8 accepted papers
Covariance matrix estimation in high dimensions is a fundamental problem in machine learning and signal processing. A common structural assumption used to mitigate the challenges posed by high dimensionality is sparsity, which posits that most variable pairs exhibit negligible correlations. In this
Covariance matrix estimation is a fundamental problem in multivariate data analysis, which becomes particularly challenging in high-dimensional settings due to the curse of dimensionality. To enhance estimation accuracy, structural regularization is often imposed on the precision matrix (the inverse…
Many kinds of simultaneously-observed
Information-theoretic clustering is one of the most promising and principled approaches to finding clusters with minimal apriori assumptions. The key criterion therein is to maximize the mutual information between the data points and their cluster labels. Such an approach, however, does not explicit…
The Schrödinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized optimal transport problem, which conducts projections onto ev…
Quantifying aleatoric uncertainty is a challenging task in machine learning. It is important for decision making associated with data-dependent uncertainty in model outcomes. Recently, many empirical studies in modeling aleatoric uncertainty under regression settings primarily rely on either a Gauss…
Evaluating rare but high-stakes events is one of the main challenges in obtaining reliable reinforcement learning policies, especially in large or infinite state/action spaces where limited scalability dictates a prohibitively large number of testing iterations. On the other hand, a biased or inaccu…
In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean matching (KMM), focus on estimating the importance weights b…