3 papers
stat.ME2025
Effect Decomposition of Functional-Output Computer Experiments via Orthogonal Additive Gaussian Processes
Yu Tan, Yongxiang Li, Xiaowu Dai +1
Functional ANOVA (FANOVA) is a widely used variance-based sensitivity analysis tool. However, studies on functional-output FANOVA remain relatively scarce, especially for black-box…
stat.ME2024
Multi-Layer Kernel Machines: Fast and Optimal Nonparametric Regression with Uncertainty Quantification
Xiaowu Dai, Huiying Zhong
Kernel ridge regression (KRR) is widely used for nonparametric regression over reproducing kernel Hilbert spaces. It offers powerful modeling capabilities at the cost of significan…
cs.LG2021
On Large Batch Training and Sharp Minima: A Fokker-Planck Perspective
Xiaowu Dai, Yuhua Zhu
We study the statistical properties of the dynamic trajectory of stochastic gradient descent (SGD). We approximate the mini-batch SGD and the momentum SGD as stochastic differentia…