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We develop a novel full-Bayesian approach for multiple correlated precision matrices, called multiple Graphical Horseshoe (mGHS). The proposed approach relies on a novel multivariate shrinkage prior based on the Horseshoe prior that borrows…

Methodology · Statistics 2023-02-14 Claudio Busatto , Francesco Claudio Stingo

Clustering and dimensionality reduction have been crucial topics in machine learning and computer vision. Clustering high-dimensional data has been challenging for a long time due to the curse of dimensionality. For that reason, a more…

Machine Learning · Statistics 2026-04-16 Sida Liu , Yangzi Guo , Mingyuan Wang

Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

Mathematical Finance · Quantitative Finance 2025-08-22 Ahmet Umur Özsoy

When analyzing empirical data, we often find that global linear models overestimate the number of parameters required. In such cases, we may ask whether the data lies on or near a manifold or a set of manifolds (a so-called multi-manifold)…

Machine Learning · Statistics 2018-07-03 F. Patricia Medina , Linda Ness , Melanie Weber , Karamatou Yacoubou Djima

The goal of this paper is to contrast and survey the major advances in two of the most commonly used high-dimensional techniques, namely, the Lasso and horseshoe regularization. Lasso is a gold standard for predictor selection while…

Methodology · Statistics 2019-03-05 Anindya Bhadra , Jyotishka Datta , Nicholas G. Polson , Brandon T. Willard

Prediction and explanation are key objects in supervised machine learning, where predictive models are known as black boxes and explanatory models are known as glass boxes. Explanation provides the necessary and sufficient information to…

Methodology · Statistics 2018-07-31 Caleb Deen Bastian , Herschel Rabitz

In this paper, we propose a unified algorithmic framework for solving many known variants of \mds. Our algorithm is a simple iterative scheme with guaranteed convergence, and is \emph{modular}; by changing the internals of a single…

Machine Learning · Computer Science 2010-03-31 Arvind Agarwal , Jeff M. Phillips , Suresh Venkatasubramanian

Time-series data in application areas such as motion capture and activity recognition is often multi-dimension. In these application areas data typically comes from wearable sensors or is extracted from video. There is a lot of redundancy…

Machine Learning · Computer Science 2021-04-23 Bahavathy Kathirgamanathan , Padraig Cunningham

While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods are not amenable to the analysis of such manifolds. This is mainly…

Numerical Analysis · Mathematics 2017-07-21 Kelum Gajamannage , Sachit Butail , Maurizio Porfiri , Erik M. Bollt

To address the dual challenges of the curse of dimensionality and the difficulty in separating intra-cluster and inter-cluster structures in high-dimensional manifold embedding, we proposes an Adaptive Multi-Scale Manifold Embedding (AMSME)…

Machine Learning · Computer Science 2025-03-20 Tianhao Ni , Bingjie Li , Zhigang Yao

The discovering of low-dimensional manifolds in high-dimensional data is one of the main goals in manifold learning. We propose a new approach to identify the effective dimension (intrinsic dimension) of low-dimensional manifolds. The scale…

Statistics Theory · Mathematics 2008-03-17 Xiaohui Wang , J. S. Marron

Manifolds discovered by machine learning models provide a compact representation of the underlying data. Geodesics on these manifolds define locally length-minimising curves and provide a notion of distance, which are key for reduced-order…

Machine Learning · Computer Science 2023-05-25 Daniel Kelshaw , Luca Magri

The input data features set for many data driven tasks is high-dimensional while the intrinsic dimension of the data is low. Data analysis methods aim to uncover the underlying low dimensional structure imposed by the low dimensional hidden…

Machine Learning · Computer Science 2019-01-30 Moshe Salhov , Ofir Lindenbaum , Yariv Aizenbud , Avi Silberschatz , Yoel Shkolnisky , Amir Averbuch

This article presents an empirical validation of the functional multidimensional scaling model, a novel approach that improves the smoothness of time-varying dissimilarities in a low-dimensional space, embedding a modified Adam stochastic…

Applications · Statistics 2025-05-21 Liting Li

We introduce a method called multi-scale local shape analysis, or MLSA, for extracting features that describe the local structure of points within a dataset. The method uses both geometric and topological features at multiple levels of…

Computational Geometry · Computer Science 2014-10-14 Paul Bendich , Ellen Gasparovic , John Harer , Rauf Izmailov , Linda Ness

Classical multidimensional scaling is a widely used method in dimensionality reduction and manifold learning. The method takes in a dissimilarity matrix and outputs a low-dimensional configuration matrix based on a spectral decomposition.…

Methodology · Statistics 2019-05-15 Gongkai Li , Minh Tang , Nichlas Charon , Carey E Priebe

The Gini Multidimensional Scaling (Gini MDS) framework extends the Euclidean multidimensional scaling. We introduce a Gini pseudo-distance based on values and their ranks that depends on a fine-tunable hyperparameter. This pseudo-distance…

Machine Learning · Computer Science 2026-05-26 Cassandra Mussard , Stéphane Mussard

Manifold learning is a popular and quickly-growing subfield of machine learning based on the assumption that one's observed data lie on a low-dimensional manifold embedded in a higher-dimensional space. This thesis presents a mathematical…

Machine Learning · Computer Science 2020-11-04 Luke Melas-Kyriazi

High-dimensional data often arise from clinical genomics research to infer relevant predictors of a particular trait. A way to improve the predictive performance is to include information on the predictors derived from prior knowledge or…

Methodology · Statistics 2023-03-13 Claudio Busatto , Mark van de Wiel

Progressive dimensionality reduction algorithms allow for visually investigating intermediate results, especially for large data sets. While different algorithms exist that progressively increase the number of data points, we propose an…

Graphics · Computer Science 2024-10-28 Marina Evers , David Hägele , Sören Döring , Daniel Weiskopf