5 papers
StreaMRAK a Streaming Multi-Resolution Adaptive Kernel Algorithm
Andreas Oslandsbotn, Zeljko Kereta, Valeriya Naumova +2
Kernel ridge regression (KRR) is a popular scheme for non-linear non-parametric learning. However, existing implementations of KRR require that all the data is stored in the main m…
Construction and Monte Carlo estimation of wavelet frames generated by a reproducing kernel
Ernesto De Vito, Zeljko Kereta, Valeriya Naumova +2
We introduce a construction of multiscale tight frames on general domains. The frame elements are obtained by spectral filtering of the integral operator associated with a reproduc…
Computational approaches to non-convex, sparsity-inducing multi-penalty regularization
Zeljko Kereta, Johannes Maly, Valeriya Naumova
In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measur…
Monte Carlo wavelets: a randomized approach to frame discretization
Zeljko Kereta, Stefano Vigogna, Valeriya Naumova +2
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using…
Nonlinear generalization of the monotone single index model
Zeljko Kereta, Timo Klock, Valeriya Naumova
Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as , where…