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Unconstrained optimization problems are typically solved using iterative methods, which often depend on line search techniques to determine optimal step lengths in each iteration. This paper introduces a novel line search approach.…

Optimization and Control · Mathematics 2024-05-20 Sören Laue , Tomislav Prusina

This paper formulates an input design approach for truncated infinite impulse response identification in the context of implicit model representations recently used as basis for data-driven simulation and control approaches. Precisely, the…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Andrea Iannelli , Mingzhou Yin , Roy S. Smith

We study the problem of regression with interval targets, where only upper and lower bounds on target values are available in the form of intervals. This problem arises when the exact target label is expensive or impossible to obtain, due…

Machine Learning · Computer Science 2025-10-27 Rattana Pukdee , Ziqi Ke , Chirag Gupta

A data analysis pipeline is a structured sequence of steps that transforms raw data into meaningful insights by integrating multiple analysis algorithms. In many practical applications, analytical findings are obtained only after data pass…

Machine Learning · Statistics 2026-05-04 Yugo Miyata , Tomohiro Shiraishi , Shuichi Nishino , Ichiro Takeuchi

Classification rules can be severely affected by the presence of disturbing observations in the training sample. Looking for an optimal classifier with such data may lead to unnecessarily complex rules. So, simpler effective classification…

Statistics Theory · Mathematics 2017-01-19 Marina Antolín , Eustasio Del Barrio , Jean-Michel Loubes

We study the minimum cut problem in the presence of uncertainty and show how to apply a novel robust optimization approach, which aims to exploit the similarity in subsequent graph measurements or similar graph instances, without posing any…

Data Structures and Algorithms · Computer Science 2013-04-30 Barbara Geissmann , Rastislav Šrámek

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Constructing confidence intervals that are simultaneously valid across a class of estimates is central to tasks such as multiple mean estimation, generalization guarantees, and adaptive experimental design. We frame this as an ``error…

Machine Learning · Computer Science 2026-02-05 Sanath Kumar Krishnamurthy , Anna Lyubarskaja , Emma Brunskill , Susan Athey

This paper proposes a simple interval observer which can generate tighter interval estimates of variables in transient states than the standard interval observer. The simple nonlinear dynamics shrinks the estimated intervals to true state…

Optimization and Control · Mathematics 2020-04-03 Hiroshi Ito

In this paper, we give a number of new exact algorithms and heuristics to compute linear boolean decompositions, and experimentally evaluate these algorithms. The experimental evaluation shows that significant improvements can be made with…

Computational Complexity · Computer Science 2015-09-28 Chiel B. Ten Brinke , Frank J. P. van Houten , Hans L. Bodlaender

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

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…

Methodology · Statistics 2016-09-07 Shonosuke Sugasawa , Tatsuya Kubokawa

To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

In this paper, we consider the solution of ill-conditioned systems of linear algebraic equations that can be determined imprecisely. To improve the stability of the solution process, we "immerse" the original imprecise linear system in an…

Numerical Analysis · Mathematics 2018-10-04 Sergey P. Shary

An important factor to guarantee a fair use of data-driven recommendation systems is that we should be able to communicate their uncertainty to decision makers. This can be accomplished by constructing prediction intervals, which provide an…

Methodology · Statistics 2019-08-16 Yaniv Romano , Rina Foygel Barber , Chiara Sabatti , Emmanuel J. Candès

In this paper it is reconsidered the prediction problem in time series framework by using a new non-parametric approach. Through this reconsideration, the prediction is obtained by a weighted sum of past observed data. These weights are…

Machine Learning · Statistics 2021-01-27 Pedro Cadahía , Jose Manuel Bravo Caro

A new algorithm is presented for computing a direct solution to a system of consistent linear equations. It produces a minimum norm particular solution, a generalized inverse (of type {124}), and a null space projection operator. In…

Rings and Algebras · Mathematics 2013-04-30 Michael F. Zimmer

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…

Optimization and Control · Mathematics 2021-03-04 Dimitris Bertsimas , Michael Lingzhi Li