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Online tensor learning: Computational and statistical trade-offs, adaptivity and optimal regret

在线张量学习:计算与统计权衡、自适应性及最优遗憾

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is computationally efficient, consumes much less memory, and can handle sequentially arriving data while making timely predictions. The algorithm is applicable to both linear and generalized linear models. If the time horizon T is known, oRGrad…

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Calibration Concordance for Astronomical Instruments via Multiplicative Shrinkage

通过乘法收缩实现天文仪器校准一致性

Calibration data are often obtained by observing several well-understood objects simultaneously with multiple instruments, such as satellites for measuring astronomical sources. Analyzing such data and obtaining proper concordance among the instruments is challenging when the physical source models are not well understood, when there are uncertainties in “known” physical quantities, or when data quality varies in ways that cannot be fully quantified. Furthermore, the number…

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Analyzing Single-Molecule Protein Transportation Experiments via Hierarchical Hidden Markov Models

通过分层隐马尔可夫模型分析单分子蛋白质运输实验

To maintain proper cellular functions, over 50% of proteins encoded in the genome need to be transported to cellular membranes. The molecular mechanism behind such a process, often referred to as protein targeting, is not well understood. Single-molecule experiments are designed to unveil the detailed mechanisms and reveal the functions of different molecular machineries involved in the process. The experimental data consist of hundreds of stochastic time traces from the…

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