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We study robust high-dimensional sparse regression under finite-variance heavy-tailed noise, epsilon-contamination, and alpha-mixing dependence via two subsampling estimators: Adaptive Importance Sampling (AIS) and Stratified Sub-sampling…
In this paper, we propose a new method for estimation and constructing confidence intervals for low-dimensional components in a high-dimensional model. The proposed estimator, called Constrained Lasso (CLasso) estimator, is obtained by…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
Sparse sampling schemes have the potential to dramatically reduce image acquisition time while simultaneously reducing radiation damage to samples. However, for a sparse sampling scheme to be useful it is important that we are able to…
Bayesian inference promises to ground and improve the performance of deep neural networks. It promises to be robust to overfitting, to simplify the training procedure and the space of hyperparameters, and to provide a calibrated measure of…
Bayesian hierarchical modeling is a popular approach to capturing unobserved heterogeneity across individual units. However, standard estimation methods such as Markov chain Monte Carlo (MCMC) can be impracticable for modeling outcomes from…
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…
Aligning general-purpose large language models (LLMs) to downstream tasks often incurs significant training adjustment costs. Prior research has explored various avenues to enhance alignment efficiency, primarily through minimal-data…
Diffusion Posterior Sampling (DPS) provides a principled Bayesian approach to inverse problems by sampling from $p(x_0 \mid y)$. While posterior sampling is valuable for capturing uncertainty and multi-modality, many classical and practical…
Recent advances in large language models (LLMs) have enabled zero-shot automated essay scoring (AES), providing a promising way to reduce the cost and effort of essay scoring in comparison with manual grading. However, most existing…
We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of…
Inference scaling methods for LLMs often rely on decomposing problems into steps (or groups of tokens), followed by sampling and selecting the best next steps. However, these steps and their sizes are often predetermined or manually…
In this paper, we introduce Context-Aware Priority Sampling (CAPS), a novel method designed to enhance data efficiency in learning-based autonomous driving systems. CAPS addresses the challenge of imbalanced datasets in imitation learning…
We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…
Analytical join queries over unstructured data are increasingly prevalent in data analytics. Applying machine learning (ML) models to label every pair in the cross product of tables can achieve state-of-the-art accuracy, but the cost of…
Gaussian Process Latent Variable Models (GPLVMs) have become increasingly popular for unsupervised tasks such as dimensionality reduction and missing data recovery due to their flexibility and non-linear nature. An importance-weighted…
Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…
Recent papers have developed alternating least squares (ALS) methods for CP and tensor ring decomposition with a per-iteration cost which is sublinear in the number of input tensor entries for low-rank decomposition. However, the…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
Low-rank Tucker and CP tensor decompositions are powerful tools in data analytics. The widely used alternating least squares (ALS) method, which solves a sequence of over-determined least squares subproblems, is costly for large and sparse…