A linear matrix inequality (LMI) is a condition stating that a symmetric matrix whose entries are affine linear combinations of variables is positive semidefinite. Motivated by th...
We introduce a new algorithm for binary classification in the selective sampling protocol. Our algorithm uses Regularized Least Squares (RLS) as base classifier, and for this reas...
The Lasso is a popular technique for joint estimation and continuous variable selection, especially well-suited for sparse and possibly under-determined linear regression problems....
We present a framework to solve a finite-time optimal control problem for parabolic partial differential equations (PDEs) with diffusivity-interior actuators, which is motivate...
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...