Related papers: Statistical Analysis of Composite Spectra
We examine the Bayes-consistency of a recently proposed 1-nearest-neighbor-based multiclass learning algorithm. This algorithm is derived from sample compression bounds and enjoys the statistical advantages of tight, fully empirical…
Computer models are used to model complex processes in various disciplines. Often, a key source of uncertainty in the behavior of complex computer models is uncertainty due to unknown model input parameters. Statistical computer model…
Spectral clustering is a popular clustering method. It first maps data into the spectral embedding space and then uses Kmeans to find clusters. However, the two decoupled steps prohibit joint optimization for the optimal solution. In…
The probability distribution of the closest neighbor and farther neighbor spacings from a given level have been studied for interacting fermion/boson systems with and without spin degree of freedom constructed using an embedded GOE of one…
In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…
In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…
Spectral embedding of adjacency or Laplacian matrices of undirected graphs is a common technique for representing a network in a lower dimensional latent space, with optimal theoretical guarantees. The embedding can be used to estimate the…
We consider the problem of embedding a dynamic network, to obtain time-evolving vector representations of each node, which can then be used to describe changes in behaviour of individual nodes, communities, or the entire graph. Given this…
Coexisting periodic solutions of a dynamical system describing nonlinear optical processes of the second-order are studied. The analytical results concern both the simplified autonomous model and the extended nonautonomous model, including…
Ensembling can improve the performance of Neural Networks, but existing approaches struggle when the architecture likelihood surface has dispersed, narrow peaks. Furthermore, existing methods construct equally weighted ensembles, and this…
The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…
We consider the problem of clustering a set of high-dimensional data points into sets of low-dimensional linear subspaces. The number of subspaces, their dimensions, and their orientations are unknown. We propose a simple and low-complexity…
We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary problems arise in each step of either filter. We give a new…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…
We present a powerful new algorithm that combines both spatial information (event locations and the point spread function) and spectral information (photon energies) to separate photons from overlapping sources. We use Bayesian statistical…
We measured the ensemble-averaged spectral correlation functions and statistical distributions of spectral spacing and intensity for lasing modes in weakly scattering systems, and compared them to those of the amplified spontaneous emission…
This paper studies quantitative deviation bounds for statistical ensembles evolving under the one-parameter flow of a nearly integrable Hamiltonian system. Combining Nekhoroshev-type stability estimates with phase-mixing arguments, we…
Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…
Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…