We consider the problem of estimating the difference between two functional undirected graphical models with shared structures. In many applications, data are naturally regarded as high-dimensional random function vectors rather than multivariate …

Graph representation learning is a ubiquitous task in machine learning where the goal is to embed each vertex into a low-dimensional vector space. We consider the bipartite graph and formalize its representation learning problem as a statistical …

Density Ratio Estimation has attracted attention from machine learning community due to its ability of comparing the underlying distributions of two datasets. However, in some applications, we want to compare distributions of emphlatent random …

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of dimensionality caused …

In many applications, such as classification of images or videos, it is of interest to develop a framework for tensor data instead of ad-hoc way of transforming data to vectors due to the computational and under-sampling issues. In this paper, we …

We study estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order Stein's identity, we develop methods that are applicable for estimation of the variance index in a high-dimensional …

We propose methods for distributed graph-based multi-task learning that are based on weighted averaging of messages from other machines. Uniform averaging or diminishing stepsize in these methods would yield consensus (single task) learning. We show …

Along with developing of Peaceman-Rachford Splittling Method (PRSM), many batch algorithms based on it have been studied very deeply. But almost no algorithm focused on the performance of stochastic version of PRSM. In this paper, we propose a new …

We consider the problem of estimating the latent structure of a social network based on the observed information diffusion events, or ıt cascades. Here for a given cascade, we only observe the times of infection for infected nodes but not the source …

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