Related papers: A Minimum Variance Path Principle for Accurate and…
Sparse parametric models are of great interest in statistical learning and are often analyzed by means of regularized estimators. Pathwise methods allow to efficiently compute the full solution path for penalized estimators, for any…
In this paper, we consolidate and expand upon the current theory and potential applications of the set of $k$ best \emph{cascading via-paths} (CVPs) and the \emph{reciprocal pointer chain} (RPC) method for identifying them. CVPs are a…
Optimizing the learning rate remains a critical challenge in machine learning, essential for achieving model stability and efficient convergence. The Vector Auxiliary Variable (VAV) algorithm introduces a novel energy-based self-adjustable…
This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite…
Optimal statistical decisions should transcend the language used to describe them. Yet, how do we guarantee that the choice of coordinates - the parameterisation of an optimisation problem - does not subtly dictate the solution? This paper…
We propose a novel deterministic sampling method to approximate a target distribution $\rho^*$ by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy (MMD). By employing the general \emph{energetic variational…
We study the problem of estimating the optimal Q-function of $\gamma$-discounted Markov decision processes (MDPs) under the synchronous setting, where independent samples for all state-action pairs are drawn from a generative model at each…
Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine decision rule (PADR), which aims to learn the direct mapping…
This paper deals with the estimation of the modes of an univariate mixture when the number of components is known and when the component density are well separated. We propose an algorithm based on the minimization of the "kp" criterion we…
The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon it in favor of the simpler but more restrictive Vector…
Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced…
Model-based reinforcement learning (RL) algorithms allow us to combine model-generated data with those collected from interaction with the real system in order to alleviate the data efficiency problem in RL. However, designing such…
We consider the gap-dependent regret bounds for episodic MDPs. We show that the Monotonic Value Propagation (MVP) algorithm achieves a variance-aware gap-dependent regret bound of $$\tilde{O}\left(\left(\sum_{\Delta_h(s,a)>0} \frac{H^2 \log…
Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…
Dense vector retrieval is an important building block of modern machine learning systems, underlying applications ranging from semantic search to retrieval-augmented generation and knowledge-intensive reasoning. Beyond retrieving items that…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
Smart Internet of Vehicles (IoVs) combined with Artificial Intelligence (AI) will contribute to vehicle decision-making in the Intelligent Transportation System (ITS). Multi-Vehicle Pursuit games (MVP), a multi-vehicle cooperative ability…
Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…
Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…
In various practical situations, we encounter data from stochastic processes which can be efficiently modelled by an appropriate parametric model for subsequent statistical analyses. Unfortunately, the most common estimation and inference…