With advances in scientific computing, computer experiments are increasingly used for optimizing complex systems. However, for modern applications, e.g., the optimization of nuclear physics detectors, each experiment run can require hundreds of CPU hours, making the optimization of its black-box simulator over a high-dimensional space a challenging task. Given limited runs at inputs $\mathbf{x}_1, \cdots, \mathbf{x}_n$, the best solution from these evaluated inputs can be far from optimal, particularly as dimensionality increases. Existing black-box methods, however, largely employ this ''pick-the-winner'' (PW) solution, which leads to mediocre optimization performance. To address this, we propose a new Black-box Optimization via Marginal Means (BOMM) approach. The key idea is a new estimator of a global optimizer $\mathbf{x}^*$ that leverages the so-called marginal mean functions, which can be efficiently inferred with limited runs in high dimensions. Unlike PW, this estimator can select solutions beyond evaluated inputs for improved optimization performance. Assuming the objective function follows a generalized additive model with unknown link function and under mild conditions, we prove that the BOMM estimator not only is consistent for optimization, but also has an optimization rate that tempers the ''curse-of-dimensionality'' faced by existing methods, thus enabling better performance as dimensionality increases. We present a practical framework for implementing BOMM using the transformed additive Gaussian process surrogate model. Finally, we demonstrate the effectiveness of BOMM in numerical experiments and an application on neutrino detector optimization in nuclear physics.

Biological neurons communicate through spike trains, discrete, irregular bursts of activity that exhibit variability far beyond the modeling capacity of conventional variational autoencoders (VAEs). Recent work, such as the Poisson-VAE, makes a biologically inspired move by modeling spike counts using the Poisson distribution. However, they impose a rigid constraint: equal mean and variance, which fails to reflect the true stochastic nature of neural activity. In this work, we challenge this constraint and introduce NegBio-VAE, a principled extension of the VAE framework that models spike counts using the negative binomial distribution. This shift grants explicit control over dispersion, unlocking a broader and more accurate family of neural representations. We further develop two ELBO optimization schemes and two differentiable reparameterization strategies tailored to the negative binomial setting. By introducing one additional dispersion parameter, NegBio-VAE generalizes the Poisson latent model to a negative binomial formulation. Empirical results demonstrate this minor yet impactful change leads to significant gains in reconstruction fidelity, highlighting the importance of explicitly modeling overdispersion in spike-like activations.

Recent advancements in diffusion models have demonstrated significant success in unsupervised anomaly segmentation. For anomaly segmentation, these models are first trained on normal data; then, an anomalous image is noised to an intermediate step, and the normal image is reconstructed through backward diffusion. Unlike traditional statistical methods, diffusion models do not rely on specific assumptions about the data or target anomalies, making them versatile for use across different domains. However, diffusion models typically assume access to normal data for training, limiting their applicability in realistic settings. In this paper, we propose novel robust denoising diffusion models for scenarios where only contaminated (i.e., a mix of normal and anomalous) unlabeled data is available. By casting maximum likelihood estimation of the data as a nonlinear regression problem, we reinterpret the denoising diffusion probabilistic model through a regression lens. Using robust regression, we derive a robust version of denoising diffusion probabilistic models. Our novel framework offers flexibility in constructing various robust diffusion models. Our experiments show that our approach outperforms current state of the art diffusion models, for unsupervised anomaly segmentation when only contaminated data is available. Our method outperforms existing diffusion-based approaches, achieving up to 8.08\% higher AUROC and 10.37\% higher AUPRC on MVTec datasets. The implementation code is available at: https://github.com/mehrdadmoradi124/RDDPM

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a future, unseen dataset. A natural approach is to select the algorithm that demonstrates the best performance on the benchmark. However, in many cases the performance differences are marginal and additional candidates may also be considered. This problem is formulated as subset selection for multinomial distributions. Formally, given a sample from a countable alphabet, our goal is to identify a minimal subset of symbols that includes the most frequent symbol in the population with high confidence. In this work, we introduce a novel framework for the subset selection problem. We provide both asymptotic and finite-sample schemes that significantly improve upon currently known methods. In addition, we provide matching lower bounds, demonstrating the favorable performance of our proposed schemes.

We introduce a novel privatization framework for high-dimensional controlled variable selection. Our framework enables rigorous False Discovery Rate (FDR) control under differential privacy constraints. While the Model-X knockoff procedure provides FDR guarantees by constructing provably exchangeable ``negative control" features, existing privacy mechanisms like Laplace or Gaussian noise injection disrupt its core exchangeability conditions. Our key innovation lies in privatizing the data knockoff matrix through the Gaussian Johnson-Lindenstrauss Transformation (JLT), a dimension reduction technique that simultaneously preserves covariate relationships through approximate isometry for $(ε,δ)$-differential privacy. We theoretically characterize both FDR and the power of the proposed private variable selection procedure, in an asymptotic regime. Our theoretical analysis characterizes the role of different factors, such as the JLT's dimension reduction ratio, signal-to-noise ratio, differential privacy parameters, sample size and feature dimension, in shaping the privacy-power trade-off. Our analysis is based on a novel `debiasing technique' for high-dimensional private knockoff procedure. We further establish sufficient conditions under which the power of the proposed procedure converges to one. This work bridges two critical paradigms -- knockoff-based FDR control and private data release -- enabling reliable variable selection in sensitive domains. Our analysis demonstrates that structural privacy preservation through random projections outperforms the classical noise addition mechanism, maintaining statistical power even under strict privacy budgets.

With the development of big data and machine learning, privacy concerns have become increasingly critical, especially when handling heterogeneous datasets containing sensitive personal information. Differential privacy provides a rigorous framework for safeguarding individual privacy while enabling meaningful statistical analysis. In this paper, we propose a differentially private quantile regression method for high-dimensional data in a distributed setting. Quantile regression is a powerful and robust tool for modeling the relationships between the covariates and responses in the presence of outliers or heavy-tailed distributions. To address the computational challenges due to the non-smoothness of the quantile loss function, we introduce a Newton-type transformation that reformulates the quantile regression task into an ordinary least squares problem. Building on this, we develop a differentially private estimation algorithm with iterative updates, ensuring both near-optimal statistical accuracy and formal privacy guarantees. For inference, we further propose a differentially private debiased estimator, which enables valid confidence interval construction and hypothesis testing. Additionally, we propose a communication-efficient and differentially private bootstrap for simultaneous hypothesis testing in high-dimensional quantile regression, suitable for distributed settings with both small and abundant local data. Extensive simulations demonstrate the robustness and effectiveness of our methods in practical scenarios.

Multi - view clustering faces critical challenges in automatically discovering patterns across heterogeneous data while managing high - dimensional features and eliminating irrelevant information. Traditional approaches suffer from manual parameter tuning and lack principled cross - view integration mechanisms. This work introduces two complementary algorithms: AMVFCM - U and AAMVFCM - U, providing a unified parameter - free framework. Our approach replaces fuzzification parameters with entropy regularization terms tha t enforce adaptive cross - view consensus. The core innovation employs signal - to - noise ratio based regularization for principled feature weighting with convergence guarantees, coupled with dual - level entropy terms that automatically balance view and feature contributions. AAMVFCM - U extends this with hierarchical dimensionality reduction operating at feature and view levels through adaptive thresholding . Evaluation across five diverse benchmarks demonstrates superiority over 15 state - of - the - art methods. AAMVFCM - U achieves up to 97% computational efficiency gains, reduces dimensionality to 0.45% of original size, and automatically identifies critical view combinations for optimal pattern discovery. Keywords: Multi - view clustering, Dimensionality reduction, Feature selection, Parameter - free, Signal - to - noise ratio, Fuzzy c - means 1. Introduction Understanding complex data is crucial in today's data - driven world, and recent advancements in machine learning are significantly enhancing our ability to analyze and interpret this information.

Biclustering, also known as co-clustering or two-way clustering, simultaneously partitions the rows and columns of a data matrix to reveal submatrices with coherent patterns. Incorporating background knowledge into clustering to enhance solution quality and interpretability has attracted growing interest in mathematical optimization and machine learning research. Extending this paradigm to biclustering enables prior information to guide the joint grouping of rows and columns. We study constrained biclustering with pairwise constraints, namely must-link and cannot-link constraints, which specify whether objects should belong to the same or different biclusters. As a model problem, we address the constrained version of the k-densest disjoint biclique problem, which aims to identify k disjoint complete bipartite subgraphs (called bicliques) in a weighted complete bipartite graph, maximizing the total density while satisfying pairwise constraints. We propose both exact and heuristic algorithms. The exact approach is a tailored branch-and-cut algorithm based on a low-dimensional semidefinite programming (SDP) relaxation, strengthened with valid inequalities and solved in a cutting-plane fashion. Exploiting integer programming tools, a rounding scheme converts SDP solutions into feasible biclusterings at each node. For large-scale instances, we introduce an efficient heuristic based on the low-rank factorization of the SDP. The resulting nonlinear optimization problem is tackled with an augmented Lagrangian method, where the subproblem is solved by decomposition through a block-coordinate projected gradient algorithm. Extensive experiments on synthetic and real-world datasets show that the exact method significantly outperforms general-purpose solvers, while the heuristic achieves high-quality solutions efficiently on large instances.

Accurate and reliable energy time series prediction is of great significance for power generation planning and allocation. At present, deep learning time series prediction has become the mainstream method. However, the multi-scale time dynamics and the irregularity of real data lead to the limitations of the existing methods. Therefore, we propose EnergyPatchTST, which is an extension of the Patch Time Series Transformer specially designed for energy forecasting. The main innovations of our method are as follows: (1) multi-scale feature extraction mechanism to capture patterns with different time resolutions; (2) probability prediction framework to estimate uncertainty through Monte Carlo elimination; (3) integration path of future known variables (such as temperature and wind conditions); And (4) Pre-training and Fine-tuning examples to enhance the performance of limited energy data sets. A series of experiments on common energy data sets show that EnergyPatchTST is superior to other commonly used methods, the prediction error is reduced by 7-12%, and reliable uncertainty estimation is provided, which provides an important reference for time series prediction in the energy field.

Graph clustering is an important algorithmic technique for analysing massive graphs, and has been widely applied in many research fields of data science. While the objective of most graph clustering algorithms is to find a vertex set of low conductance, a sequence of recent studies highlights the importance of the inter-connection between vertex sets when analysing real-world datasets. Following this line of research, in this work we study bipartite-like clusters and present efficient and online sparsification algorithms that find such clusters in both undirected graphs and directed ones. We conduct experimental studies on both synthetic and real-world datasets, and show that our algorithms significantly speedup the running time of existing clustering algorithms while preserving their effectiveness.