (AO) corrected image post-processing is the lack of knowledge on the system point spread function (PSF). The PSF is not always available as a direct imaging on isolated point like objects such…
We quantify the minimax rate for a nonparametric regression model over a star-shaped function class $\mathcal{F}$ with bounded diameter. We obtain a minimax rate of ${\varepsilon^{\ast}}^2\wedge\mathrm{diam}(\mathcal{F})^2$ where…
In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
Let $X_1,\dots, X_n,\dots$ be i.i.d.\ $d$-dimensional random vectors with common distribution $F$. Then $S_n = X_1+\dots+X_n$ has distribution $F^n$ (degree is understood in the sense of convolution). Let $$ \rho_{\mathcal{C}_d}(F,G) =…
This paper discusses the recovery of an unknown signal $x\in \mathbb{R}^L$ through the result of its convolution with an unknown filter $h \in \mathbb{R}^L$. This problem, also known as blind deconvolution, has been studied extensively by…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
Stirling numbers of the first kind are common in number theory and combinatorics; through Ewen's sampling formula, these numbers enter into the calculation of several population genetics statistics, such as Fu's Fs. In previous papers we…
Valiant's (2007) model of evolvability models the evolutionary process of acquiring useful functionality as a restricted form of learning from random examples. Linear threshold functions and their various subclasses, such as conjunctions…
For highly skewed or fat-tailed distributions, mean or median-based methods often fail to capture the central tendencies in the data. Despite being a viable alternative, estimating the conditional mode given certain covariates (or mode…
We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…
Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…
This paper studies the application of the blended dynamics approach towards distributed optimization problem where the global cost function is given by a sum of local cost functions. The benefits include (i) individual cost function need…
We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…