相关论文: A Lanczos-Stieltjes method for one-dimensional rid…
The linear regression model cannot be fitted to high-dimensional data, as the high-dimensionality brings about empirical non-identifiability. Penalized regression overcomes this non-identifiability by augmentation of the loss function by a…
Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…
During the past two decades there has been a lot of interest in developing statistical depth notions that generalize the univariate concept of ranking to multivariate data. The notion of depth has also been extended to regression models and…
Associated to a finite measure on the real line with finite moments are recurrence coefficients in a three-term formula for orthogonal polynomials with respect to this measure. These recurrence coefficients are frequently inputs to modern…
We introduce new definitions of sectional, Ricci and scalar curvature for networks and their higher dimensional counterparts, derived from two classical notions of curvature for curves in general metric spaces, namely, the Menger curvature…
Approximation using Fourier features is a popular technique for scaling kernel methods to large-scale problems, with myriad applications in machine learning and statistics. This method replaces the integral representation of a…
Let $\Omega \subset \mathbb{R}^n$ be a convex polytope ($n \leq 3$). The Ritz projection is the best approximation, in the $W^{1,2}_0$-norm, to a given function in a finite element space. When such finite element spaces are constructed on…
This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…
In the paper we consider the problem of multivariate function approximation in polynomial basis. In order to solve this problem, we adjust the least squares method (LSM) by adding information about derivatives of the function. This…
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…
We consider the problem of minimizing the average of a large number of smooth but possibly non-convex functions. In the context of most machine learning applications, each loss function is non-negative and thus can be expressed as the…
Single-Index Models are high-dimensional regression problems with planted structure, whereby labels depend on an unknown one-dimensional projection of the input via a generic, non-linear, and potentially non-deterministic transformation. As…
Due to their flexibility and theoretical tractability Gaussian process (GP) regression models have become a central topic in modern statistics and machine learning. While the true posterior in these models is given explicitly, numerical…
We study the monotone single index model where a real response variable $Y $ is linked to a $d$-dimensional covariate $X$ through the relationship $E[Y | X] = \Psi_0(\alpha^T_0 X)$ almost surely. Both the ridge function, $\Psi_0$, and the…
Nowadays, l1 penalized likelihood has absorbed a high amount of consideration due to its simplicity and well developed theoretical properties. This method is known as a reliable method in order to apply in a broad range of applications…
We introduce a method to reconstruct an element of a Hilbert space in terms of an arbitrary finite collection of linearly independent reconstruction vectors, given a finite number of its samples with respect to any Riesz basis. As we…
Parallel transport is a fundamental tool to perform statistics on Rie-mannian manifolds. Since closed formulae don't exist in general, practitioners often have to resort to numerical schemes. Ladder methods are a popular class of algorithms…
A novel derivative-free algorithm, optimization by moving ridge functions (OMoRF), for unconstrained and bound-constrained optimization is presented. This algorithm couples trust region methodologies with output-based dimension reduction to…
Objectives: We introduce a new method for reducing crime in hot spots and across cities through ridge estimation. In doing so, our goal is to explore the application of density ridges to hot spots and patrol optimization, and to contribute…
A high-order quadrature scheme is constructed for the evaluation of Laplace single and double layer potentials and their normal derivatives on smooth surfaces in three dimensions. The construction begins with a harmonic approximation of the…