4 accepted papers
We develop a scalable second-order algorithm for a recently proposed $\ell_1$-regularized pseudolikelihood-based partial correlation network estimation framework. While the latter method admits statistical guarantees and is inherently scalable compared to likelihood-based methods such as graphical…
Autoencoders have become an indispensable tool for generative modeling and representation learning in high dimensions. Imposing structural constraints such as conditional independence in order to capture invariance of latent variables to nuisance information has been attempted through adding *ad hoc…
The implicit stochastic gradient descent (ISGD), a proximal version of SGD, is gaining interest in the literature due to its stability over (explicit) SGD. In this paper, we conduct an in-depth analysis of the two modes of ISGD for smooth convex functions, namely proximal Robbins-Monro (proxRM) and…
Many of real-world data, e.g., the VGGFace2 dataset, which is a collection of multiple portraits of individuals, come with nested structures due to grouped observation. The Ornstein auto-encoder (OAE) is an emerging framework for representation learning from nested data, based on an optimal transpor…