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Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…
We propose a new method of estimation in high-dimensional linear regression model. It allows for very weak distributional assumptions including heteroscedasticity, and does not require the knowledge of the variance of random errors. The…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…
Randomized smoothing is a defensive technique to achieve enhanced robustness against adversarial examples which are small input perturbations that degrade the performance of neural network models. Conventional randomized smoothing adds…
Learning-based lossless image compression employs pixel-based or subimage-based auto-regression for probability estimation, which achieves desirable performances. However, the existing works only consider context dependencies in one…
In this paper, we propose a so-called probabilistic non-local means (PNLM) method for image denoising. Our main contributions are: 1) we point out defects of the weight function used in the classic NLM; 2) we successfully derive all…
In this work, we propose \texttt{TimeGrad}, an autoregressive model for multivariate probabilistic time series forecasting which samples from the data distribution at each time step by estimating its gradient. To this end, we use diffusion…
As an example of the recently-introduced concept of rate of innovation, signals that are linear combinations of a finite number of Diracs per unit time can be acquired by linear filtering followed by uniform sampling. However, in reality,…
In this paper, we describe a novel framework for digital predistortion (DPD) based linearization of strongly nonlinear millimeter-wave active antenna arrays. Specifically, we formulate a piecewise (PW) closed-loop (CL) DPD solution and…
Guided diffusion sampling relies on approximating often intractable likelihood scores, which introduces significant noise into the sampling dynamics. We propose using adaptive moment estimation to stabilize these noisy likelihood scores…
Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…
Quantifying uncertainty in high-dimensional sparse linear regression is a fundamental task in statistics that arises in various applications. One of the most successful methods for quantifying uncertainty is the debiased LASSO, which has a…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…
We derive a set of ptychography phase-retrieval iterative engines based on proximal algorithms originally developed in convex optimization theory, and discuss their connections with existing ones. The use of proximal operator creates a…
This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…
In this paper we introduce a new sampling algorithm which has the potential to be adopted as a universal replacement to the Metropolis--Hastings algorithm. It is related to the slice sampler, and motivated by an algorithm which is…
A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…
In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider…