相关论文: Approximate Recovery in Changepoint Problems, from…
We study a hypothesis testing problem in the context of high-dimensional changepoint detection. Given a matrix $X \in \R^{p \times n}$ with independent Gaussian entries, the goal is to determine whether or not a sparse, non-null fraction of…
Training LLMs on decentralized nodes or on-spot instances, lowers the training cost and enables model democratization. The inevitable challenge here is the transient churns of nodes due to failures and the operator's scheduling policies,…
Large volumes of spatiotemporal data, characterized by high spatial and temporal variability, may experience structural changes over time. Unlike traditional change-point problems, each sequence in this context consists of function-valued…
Jump functions are the {most-studied} non-unimodal benchmark in the theory of randomized search heuristics, in particular, evolutionary algorithms (EAs). They have significantly improved our understanding of how EAs escape from local…
Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a…
The estimation of viewpoints and keypoints effectively enhance object detection methods by extracting valuable traits of the object instances. While the output of both processes differ, i.e., angles vs. list of characteristic points, they…
This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…
In this paper, we propose a method for keypoint discovery from a 2D image using image-level supervision. Recent works on unsupervised keypoint discovery reliably discover keypoints of aligned instances. However, when the target instances…
This paper investigates correct variable selection in finite samples via $\ell_1$ and $\ell_1+\ell_2$ type penalization schemes. The asymptotic consistency of variable selection immediately follows from this analysis. We focus on logistic…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
Mixup is a data augmentation technique that relies on training using random convex combinations of data points and their labels. In recent years, Mixup has become a standard primitive used in the training of state-of-the-art image…
This paper considers the prominent problem of change-point detection in regression. The study suggests a novel testing procedure featuring a fully data-driven calibration scheme. The method is essentially a black box, requiring no tuning…
This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…
We study the theoretical properties of the fused lasso procedure originally proposed by \cite{tibshirani2005sparsity} in the context of a linear regression model in which the regression coefficient are totally ordered and assumed to be…
This paper studies the problem of recovering a non-negative sparse signal $\x \in \Re^n$ from highly corrupted linear measurements $\y = A\x + \e \in \Re^m$, where $\e$ is an unknown error vector whose nonzero entries may be unbounded.…
Estimation of the prediction error of a linear estimation rule is difficult if the data analyst also use data to select a set of variables and construct the estimation rule using only the selected variables. In this work, we propose an…
Given a matrix $A\in \mathbb{R}^{n\times d}$ and a vector $b\in \mathbb{R}^n$, we consider the regression problem with $\ell_\infty$ guarantees: finding a vector $x'\in \mathbb{R}^d$ such that $ \|x'-x^*\|_\infty \leq…
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…
Quantized observations are ubiquitous in a wide range of applications across engineering and the social sciences, and algorithms based on the $\ell_1$-norm are well recognized for their robustness to outliers compared with their…
We describe our process for automatic detection of performance changes for a software product in the presence of noise. A large collection of tests run periodically as changes to our software product are committed to our source repository,…