Related papers: Non-Minimal Sampling and Consensus for Prohibitive…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
We develop a general method for estimating a finite mixture of non-normalized models. Here, a non-normalized model is defined to be a parametric distribution with an intractable normalization constant. Existing methods for estimating…
Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite substantial progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of…
This paper addresses detecting anomalous patterns in images, time-series, and tensor data when the location and scale of the pattern is unknown a priori. The multiscale scan statistic convolves the proposed pattern with the image at various…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…
In stochastic simulation, input uncertainty refers to the output variability arising from the statistical noise in specifying the input models. This uncertainty can be measured by a variance contribution in the output, which, in the…
Correspondence-based point cloud registration (PCR) plays a key role in robotics and computer vision. However, challenges like sensor noises, object occlusions, and descriptor limitations inevitably result in numerous outliers. RANSAC…
Learning with noisy labels has gained increasing attention because the inevitable imperfect labels in real-world scenarios can substantially hurt the deep model performance. Recent studies tend to regard low-loss samples as clean ones and…
Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…
There are many models, often called unnormalized models, whose normalizing constants are not calculated in closed form. Maximum likelihood estimation is not directly applicable to unnormalized models. Score matching, contrastive divergence…
We propose a novel conditional quantile prediction method based on complete subset averaging (CSA) for quantile regressions. All models under consideration are potentially misspecified and the dimension of regressors goes to infinity as the…
In this work, to facilitate the real-time processing of multi-scan registration error minimization on factor graphs, we devise a point cloud downsampling algorithm based on coreset extraction. This algorithm extracts a subset of the…
While predictive accuracy is often prioritized in machine learning (ML) models, interpretability remains essential in scientific and high-stakes domains. However, diverse interpretability algorithms frequently yield conflicting…
The problem of representative selection amounts to sampling few informative exemplars from large datasets. This paper presents MOSAIC, a novel representative selection approach from high-dimensional data that may exhibit non-linear…
Diffusion models (DMs) have recently shown remarkable performance on inverse problems (IPs). Optimization-based methods can fast solve IPs using DMs as powerful regularizers, but they are susceptible to local minima and noise overfitting.…
The goal for classification is to correctly assign labels to unseen samples. However, most methods misclassify samples with unseen labels and assign them to one of the known classes. Open-Set Classification (OSC) algorithms aim to maximize…
In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…
Conformal prediction is a distribution-free framework for uncertainty quantification that replaces point predictions with sets, offering marginal coverage guarantees (i.e., ensuring that the prediction sets contain the true label with a…
Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…
Approaches for stochastic nonlinear model predictive control (SNMPC) typically make restrictive assumptions about the system dynamics and rely on approximations to characterize the evolution of the underlying uncertainty distributions. For…