Asymptotic Errors for Teacher-Student Convex Generalized Linear Models (Or: How to Prove Kabashima’s Replica Formula)
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This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If the radius of this ...
In this paper we propose a novel dimensionality reduction method that is based on successive Laplacian SVM projections in orthogonal deflated subspaces. The proposed method, called Laplacian Support Vector Analysis, produces projection vectors, which captu ...
This paper proposes a tradeoff between computational time, sample complexity, and statistical accuracy that applies to statistical estimators based on convex optimization. When we have a large amount of data, we can exploit excess samples to decrease stati ...
Consider a two-class classification problem where the number of features is much larger than the sample size. The features are masked by Gaussian noise with mean zero and covariance matrix Sigma, where the precision matrix Omega = Sigma(-1) is unknown but ...
This thesis is a small part of the preparation of the launch of the Gaia mission, a satellite of the European Space Agency (ESA). One of the goals of the mission is to perform a classification among variable stars considering different attributes. Periodic ...
This correspondence describes a novel system for speaker diarization of meetings recordings based on the combination of acoustic features (MFCC) and time delay of arrivals (TDOAS). The first part of the paper analyzes differences between MFCC and TDOA feat ...
Model specification is an integral part of any statistical inference problem. Several model selection techniques have been developed in order to determine which model is the best one among a list of possible candidates. Another way to deal with this questi ...
The increasing development of social networks provides a unique source for analyzing human dynamics in the modern age. In this paper, we analyze the top-one Internet forum in China ("Tianya Club") and identify the statistical properties of hotspots, which ...
Domain adaptation is a major challenge for future remote sensing applications. Both financial and temporal constraints of data acquisition lead to the developing of new techniques able to use knowledge from alternative sources. Different approaches have be ...
In many physical, technological, social, and economic applications, one is commonly faced with the task of estimating statistical properties, such as mean first passage times of a temporal continuous process, from empirical data (experimental observations) ...