Tag: regularized

  • Accelerated Regularized Wasserstein Proximal Sampling Algorithms

    Accelerated Regularized Wasserstein Proximal Sampling Algorithms arXiv:2601.09848v1 Announce Type: new Abstract: We consider sampling from a Gibbs distribution by evolving a finite number of particles using a particular score estimator rather than Brownian motion. To accelerate the particles, we consider a second-order score-based ODE, similar to Nesterov acceleration. In contrast to traditional kernel density score…

  • L1-Regularized Functional Support Vector Machine

    L1-Regularized Functional Support Vector Machine arXiv:2508.05567v1 Announce Type: new Abstract: In functional data analysis, binary classification with one functional covariate has been extensively studied. We aim to fill in the gap of considering multivariate functional covariates in classification. In particular, we propose an $L_1$-regularized functional support vector machine for binary classification. An accompanying algorithm is…

  • Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator

    Bayes and Biased Estimators Without Hyper-parameter Estimation: Comparable Performance to the Empirical-Bayes-Based Regularized Estimator arXiv:2503.11854v1 Announce Type: new Abstract: Regularized system identification has become a significant complement to more classical system identification. It has been numerically shown that kernel-based regularized estimators often perform better than the maximum likelihood estimator in terms of minimizing mean squared…