Papers
4,025 papers found
Solving the Robust Matrix Completion Problem via a System of Nonlinear Equations
Yunfeng Cai, Ping Li
Sparse and Low-rank Tensor Estimation via Cubic Sketchings
Botao Hao, Anru R. Zhang, Guang Cheng
Sparse Hilbert-Schmidt Independence Criterion Regression
Benjamin Poignard, Makoto Yamada
Sparse Orthogonal Variational Inference for Gaussian Processes
Jiaxin Shi, Michalis Titsias, Andriy Mnih
Spatio-temporal alignments: Optimal transport through space and time
Hicham Janati, Marco Cuturi, Alexandre Gramfort
Stable behaviour of infinitely wide deep neural networks
Stefano Peluchetti, Stefano Favaro, Sandra Fortini
Statistical and Computational Rates in Graph Logistic Regression
Quentin Berthet, Nicolai Baldin
Statistical Estimation of the Poincaré constant and Application to Sampling Multimodal Distributions
Loucas Pillaud-Vivien, Francis Bach, Tony Lelièvre et al.
Statistical guarantees for local graph clustering
Wooseok Ha, Kimon Fountoulakis, Michael Mahoney
Stein Variational Inference for Discrete Distributions
Jun Han, Fan Ding, Xianglong Liu et al.
Stepwise Model Selection for Sequence Prediction via Deep Kernel Learning
Yao Zhang, Daniel Jarrett, Mihaela Schaar
Stochastic Bandits with Delay-Dependent Payoffs
Leonardo Cella, Nicoló Cesa-Bianchi
Stochastic Linear Contextual Bandits with Diverse Contexts
Weiqiang Wu, Jing Yang, Cong Shen
Stochastic Neural Network with Kronecker Flow
Chin-Wei Huang, Ahmed Touati, Pascal Vincent et al.
Stochastic Particle-Optimization Sampling and the Non-Asymptotic Convergence Theory
Jianyi Zhang, Ruiyi Zhang, Lawrence Carin et al.
Stochastic Recursive Variance-Reduced Cubic Regularization Methods
Dongruo Zhou, Quanquan Gu
Stochastic Variance-Reduced Algorithms for PCA with Arbitrary Mini-Batch Sizes
Cheolmin Kim, Diego Klabjan
Stopping criterion for active learning based on deterministic generalization bounds
Hideaki Ishibashi, Hideitsu Hino
Stretching the Effectiveness of MLE from Accuracy to Bias for Pairwise Comparisons
Jingyan Wang, Nihar Shah, R Ravi
Structured Conditional Continuous Normalizing Flows for Efficient Amortized Inference in Graphical Models
Christian Weilbach, Boyan Beronov, Frank Wood et al.
Sublinear Optimal Policy Value Estimation in Contextual Bandits
Weihao Kong, Emma Brunskill, Gregory Valiant
Support recovery and sup-norm convergence rates for sparse pivotal estimation
Mathurin Massias, Quentin Bertrand, Alexandre Gramfort et al.
Taxonomy of Dual Block-Coordinate Ascent Methods for Discrete Energy Minimization
Siddharth Tourani, Alexander Shekhovtsov, Carsten Rother et al.
Tensorized Random Projections
Beheshteh Rakhshan, Guillaume Rabusseau
The Area of the Convex Hull of Sampled Curves: a Robust Functional Statistical Depth measure
Guillaume Staerman, Pavlo Mozharovskyi, Stéphan Clémen\con