Posts by Collection

testOTM

GitHub Vignette

testOTM is an R package that computes multivariate ranks and quantiles defined through the theory of optimal transports. It also provides several applications of these statistics, most notably the two-sample multivariate goodness-of-fit testing. The user can use this package to visualize the optimal transport map between uniform probability measure and any data-set. The following interactive plot showcases an optimal transport map between \(U[0,1]^3\) and a trivariate Gaussian sample:

alocv

GitHub arXiv Blog post

alocv is an R package that implement the approximate leave-one-out (ALO) cross-validation strategy for common regressors in an efficient way. Leave-one-out cross-validation (LOOCV) is an appealing method for parameter tuning. However, its high computational cost (requiring fitting the model $n$ times) often makes it infeasible in application. Our proposed method approximates the LOOCV estimations using only the full data fit and siginificantly reduced the time needed for risk estimation.

orthoDr: Semiparametric Dimension Reduction via Orthogonality Constrained Optimization

Published in The R Journal, 2019

Link Preprint R Package

Approximate Leave-One-Out for Fast Parameter Tuning in High Dimensions

Published in INFORMS Data Mining and Decision Analysis Workshop, 2019

Link R Package

Generative quantum machine learning via denoising diffusion probabilistic models

Published in Physical Review Letters, 2024

Link Preprint Code

Holographic deep thermalization: theory and experimentation

Published in TBA, 2025

Preprint

Generative quantum machine learning via denoising diffusion probabilistic models

Published: March 07, 2024

Detail

Teaching experience 1

Undergraduate course, University 1, Department, 2014

This is a description of a teaching experience. You can use markdown like any other post.

Teaching experience 2

Workshop, University 1, Department, 2015

This is a description of a teaching experience. You can use markdown like any other post.