Related papers: Comment: Fisher Lecture: Dimension Reduction in Re…
Dimension reduction lies at the heart of many statistical methods. In regression, dimension reduction has been linked to the notion of sufficiency whereby the relation of the response to a set of predictors is explained by a lower…
Quantifying the influence of infinitesimal changes in training data on model performance is crucial for understanding and improving machine learning models. In this work, we reformulate this problem as a weighted empirical risk minimization…
The contributions at the DIS2008 workshop in the working group on Diffraction and Vector Mesons are summarised.
Comment on ``On Random Scan Gibbs Samplers'' [arXiv:0808.3852]
These are lecture notes for lectures at the Park City Math Institute, summer 2007. We cover aspects of the dimer model on planar, periodic bipartite graphs, including local statistics, limit shapes and fluctuations.
Rejoinder of "Instrumental Variables: An Econometrician's Perspective" by Guido W. Imbens [arXiv:1410.0163].
We provide a remedy for two concerns that have dogged the use of principal components in regression: (i) principal components are computed from the predictors alone and do not make apparent use of the response, and (ii) principal components…
Discussion of "Treelets--An adaptive multi-scale basis for sparse unordered data" [arXiv:0707.0481]
Discussion of "Treelets--An adaptive multi-scale basis for sparse unordered data" [arXiv:0707.0481]
Comment on "Support Vector Machines with Applications" [math.ST/0612817]
Comment on "Support Vector Machines with Applications" [math.ST/0612817]
Local Fisher discriminant analysis is a localized variant of Fisher discriminant analysis and it is popular for supervised dimensionality reduction method. lfda is an R package for performing local Fisher discriminant analysis, including…
Discussion of "Treelets--An adaptive multi-Scale basis for sparse unordered data" [arXiv:0707.0481]
Discussion paper on "Fast Approximate Inference for Arbitrarily Large Semiparametric Regression Models via Message Passing" by Wand [arXiv:1602.07412].
Comment on "Classical Simulations Including Electron Correlations for Sequential Double Ionization" [arXiv:1204.3956]
Machine-learning models contain information about the data they were trained on. This information leaks either through the model itself or through predictions made by the model. Consequently, when the training data contains sensitive…
Introductory lectures on SCET mainly following the first chapters of arXiv:1410.1892
Many functions encountered in applied mathematics and in statistical data analysis can be expressed in terms of perspective functions. One of the earliest examples is the Fisher information, which appeared in statistics in the 1920s. We…
Comment on ``Support Vector Machines with Applications'' [math.ST/0612817]
Rejoinder of "Treelets--An adaptive multi-scale basis for spare unordered data" [arXiv:0707.0481]