机器学习
Several power-law critical properties involving different statistics in natural languages -- reminiscent of scaling properties of physical systems at or near phase transitions -- have been documented for decades. The recent rise of large…
We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe…
Principal component analysis (PCA) is a tool to capture factors that explain variation in data. Across domains, data are now collected across multiple contexts (for example, individuals with different diseases, cells of different types, or…
This paper presents a semi-supervised learning framework for Gaussian mixture modelling under a Missing at Random (MAR) mechanism. The method explicitly parameterizes the missingness mechanism by modelling the probability of missingness as…
Privacy-preserving model co-training in medical research is often hindered by server-dependent architectures incompatible with protected hospital data systems and by the predominant focus on relative effect measures (hazard ratios) which…
Laplace learning is a semi-supervised method, a solution for finding missing labels from a partially labeled dataset utilizing the geometry given by the unlabeled data points. The method minimizes a Dirichlet energy defined on a (discrete)…
Controlling generative models is computationally expensive. This is because optimal alignment with a reward function--whether via inference-time steering or fine-tuning--requires estimating the value function. This task demands access to…
Whitening is a classical technique in unsupervised learning that can facilitate estimation tasks by standardizing data. An important application is the estimation of latent variable models via the decomposition of tensors built from…
Given an undirected measurement graph $\mathcal{H} = ([n], \mathcal{E})$, the classical angular synchronization problem consists of recovering unknown angles $\theta_1^*,\dots,\theta_n^*$ from a collection of noisy pairwise measurements of…
With the fast development of big data, learning the optimal decision rule by recursively updating it and making online decisions has been easier than before. We study the online statistical inference of model parameters in a contextual…
Intermittent time series, characterised by the presence of a significant amount of zeros, constitute a large percentage of inventory items in supply chain. Probabilistic forecasts are needed to plan the inventory levels; the predictive…
Average-reward reinforcement learning offers a principled framework for long-term decision-making by maximizing the mean reward per time step. Although Q-learning is a widely used model-free algorithm with established sample complexity in…
Linearly parametrized models are widely used in control and signal processing, with the least-squares (LS) estimate being the archetypical solution. When the input is insufficiently exciting, the LS problem may be unsolvable or numerically…
In this paper, the solution to the empirical risk minimization problem with $f$-divergence regularization (ERM-$f$DR) is presented and conditions under which the solution also serves as the solution to the minimization of the expected…
We address the following question: given a collection $\{\mathbf{A}^{(1)}, \dots, \mathbf{A}^{(N)}\}$ of independent $d \times d$ random matrices drawn from a common distribution $\mathbb{P}$, what is the probability that the centralizer of…
Semi-implicit variational inference (SIVI) enhances the expressiveness of variational families through hierarchical semi-implicit distributions, but the intractability of their densities makes standard ELBO-based optimization biased. Recent…
Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…
Outlier detection (OD) aims to identify abnormal instances, known as outliers or anomalies, by learning typical patterns of normal data, or inliers. Performing OD under an unsupervised regime-without any information about anomalous…
Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…
Following the wide-spread adoption of machine learning models in real-world applications, the phenomenon of performativity, i.e. model-dependent shifts in the test distribution, becomes increasingly prevalent. Unfortunately, since models…