相关论文: Estimation of AR and ARMA models by stochastic com…

The standard approach to analyzing the asymptotic complexity of probabilistic programs is based on studying the asymptotic growth of certain expected values (such as the expected termination time) for increasing input size. We argue that…

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Empirical risk minimization (ERM) and distributionally robust optimization (DRO) are popular approaches for solving stochastic optimization problems that appear in operations management and machine learning. Existing generalization error…

An extendable, efficient and explainable Machine Learning approach is proposed to represent cyclic plasticity and replace conventional material models based on the Radial Return Mapping algorithm. High accuracy and stability by means of a…

Establishing appropriate mathematical models for complex systems in natural phenomena not only helps deepen our understanding of nature but can also be used for state estimation and prediction. However, the extreme complexity of natural…

We show that the class of conditional distributions satisfying the coarsening at random (CAR) property for discrete data has a simple and robust algorithmic description based on randomized uniform multicovers: combinatorial objects…

In this paper, we propose a novel and efficient two-stage variable selection approach for sparse GLARMA models, which are pervasive for modeling discrete-valued time series. Our approach consists in iteratively combining the estimation of…

We introduce the smoothed analysis of algorithms, which is a hybrid of the worst-case and average-case analysis of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small…

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

The estimation of high dimensional precision matrices has been a central topic in statistical learning. However, as the number of parameters scales quadratically with the dimension $p$, many state-of-the-art methods do not scale well to…

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

This paper considers the problem of robustly estimating a structured covariance matrix with an elliptical underlying distribution with known mean. In applications where the covariance matrix naturally possesses a certain structure, taking…

The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

Missing values challenge data analysis because many supervised and unsupervised learning methods cannot be applied directly to incomplete data. Matrix completion based on low-rank assumptions are very powerful solution for dealing with…

The Fisher Information Matrix (FIM) has been the standard approximation to the accuracy of parameter estimation on gravitational-wave signals from merging compact binaries due to its ease-of-use and rapid computation time. While the…

We consider network sparsification as an $L_0$-norm regularized binary optimization problem, where each unit of a neural network (e.g., weight, neuron, or channel, etc.) is attached with a stochastic binary gate, whose parameters are…