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Addressing the computational challenges inherent in training large-scale deep neural networks remains a critical endeavor in contemporary machine learning research. While previous efforts have focused on enhancing training efficiency…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…
Despite the recent success of stochastic gradient descent in deep learning, it is often difficult to train a deep neural network with an inappropriate choice of its initial parameters. Even if training is successful, it has been known that…
Stable and efficient training of ReLU networks with large depth is highly sensitive to weight initialization. Improper initialization can cause permanent neuron inactivation dying ReLU and exacerbate gradient instability as network depth…
Parametric sensitivity analysis is a critical component in the study of mathematical models of physical systems. Due to its simplicity, finite difference methods are used extensively for this analysis in the study of stochastically modeled…
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…
We demonstrate that applying an eventual decay to the learning rate (LR) in empirical risk minimization (ERM), where the mean-squared-error loss is minimized using standard gradient descent (GD) for training a two-layer neural network with…
One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…
A novel IV estimation method, that we term Locally Trimmed LS (LTLS), is developed which yields estimators with (mixed) Gaussian limit distributions in situations where the data may be weakly or strongly persistent. In particular, we allow…
Parameter estimation is a foundational step in statistical modeling, enabling us to extract knowledge from data and apply it effectively. Bayesian estimation of parameters incorporates prior beliefs with observed data to infer distribution…
Estimating the parameters of nonlinear block-oriented state-space models from input-output data typically involves solving a highly non-convex optimization problem, which is prone to poor local minima and slow convergence. This paper…
We apply the influence-adaptive Walsh geometry of a companion theory paper (arXiv:2605.01637) to extreme low-bit weight-only LLM quantization. The recipe is one math-invariant transformation: WHT-rotate each linear layer's weight matrix and…
Continuous neural representations have recently emerged as a powerful and flexible alternative to classical discretized representations of signals. However, training them to capture fine details in multi-scale signals is difficult and…
Neural networks require careful weight initialization to prevent signals from exploding or vanishing. Existing initialization schemes solve this problem in specific cases by assuming that the network has a certain activation function or…
This paper develops on-line inference for the multivariate local level model, with the focus being placed on covariance estimation of the innovations. We assess the application of the inverse Wishart prior distribution in this context and…
This paper proposes a maximum-likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the Multivariate Asymmetric…
Empirical studies have widely demonstrated that neural networks are highly sensitive to small, adversarial perturbations of the input. The worst-case robustness against these so-called adversarial examples can be quantified by the Lipschitz…
Accurate individual treatment-effect estimation demands not only reliable point predictions but also uncertainty measures that help practitioners \emph{locate} the source of model failure. We introduce a layer-wise variance decomposition…
With the proliferation of deep convolutional neural network (CNN) algorithms for mobile processing, limited precision quantization has become an essential tool for CNN efficiency. Consequently, various works have sought to design fixed…