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Inference of the conditional dependence structure is challenging when many covariates are present. In numerous applications, only a low-dimensional projection of the covariates influences the conditional distribution. The smallest subspace…

Methodology · Statistics 2025-05-05 Thomas Nagler , Gerda Claeskens , Irène Gijbels

We investigate the use of spatial interpolation methods for reconstructing the horizontal near-surface wind field given a sparse set of measurements. In particular, random Fourier features is compared to a set of benchmark methods including…

Numerical Analysis · Mathematics 2022-01-19 Jonas Kiessling , Emanuel Ström , Raúl Tempone

The state-of-the-art dimensionality reduction approaches largely rely on complicated optimization procedures. On the other hand, closed-form approaches requiring merely eigen-decomposition do not have enough sophistication and nonlinearity.…

Machine Learning · Computer Science 2023-08-14 Chengrui Li , Anqi Wu

We propose new reproducing kernel-based tests for model checking in conditional moment restriction models. By regressing estimated residuals on kernel functions via kernel ridge regression (KRR), we obtain a coefficient function in a…

Econometrics · Economics 2025-05-05 Yuhao Li

Probabilistic regression techniques in control and robotics applications have to fulfill different criteria of data-driven adaptability, computational efficiency, scalability to high dimensions, and the capacity to deal with different…

Machine Learning · Computer Science 2021-03-31 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

We introduce a multiscale supervised dimension reduction method for SPatial Interaction Network (SPIN) data, which consist of a collection of spatially coordinated interactions. This type of predictor arises when the sampling unit of data…

Machine Learning · Computer Science 2019-06-11 Shaobo Han , David B. Dunson

It is well-known that the high computational complexity and the insufficient samples in large-scale array signal processing restrict the real-world applications of the conventional full-dimensional adaptive beamforming (sample matrix…

Information Theory · Computer Science 2014-05-20 Hu Xie , Da-Zheng Feng , Ming-Dong Yuan

In structured additive distributional regression, the conditional distribution of the response variables given the covariate information and the vector of model parameters is modelled using a P-parametric probability density function where…

Computation · Statistics 2025-02-06 Gianmarco Callegher , Thomas Kneib , Johannes Söding , Paul Wiemann

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

Inspired by logistic regression, we introduce a regression model for data tuples consisting of a binary response and a set of covariates residing in a metric space without vector structures. Based on the proposed model we also develop a…

Methodology · Statistics 2024-02-15 Yinan Lin , Zhenhua Lin

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…

Dynamical Systems · Mathematics 2020-02-04 Andreas Bittracher , Stefan Klus , Boumediene Hamzi , Péter Koltai , Christof Schütte

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

Statistics Theory · Mathematics 2024-07-16 Stéphane Lhaut , Johan Segers

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Methodology · Statistics 2021-05-18 Abhik Ghosh , Subhabrata Majumdar

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

Data Structures and Algorithms · Computer Science 2014-01-08 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

In this work we study the inverse quantum scattering via deep learning regression, which is implemented via a Multilayer Perceptron. A step-by-step method is provided in order to obtain the potential parameters. A circular boundary-wall…

Computational Physics · Physics 2023-07-20 A. C. Maioli

Simplicial-simplicial regression refers to the regression setting where both the responses and predictor variables lie within the simplex space, i.e. they are compositional. For this setting, constrained least squares, where the regression…

Methodology · Statistics 2024-12-24 Michail Tsagris

We investigate how the training curve of isotropic kernel methods depends on the symmetry of the task to be learned, in several settings. (i) We consider a regression task, where the target function is a Gaussian random field that depends…

Machine Learning · Computer Science 2020-12-16 Jonas Paccolat , Stefano Spigler , Matthieu Wyart

A new sampling method for inverse scattering problems is proposed to process far field data of one incident wave. As the linear sampling method, the method sets up ill-posed integral equations and uses the (approximate) solutions to…

Analysis of PDEs · Mathematics 2018-08-01 Juan Liu , Jiguang Sun

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between…

Applications · Statistics 2015-12-31 Antoine Deleforge , Florence Forbes , Sileye Ba , Radu Horaud

We develop an envelope model for joint mean and covariance regression in the large $p$, small $n$ setting. In contrast to existing envelope methods, which improve mean estimates by incorporating estimates of the covariance structure, we…

Methodology · Statistics 2020-10-02 Alexander Franks