相关论文: Massive data compression for parameter-dependent c…

Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…

The impressive growth of data throughput in optical microscopy has triggered a widespread use of supervised learning (SL) models running on compressed image datasets for efficient automated analysis. However, since lossy image compression…

The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…

Computing the inverse covariance matrix (or precision matrix) of large data vectors is crucial in weak lensing (and multi-probe) analyses of the large scale structure of the universe. Analytically computed covariances are noise-free and…

When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…

Machine Learning models should ideally be compact and robust. Compactness provides efficiency and comprehensibility whereas robustness provides resilience. Both topics have been studied in recent years but in isolation. Here we present a…

Linear models are used in online decision making, such as in machine learning, policy algorithms, and experimentation platforms. Many engineering systems that use linear models achieve computational efficiency through distributed systems…

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Deep neural networks (DNNs) have become the state-of-the-art technique for machine learning tasks in various applications. However, due to their size and the computational complexity, large DNNs are not readily deployable on edge devices in…

We present a method for radical linear compression of datasets where the data are dependent on some number $M$ of parameters. We show that, if the noise in the data is independent of the parameters, we can form $M$ linear combinations of…

We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…

Focusing on the well motivated aperture mass statistics $\Map$, we study the possibility of constraining cosmological parameters using future space based SNAP class weak lensing missions. Using completely analytical results we construct the…

Embedding techniques have become essential components of large databases in the deep learning era. By encoding discrete entities, such as words, items, or graph nodes, into continuous vector spaces, embeddings facilitate more efficient…

This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

High-energy, large-scale particle colliders in nuclear and high-energy physics generate data at extraordinary rates, reaching up to $1$ terabyte and several petabytes per second, respectively. The development of real-time, high-throughput…

Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…

Model compression techniques allow to significantly reduce the computational cost associated with data processing by deep neural networks with only a minor decrease in average accuracy. Simultaneously, reducing the model size may have a…

Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…

Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…

Many applications in data science and scientific computing involve large-scale datasets that are expensive to store and compute with, but can be efficiently compressed and stored in an appropriate tensor format. In recent years, randomized…