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This work proposes a machine-learning framework for constructing statistical models of errors incurred by approximate solutions to parameterized systems of nonlinear equations. These approximate solutions may arise from early termination of…

Numerical Analysis · Computer Science 2019-02-18 Brian A. Freno , Kevin T. Carlberg

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function and its derivatives. Here we propose a new parameter estimation technique that does not require computing an intractable…

Machine Learning · Computer Science 2015-03-13 Jascha Sohl-Dickstein , Peter Battaglino , Michael R. DeWeese

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

Machine Learning · Computer Science 2017-09-05 Aryan Mokhtari , Alejandro Ribeiro

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Statistics Theory · Mathematics 2018-10-16 Michael Krikheli , Amir Leshem

In this work we consider (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for elasticity problems in affinley parametrized geometries. The essential ingredients of the methodology are: a Galerkin…

Numerical Analysis · Mathematics 2018-01-23 Dinh Bao Phuong Huynh , Federico Pichi , Gianluigi Rozza

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

We consider the problem of estimating the slope parameter in functional linear regression, where scalar responses Y1,...,Yn are modeled in dependence of second order stationary random functions X1,...,Xn. An orthogonal series estimator of…

Statistics Theory · Mathematics 2009-01-28 Jan Johannes

A new parameterization and algorithm are proposed for seeking the primary relative maximum of the likelihood function in the three-parameter lognormal distribution. The parameterization yields the dimension reduction of the three-parameter…

Statistics Theory · Mathematics 2013-11-18 Yoshio Komori , Hideo Hirose

Training a neural network (NN) depends on multiple factors, including but not limited to the initial weights. In this paper, we focus on initializing deep NN parameters such that it performs better, comparing to random or zero…

Machine Learning · Computer Science 2020-11-10 Mohamad H. Danesh

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion…

Numerical Analysis · Mathematics 2017-08-08 Toomas Raus , Uno Hämarik

Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…

Numerical Analysis · Mathematics 2018-08-20 Alexander Grimm , Christopher Beattie , Zlatko Drmač , Serkan Gugercin

We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…

Optimization and Control · Mathematics 2012-08-31 Jaron Sanders , Sem C. Borst , Johan S. H. van Leeuwaarden

In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…

Statistics Theory · Mathematics 2018-01-04 Andrea Ghiglietti , Francesca Ieva , Anna Maria Paganoni , Giacomo Aletti

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

Methodology · Statistics 2023-11-16 Haohui Han , Liya Fu

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

We consider the problem of estimating the value of a linear functional in nonparametric instrumental regression, where in the presence of an instrument W a response Y is modeled in dependence of an endogenous explanatory variable Z. The…

Statistics Theory · Mathematics 2009-02-13 Christoph Breunig , Jan Johannes

State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…

Numerical Analysis · Mathematics 2020-11-25 Albert Cohen , Wolfgang Dahmen , Olga Mula , James Nichols
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