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We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

Statistics Theory · Mathematics 2020-04-01 Panagiotis Lolas

The problem of domain generalization is to learn, given data from different source distributions, a model that can be expected to generalize well on new target distributions which are only seen through unlabeled samples. In this paper, we…

Machine Learning · Computer Science 2024-03-12 Markus Holzleitner , Sergei V. Pereverzyev , Werner Zellinger

In this paper, we establish the $R$-linear rate of convergence of a golden ratio algorithm for solving an equilibrium problem in a Hilbert space. Several experiments are performed to show the numerical behavior of the algorithm and also to…

Optimization and Control · Mathematics 2018-10-09 Dang Van Hieu

Based on the variable Hilbert scale interpolation inequality bounds for the error of regularisation methods are derived under range inclusions. In this context, new formulae for the modulus of continuity of the inverse of bounded operators…

Numerical Analysis · Mathematics 2010-05-24 Markus Hegland , Bernd Hofmann

We study a non linear regression model with functional data as inputs and scalar response. We propose a pointwise estimate of the regression function that maps a Hilbert space onto the real line by a local linear method. We provide the…

Statistics Theory · Mathematics 2013-02-20 Alain Berlinet , Abdallah Elamine , André Mas

Recent results show that estimates defined by over-parametrized deep neural networks learned by applying gradient descent to a regularized empirical $L_2$ risk are universally consistent and achieve good rates of convergence. In this paper,…

Machine Learning · Statistics 2023-11-27 Selina Drews , Michael Kohler

In the framework of abstract linear inverse problems in infinitedimensional Hilbert space we discuss generic convergence behaviours of approximate solutions determined by means of general projection methods, namely outside the standard…

Numerical Analysis · Mathematics 2021-02-22 Noe Caruso , Alessandro Michelangeli , Paolo Novati

We study numerical integration of functions depending on an infinite number of variables. We provide lower error bounds for general deterministic linear algorithms and provide matching upper error bounds with the help of suitable multilevel…

Numerical Analysis · Mathematics 2021-02-09 Josef Dick , Michael Gnewuch

In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…

Numerical Analysis · Mathematics 2021-10-07 Julianne Chung , Matthias Chung , Silvia Gazzola , Mirjeta Pasha

We propose a nonlinear function-on-function regression model where both the covariate and the response are random functions. The nonlinear regression is carried out in two steps: we first construct Hilbert spaces to accommodate the…

Methodology · Statistics 2022-07-19 Peijun Sang , Bing Li

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…

Statistics Theory · Mathematics 2023-05-12 Maarten V. de Hoop , Nikola B. Kovachki , Nicholas H. Nelsen , Andrew M. Stuart

We derive a divergence formula for a group of regularization methods with an L2 constraint. The formula is useful for regularization parameter selection, because it provides an unbiased estimate for the number of degrees of freedom. We…

Other Statistics · Statistics 2012-03-19 Yixin Fang , Yuanjia Wang , Xin Huang

We develop regularization methods to find flat minima while training deep neural networks. These minima generalize better than sharp minima, yielding models outperforming baselines on real-world test data (which may be distributed…

Machine Learning · Computer Science 2025-07-04 Adam Sandler , Diego Klabjan , Yuan Luo

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…

Information Theory · Computer Science 2020-09-15 Liangzu Peng , Manolis C. Tsakiris

Predicting the value of a function $f$ at a new point given its values at old points is an ubiquitous scientific endeavor, somewhat less developed when $f$ produces multiple values that depend on one another, e.g. when it outputs…

Optimization and Control · Mathematics 2024-12-16 Simon Foucart

Parameter identification problems typically consist of a model equation, e.g. a (system of) ordinary or partial differential equation(s), and the observation equation. In the conventional reduced setting, the model equation is eliminated…

Numerical Analysis · Mathematics 2016-03-18 Barbara Kaltenbacher

For a convex class of functions $F$, a regularization functions $\Psi(\cdot)$ and given the random data $(X_i, Y_i)_{i=1}^N$, we study estimation properties of regularization procedures of the form \begin{equation*} \hat f \in {\rm…

Statistics Theory · Mathematics 2016-08-30 Guillaume Lecué , Shahar Mendelson

In this work, we consider ill-posed inverse problems in which the forward operator is continuous and weakly closed, and the sought solution belongs to a weakly closed constraint set. We propose a regularization method based on minimizing…

Numerical Analysis · Mathematics 2025-05-27 Barbara Palumbo , Paolo Massa , Federico Benvenuto

Function-on-function regression has been a topic of substantial interest due to its broad applicability, where the relation between functional predictor and response is concerned. In this article, we propose a new framework for modeling the…

Methodology · Statistics 2025-06-04 Tongyu Li , Fang Yao