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We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of…
Although the numerical results suggest the optimal convergence order of the two-grid finite element decoupled scheme for mixed Stokes-Darcy model with Beaver-Joseph-Saffman interface condition in literatures, the numerical analysis only get…
Assuming that a stochastic process $X=(X_t)_{t\geq 0}$ is a sum of a compound Poisson process $Y=(Y_t)_{t\geq 0}$ with known intensity $\lambda$ and unknown jump size density $f,$ and an independent Brownian motion $Z=(Z_t)_{t\geq 0},$ we…
Among applications of deep learning (DL) involving low cost sensors, remote image classification involves a physical channel that separates edge sensors and cloud classifiers. Traditional DL models must be divided between an encoder for the…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…
A biomechanical model often requires parameter estimation and selection in a known but complicated nonlinear function. Motivated by observing that data from a head-neck position tracking system, one of biomechanical models, show…
This paper develops a novel two-step estimating procedure for heavy-tailed AR models with non-zero median GARCH-type noises, allowing for time-varying volatility. We first establish the self-weighted quantile regression estimator (SQE)…
This paper has been withdrawn by the authors. Please see arXiv:1302.6058. We consider the sequential joint detection and estimation problem. Minimizing the average stopping time subject to a combination of detection and estimation…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
We consider the problem of including additional knowledge in estimating sparse Gaussian graphical models (sGGMs) from aggregated samples, arising often in bioinformatics and neuroimaging applications. Previous joint sGGM estimators either…
We propose a non-intrusive, Autoencoder-based framework for reduced-order modeling in continuum mechanics. Our method integrates three stages: (i) an unsupervised Autoencoder compresses high-dimensional finite element solutions into a…
A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
The Scheduled Relaxation Jacobi (SRJ) method is a linear solver algorithm which greatly improves the convergence of the Jacobi iteration through the use of judiciously chosen relaxation factors (an SRJ scheme) which attenuate the solution…
The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood estimator of the transformation parameter is generally…
An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…
We propose an enhanced estimation method for the Box-Cox transformation (BCT) cure rate model parameters by introducing a generic maximum likelihood estimation algorithm, the sequential quadratic Hamiltonian (SQH) scheme, which is based on…
In this letter, we propose the extension of a previously presented analytical model for the estimation of the signal-to-noise ratio (SNR) at the output of an adaptive equalizer in coherent optical transmission systems when transmission is…
Distribution System State Estimation (DSSE) is becoming increasingly important with the integration of Distributed Energy Resources (DERs) and the active operation of distribution networks (DNs), but it remains challenging due to the…