Study shows DQN's performance degrades with temporal dependence in data.
problem Temporal dependence in replayed data affects DQN's performance.
method Modelled τ-mixing data, derived risk bounds, and empirical validation. result Temporal dependence leads to a degradation in DQN's performance rate.
The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data. We give an estimator for the β-mixing rate based on a single stationary sample…
Paper extends nonparametric regression bounds for dependent β-mixing samples.
problem Analyzing error in nonparametric regression with dependent data.
method Extends uniform deviation inequalities from independent to dependent β-mixing samples. result Derives generalization bounds for nonparametric regression with dependent data.
We study the problem of semi-supervised singing voice separation, in which the training data contains a set of samples of mixed music (singing and instrumental) and an unmatched set of instrumental music. Our solution employs a single mapping function g, which, applied to a mixed sample, recovers the underlying instrum…
Study on sparse recovery with mixed-quality data, establishing sample-size conditions.
problem Sparse recovery with heterogeneous noise from high- and low-quality sources.
method Establishes linear trade-off for sufficient conditions, analyzes LASSO algorithm.
result Linear trade-off for sufficient conditions, robustness of LASSO to data heterogeneity.
Paper analyzes Nyström regularization for time series forecasting with sequential sub-sampling.
problem Learning rate analysis of Nyström regularization for τ-mixing time series. method Banach-valued Bernstein inequality and integral operator approach for τ-mixing sequences. result Almost optimal learning rates for Nyström regularization with sequential sub-sampling.
DMIDAS improves long-term forecasting accuracy in healthcare and electricity data.
problem Challenging long-term forecasting accuracy and computational complexity.
method Smoothness regularization and mixed data sampling techniques integrated into NBEATS architecture.
result Improves prediction accuracy by 5% on long forecasting horizons (1000 timestamps) compared to state-of-the-art models.
Lower bound on BART's mixing time increases with data points.
problem Slow mixing time in BART's MCMC chains.
method Simplified BART with a single tree and reduced MCMC moves.
result Mixing time grows exponentially with data points.
Paper proposes a method to improve MCMC sampling for energy-based models.
problem MCMC sampling of energy-based models is often not mixing in high-dimensional data.
method Proposes using a flow-based model as a backbone to correct the energy-based model, enabling mixing in latent space.
result MCMC sampling of the corrected EBM in the latent space mixes well and traverses modes in the data space.
SBMs learn manifold-like structures by mixing samples with a non-conservative field.
problem How SBMs learn data distributions on low-dimensional manifolds.
method Investigating linear approximations and subspaces of local feature vectors during diffusion.
result SBMs mix samples by a non-conservative field within the manifold, maintaining manifold-like structure.
PatchUp improves CNN robustness with mixed feature blocks.
problem High generalization gap in deep learning models with limited labeled data.
method Block-level regularization of hidden feature maps from mixed samples.
result PatchUp improves model robustness and generalization.
Mix-IRLS solves imbalanced mixed linear regression problems efficiently.
problem Imbalanced mixed linear regression problems.
method Sequential robust regression approach.
result Mix-IRLS outperforms other methods on imbalanced mixtures and real-world datasets.
Aioli unifies language model data mixing methods and improves performance.
problem Optimizing the mixture of training data groups for language models.
method Unified optimization framework for dynamically adjusting mixture proportions.
result Aioli outperforms existing methods by up to 12.012 test perplexity points.
Paper uses machine learning for nowcasting corporate earnings from mixed-frequency data.
problem Predicting corporate earnings for a large cross-section of firms with different frequency data.
method Structured machine learning regressions with sparse-group LASSO regularization for panel data.
result Machine learning models outperform traditional methods in nowcasting corporate earnings.
Mixed membership factorization is a popular approach for analyzing data sets that have within-sample heterogeneity. In recent years, several algorithms have been developed for mixed membership matrix factorization, but they only guarantee estimates from a local optimum. Here, we derive a global optimization (GOP) algor…
A new data augmentation method selects mixed classes based on class distances for better performance.
problem Improving recognition accuracy in object recognition using deep learning.
method Calculates class distances and selects mixed data from suitable classes dynamically.
result Improves recognition performance on general and long-tailed image recognition datasets.
Data augmentation by mixing samples, such as Mixup, has widely been used typically for classification tasks. However, this strategy is not always effective due to the gap between augmented samples for training and original samples for testing. This gap may prevent a classifier from learning the optimal decision boundar…
We develop algorithms to learn non-linear dynamical systems without mixing assumptions.
problem Learning non-linear dynamical systems from dependent data.
method We introduce an offline algorithm and a one-pass streaming method with SGD-RER.
result Our methods achieve optimal or near-optimal performance for learning non-linear systems.
Method completes mixed matrix from complex surveys with heterogeneous missingness.
problem Recovering a mixed dataframe matrix from complex survey sampling with different missingness patterns.
method Two-stage procedure: logistic regression for missingness modeling, and weighted log-likelihood maximization with low-rank constraint.
result The proposed method achieves sublinear convergence and shows superior performance compared to existing methods.
Study nearest-neighbor radii under dependent sampling, finding they remain informative.
problem Analyzing nearest-neighbor radii under dependent sampling.
method Consider strong mixing dependent observations, establish distribution-free almost sure convergence and sharp non-asymptotic moment bounds.
result Nearest-neighbor geometry remains informative under dependence sampling.
Kernel test evaluates dynamical system data streams.
problem Evaluate if data streams from dynamical systems are from the same distribution.
method Proposes a novel kernel two-sample test for dynamical systems, addressing independence and autocorrelation challenges.
result Data-driven method with theoretical guarantees for anomaly detection.
New RL theory reduces sample complexity for mixing MDPs.
problem Optimal sample complexity for reinforcement learning in mixing MDPs.
method Regeneration-type ideas to analyze mixing times.
result Optimal sample complexity depends on mixing time, not just discount factor.
In this paper we address the following question: Can we approximately sample from a Bayesian posterior distribution if we are only allowed to touch a small mini-batch of data-items for every sample we generate?. An algorithm based on the Langevin equation with stochastic gradients (SGLD) was previously proposed to solv…
Temporal Difference Learning analysis under non-i.i.d. data and nonlinear approximation.
problem Finite-sample behavior of TD(0) under non-i.i.d. data and nonlinear approximation.
method High-probability, finite-sample analysis of vanilla TD(0) on polynomially mixing Markov data, assuming Holder continuity and bounded generalized gradients.
result Bounds on the convergence rate of TD(0) with high probability, matching known i.i.d. rates and holding even with nonstationary initialization.
Method generates i.i.d. samples from GT data using space-time mixing.
problem Generating synthetic i.i.d. samples from high-dimensional real-valued distributions.
method Space-time mixing strategies, diffusion bridges, and score-matching.
result Optimal transport from initial to target distribution.
New method disentangles mixed interventional and observational data in SEMs.
problem Learning causal relationships from mixed interventional and observational data.
method Developed a method to disentangle mixed interventional and observational data in linear SEMs with Gaussian noise.
result The method can identify causal graphs up to their interventional Markov Equivalence Class.
Efficiently samples multimodal distributions using data-based initialization.
problem Sampling multimodal distributions with limited samples.
method Data-based initialization for Markov chains with spectral gap.
result Efficiently generates samples close to stationary distribution.
MALA mixes efficiently under smoothness and isoperimetry assumptions.
problem Sampling from target densities efficiently.
method Metropolis-Adjusted Langevin algorithm (MALA) with smoothness and isoperimetry assumptions.
result MALA mixes in $O\left(\frac{(LΥ)^{\frac12}}{ψ_μ^2} \log\left(\frac{1}ε
ight)
ight)$ iterations.
Develops new algorithms for QRF to handle mixed-frequency and longitudinal data.
problem Handling mixed-frequency and longitudinal data in quantile regression.
method Mixed-Frequency Quantile Regression Forest (MIDAS-QRF) and Finite Mixture Quantile Regression Forest (FM-QRF).
result Valid and flexible models for complex empirical settings in financial risk management and climate-change impact evaluation.
New method for mixed data FI controls type I error and achieves high power.
problem Statistical inadequacy of feature importance measures for mixed data.
method Combining CPI framework with sequential knockoffs for mixed data.
result Our method controls type I error and achieves high power for mixed data.
A new unsupervised contrastive learning framework improves time series representation learning.
problem Lack of labeled data in time series data.
method Proposes an unsupervised contrastive learning framework using a novel contrastive loss and data augmentation.
result Framework outperforms other approaches on univariate and multivariate time series, and benefits transfer learning.
Bayesian machine learning methods improve nowcasting with mixed frequency data.
problem Handling frequency mismatches and predicting short-term economic indicators.
method Developed Gaussian process (GP) methods for MIDAS regressions.
result Gaussian process-MIDAS methods offer gains in predictive accuracy.
Hybrid method improves sampling from multimodal distributions.
problem Sampling from multimodal posterior distributions efficiently.
method Jump-Diffusion Langevin Dynamics hybrid with Metropolis.
result Calibrated hybrid method outperforms pure methods.
A new LDA model with covariates for mixed-membership clusters.
problem Modeling mixed-membership clusters in discrete data with covariates.
method Negative binomial regression embedded within LDA, slice sampling within Gibbs sampling.
result Model successfully retrieves true parameter values and predicts cluster abundances using covariates.
SelectMix improves deep learning robustness against noisy labels.
problem Deep neural networks memorize noisy labels, degrading performance.
method Confidence-guided targeted sample mixing with soft labels.
result SelectMix consistently outperforms baseline methods on noisy label datasets.
Proposes CDTD, a diffusion model for mixed-type tabular data.
problem Adapting diffusion models to mixed-type tabular data.
method Score matching and score interpolation for continuous features, adaptive noise schedules for categorical features.
result Consistently outperforms state-of-the-art models in mixed-type tabular data.
We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS extends the recent LICORS algorithm (Goerg and Shalizi, 2012) from hard clustering of predictive distributions to a non-parametric, EM-like sof…
Study compares clustering methods for mixed-type data.
problem Challenges in clustering mixed-type data.
method Distance-based (k-prototypes, PDQ, convex k-means), probabilistic (KAY-means, MBNs, LCM).
result KAMILA, LCM, and k-prototypes perform best.
Mixup technique improved, reducing manifold mismatch for better calibration.
problem Improving calibration of models using Mixup.
method Dynamic adjustment of interpolation coefficients based on sample similarity.
result Improved predictive performance and calibration with reduced manifold mismatch.
This article provides the first procedure for computing a fully data-dependent interval that traps the mixing time tmix of a finite reversible ergodic Markov chain at a prescribed confidence level. The interval is computed from a single finite-length sample path from the Markov chain, and does not require t…
New algorithm learns optimal policy for average reward MDPs with sample complexity matching lower bound.
problem Learning optimal policy for average reward in uniformly ergodic MDPs.
method Developed an estimator with sample complexity of O(|S||A|t_{mix}ε^{-2}).
result First algorithm to match lower bound of existing literature.
This paper resolves the Langevin Algorithm's mixing time for log-concave distributions.
problem Resolving the mixing time of the Langevin Algorithm for log-concave sampling.
method Introducing Privacy Amplification by Iteration to analyze Rényi divergence and Optimal Transport smoothing.
result Optimal mixing bounds for the Langevin Algorithm in log-concave sampling settings.
New algorithm improves mixing in Bayesian mixture models.
problem Slow mixing in Bayesian mixture models.
method A new Monte Carlo algorithm for sampling from the marginal posterior of a general integrable mixture.
result The new algorithm achieves excellent mixing times, outperforming standard Gibbs sampling in some cases.
New method for Bayesian inference on large datasets.
problem Scalable sampling for Bayesian generalized linear mixed models on large datasets.
method Mirror Langevin dynamics with data subsampling, post-processing for variance estimation.
result Asymptotic, order-wise correct estimation of posterior variance.
LSTM models improve macroeconomic forecasting with mixed frequency data.
problem Improving accuracy of macroeconomic forecasts using mixed frequency data.
method Adapted LSTM model to mixed frequency data, using U-MIDAS scheme.
result Proposed LSTM models outperform conventional MIDAS models in out-of-sample predictive performance.
MALA mixes optimally in κ√d steps for log-concave sampling.
problem Sampling from log-concave distributions efficiently.
method Metropolis-Adjusted Langevin Algorithm (MALA) with warm start.
result Optimal minimax mixing time of κ√d iterations for log-concave distributions.
Spectral methods improve signal recovery in mixed GLMs with precise asymptotics.
problem Estimating multiple signals from unlabeled observations in mixed GLMs.
method Developed exact asymptotics for spectral methods in a proportional regime.
result Optimized spectral method combined with a linear estimator minimizes estimation error.
Wasserstein framework solves mixed linear regression problems.
problem Mixed linear regression with multi-modal distributions.
method Wasserstein distance minimization for nonconvex-concave minimax optimization.
result WMLR achieves global convergence and generalization guarantees for two linear models.