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Although sparse training has been successfully used in various resource-limited deep learning tasks to save memory, accelerate training, and reduce inference time, the reliability of the produced sparse models remains unexplored. Previous…

Machine Learning · Computer Science 2023-03-02 Bowen Lei , Ruqi Zhang , Dongkuan Xu , Bani Mallick

We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…

Methodology · Statistics 2020-06-29 Sungkyu Jung , Jeongyoun Ahn , Yongho Jeon

The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…

Methodology · Statistics 2026-05-26 Xinghao Qiao , Zihan Wang , Qiwei Yao , Bo Zhang

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

In this paper we introduce a nonuniform sparsity model and analyze the performance of an optimized weighted $\ell_1$ minimization over that sparsity model. In particular, we focus on a model where the entries of the unknown vector fall into…

Information Theory · Computer Science 2010-09-21 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…

Statistics Theory · Mathematics 2015-03-19 Po-Ling Loh , Martin J. Wainwright

The residual cutting (RC) method has been proposed as an outer-inner loop iteration for efficiently solving large and sparse linear systems of equations arising in solving numerically problems of elliptic partial differential equations.…

Numerical Analysis · Mathematics 2026-03-23 Toshihiko Abe

Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…

Machine Learning · Computer Science 2020-02-28 Jonathan Wenger , Hedvig Kjellström , Rudolph Triebel

Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such…

Machine Learning · Computer Science 2024-10-31 Wei Wu , Liang Tang , Zhongjie Zhao , Chung-Piaw Teo

The reconstruction of sparse signal is an active area of research. Different from a typical i.i.d. assumption, this paper considers a non-independent prior of group structure. For this more practical setup, we propose EM-aided HyGEC, a new…

Information Theory · Computer Science 2021-05-05 Qiuyun Zou , Haochuan Zhang , Hongwen Yang

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Computational sensing strategies often suffer from calibration errors in the physical implementation of their ideal sensing models. Such uncertainties are typically addressed by using multiple, accurately chosen training signals to recover…

Information Theory · Computer Science 2022-05-26 Valerio Cambareri , Laurent Jacques

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

This paper studies statistical aggregation procedures in regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types of…

Statistics Theory · Mathematics 2007-06-13 Florentina Bunea , Alexandre Tsybakov , Marten Wegkamp

With the increasing penetration of machine learning applications in critical decision-making areas, calls for algorithmic fairness are more prominent. Although there have been various modalities to improve algorithmic fairness through…

Machine Learning · Computer Science 2024-05-21 Zhihao Hu , Yiran Xu , Mengnan Du , Jindong Gu , Xinmei Tian , Fengxiang He

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

Methodology · Statistics 2019-10-01 Kabir Opeyemi Olorede , Waheed Babatunde Yahya

In this paper, we discuss the convergence of an Algebraic MultiGrid (AMG) method for general symmetric positive-definite matrices. The method relies on an aggregation algorithm, named \emph{coarsening based on compatible weighted matching},…

Numerical Analysis · Mathematics 2023-07-18 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone , Ludmil Zikatanov

The widespread use of AI and ML models in sensitive areas raises significant concerns about fairness. While the research community has introduced various methods for bias mitigation in binary classification tasks, the issue remains…

Machine Learning · Computer Science 2026-03-24 Maryam Boubekraoui , Giordano d'Aloisio , Antinisca Di Marco

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

Methodology · Statistics 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

This paper proposes new algorithms for the metric learning problem. We start by noticing that several classical metric learning formulations from the literature can be viewed as modified covariance matrix estimation problems. Leveraging…

Machine Learning · Statistics 2022-11-23 Antoine Collas , Arnaud Breloy , Guillaume Ginolhac , Chengfang Ren , Jean-Philippe Ovarlez