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The construction of objective priors is, at best, challenging for multidimensional parameter spaces. A common practice is to assume independence and set up the joint prior as the product of marginal distributions obtained via "standard"…

Methodology · Statistics 2023-02-07 Isadora Antoniano-Villalobos , Cristiano Villa , Stephen G. Walker

Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…

Numerical Analysis · Mathematics 2025-02-04 Jennifer Scott , Miroslav Tůma

The emergence of Big Data raises the question of how to model economic relations when there is a large number of possible explanatory variables. We revisit the issue by comparing the possibility of using dense or sparse models in a Bayesian…

Methodology · Statistics 2020-10-01 Bruno Fava , Hedibert F. Lopes

In this paper the geometric mean of partial positive definite matrices with missing entries is considered. The weighted geometric mean of two sets of positive matrices is defined, and we show whether such a geometric mean holds certain…

Functional Analysis · Mathematics 2018-11-05 Hayoung Choi , Sejong Kim , Yuanming Shi

The fairness of a deep neural network is strongly affected by dataset bias and spurious correlations, both of which are usually present in modern feature-rich and complex visual datasets. Due to the difficulty and variability of the task,…

Computer Vision and Pattern Recognition · Computer Science 2024-02-28 Rebecca S Stone , Nishant Ravikumar , Andrew J Bulpitt , David C Hogg

Fairness and interpretability play an important role in the adoption of decision-making algorithms across many application domains. These requirements are intended to avoid undesirable group differences and to alleviate concerns related to…

Econometrics · Economics 2025-09-16 Nora Bearth , Michael Lechner , Jana Mareckova , Fabian Muny

The impact of positivity constraints on the polarized parton densities has been studied. Special attention has been paid to the role of positivity constraints in determining the polarized strange quark and gluon densities, which are not…

High Energy Physics - Phenomenology · Physics 2015-06-25 Elliot Leader , Aleksander V. Sidorov , Dimiter B. Stamenov

This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment…

Statistics Theory · Mathematics 2017-10-05 Alexandre Belloni , Victor Chernozhukov

Patterned random matrices such as the reverse circulant, the symmetric circulant, the Toeplitz and the Hankel matrices and their almost sure limiting spectral distribution (LSD), have attracted much attention. Under the assumption that the…

Probability · Mathematics 2022-03-14 Arup Bose , Koushik Saha , Priyanka Sen

Time-varying parameter (TVP) models have the potential to be over-parameterized, particularly when the number of variables in the model is large. Global-local priors are increasingly used to induce shrinkage in such models. But the…

Econometrics · Economics 2019-12-18 Florian Huber , Gary Koop , Luca Onorante

It has been observed in practice that applying pruning-at-initialization methods to neural networks and training the sparsified networks can not only retain the testing performance of the original dense models, but also sometimes even…

Machine Learning · Computer Science 2023-01-31 Hongru Yang , Yingbin Liang , Xiaojie Guo , Lingfei Wu , Zhangyang Wang

Truncated sum rules have been used to calculate the fundamental limits of the nonlinear susceptibilities; and, the results have been consistent with all measured molecules. However, given that finite-state models result in inconsistencies…

Optics · Physics 2016-09-08 Mark G. Kuzyk

We develop a procedure for determining whether a square complex matrix is unitarily equivalent to a complex symmetric (i.e., self-transpose) matrix. Our approach has several advantages over existing methods. We discuss these differences and…

Functional Analysis · Mathematics 2010-03-16 Stephan Ramon Garcia , Daniel E. Poore , Madeline K. Wyse

We consider the problem of aggregating the elements of a possibly infinite dictionary for building a decision procedure that aims at minimizing a given criterion. Along with the dictionary, an independent identically distributed training…

Statistics Theory · Mathematics 2013-03-25 Arnak S. Dalalyan , Alexandre B. Tsybakov

In the context of financial credit risk evaluation, the fairness of machine learning models has become a critical concern, especially given the potential for biased predictions that disproportionately affect certain demographic groups. This…

Econometrics · Economics 2024-08-29 Di Wu

In gradient descent, changing how we parametrize the model can lead to drastically different optimization trajectories, giving rise to a surprising range of meaningful inductive biases: identifying sparse classifiers or reconstructing…

Machine Learning · Statistics 2021-11-24 Anna Kerekes , Anna Mészáros , Ferenc Huszár

We study random series priors for estimating a functional parameter (f\in L^2[0,1]). We show that with a series prior with random truncation, Gaussian coefficients, and inverse gamma multiplicative scaling, it is possible to achieve…

Statistics Theory · Mathematics 2017-06-15 Jan van Waaij , Harry van Zanten

We present an algorithm to reduce the computational effort for the multiplication of a given matrix with an unknown column vector. The algorithm decomposes the given matrix into a product of matrices whose entries are either zero or integer…

Information Theory · Computer Science 2020-02-28 Ralf R. Müller , Bernhard Gäde , Ali Bereyhi

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

A commonly used technique for the higher-order PageRank problem is the power method that is computationally intractable for large-scale problems. The truncated power method proposed recently provides us with another idea to solve this…

Numerical Analysis · Mathematics 2021-05-11 Jun Huang , Gang Wu