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This paper analyzes the estimation of econometric models by penalizing the sum of squares of the residuals with a factor that makes the model estimates approximate those that would be obtained when considering the possible simple…
With a focus on linear models with smooth functional covariates, we propose a penalization framework (SACR) based on the nonzero centered ridge, where the center of the penalty is optimally reweighted in a supervised way, starting from the…
In this paper, we extend the transfer learning classification framework from regression function-based methods to decision rules. We propose a novel methodology for modeling posterior drift through Bayes decision rules. By exploiting the…
Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…
The aim of this paper is to introduce an adaptive penalized estimator for identifying the true reduced parametric model under the sparsity assumption. In particular, we deal with the framework where the unpenalized estimator of the…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
We analyze an adaptive boundary element method for the weakly-singular and hypersingular integral equations for the 2D and 3D Helmholtz problem. The proposed adaptive algorithm is steered by a residual error estimator and does not rely on…
We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…
Performance of adaptive control policies is assessed through the regret with respect to the optimal regulator, which reflects the increase in the operating cost due to uncertainty about the dynamics parameters. However, available results in…
We revisit the classic regret-minimization problem in the stochastic multi-armed bandit setting when the arm-distributions are allowed to be heavy-tailed. Regret minimization has been well studied in simpler settings of either bounded…
This paper studies the asymptotic properties of the penalized least squares estimator using an adaptive group Lasso penalty for the reduced rank regression. The group Lasso penalty is defined in the way that the regression coefficients…
A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression…
We consider prediction with expert advice when data are generated from distributions varying arbitrarily within an unknown constraint set. This semi-adversarial setting includes (at the extremes) the classical i.i.d. setting, when the…
The penalization method is a popular technique to provide particle swarm optimizers with the ability to handle constraints. The downside is the need of penalization coefficients whose settings are problem-specific. While adaptive…
In this paper we adapt the nearest neighbour rule to the contextual bandit problem. Our algorithm handles the fully adversarial setting in which no assumptions at all are made about the data-generation process. When combined with a…
This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…
Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization…
The operation of adding edges has been frequently used to the study of opinion dynamics in social networks for various purposes. In this paper, we consider the edge addition problem for the DeGroot model of opinion dynamics in a social…
In this work we investigate to which extent one can recover class probabilities within the empirical risk minimization (ERM) paradigm. The main aim of our paper is to extend existing results and emphasize the tight relations between…
We describe a novel algorithm for noisy global optimisation and continuum-armed bandits, with good convergence properties over any continuous reward function having finitely many polynomial maxima. Over such functions, our algorithm…