1 code implementation • 24 Aug 2021 • Hamed Hamze Bajgiran, Pau Batlle Franch, Houman Owhadi, Mostafa Samir, Clint Scovel, Mahdy Shirdel, Michael Stanley, Peyman Tavallali
Although (C) leads to the identification of an optimal prior, its approximation suffers from the curse of dimensionality and the notion of risk is one that is averaged with respect to the distribution of the data.
1 code implementation • 19 Jul 2019 • Houman Owhadi, Clint Scovel, Gene Ryan Yoo
Mode decomposition is a prototypical pattern recognition problem that can be addressed from the (a priori distinct) perspectives of numerical approximation, statistical inference and deep learning.
no code implementations • 31 Mar 2017 • Houman Owhadi, Clint Scovel
When the solution space is a Banach space $B$ endowed with a quadratic norm $\|\cdot\|$, the optimal measure (mixed strategy) for such games (e. g. the adversarial recovery of $u\in B$, given partial measurements $[\phi_i, u]$ with $\phi_i\in B^*$, using relative error in $\|\cdot\|$-norm as a loss) is a centered Gaussian field $\xi$ solely determined by the norm $\|\cdot\|$, whose conditioning (on measurements) produces optimal bets.
no code implementations • 10 Aug 2015 • Houman Owhadi, Clint Scovel
The past century has seen a steady increase in the need of estimating and predicting complex systems and making (possibly critical) decisions with limited information.