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We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

Statistics Theory · Mathematics 2020-04-01 Panagiotis Lolas

Magnetic resonance imaging (MRI) has greatly advanced neuroscience research and clinical diagnostics. However, imaging data collected across different scanners, acquisition protocols, or imaging sites often exhibit substantial…

Image and Video Processing · Electrical Eng. & Systems 2026-04-02 Qinqin Yang , Firoozeh Shomal-Zadeh , Ali Gholipour

Using eigenmode expansion of the Mark-3 and SFI surveys of cosmological radial velocities a goodness-of-fit analysis is applied on a mode-by-mode basis. This differential analysis complements theBayesian maximum likelihood analysis that…

Astrophysics · Physics 2009-10-31 Yehuda Hoffman , Saleem Zaroubi

We advocate a numerically reliable and accurate approach for practical parameter identifiability analysis: Applying column subset selection (CSS) to the sensitivity matrix, instead of computing an eigenvalue decomposition of the Fischer…

Numerical Analysis · Mathematics 2022-05-10 Katherine J. Pearce , Ilse C. F. Ipsen , Mansoor A. Haider , Arvind K. Saibaba , Ralph C. Smith

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

\textbf{Purpose:} Amplitude analysis is a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While robust goodness-of-fit tests exist for low-dimensional…

Data Analysis, Statistics and Probability · Physics 2025-12-02 Huoyi Hou , Beijiang Liu

Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the…

Computer Vision and Pattern Recognition · Computer Science 2017-09-12 Yanwei Pang , Bo Zhou , Feiping Nie

Performing effective preference-based data retrieval requires detailed and preferentially meaningful structurized information about the current user as well as the items under consideration. A common problem is that representations of items…

Artificial Intelligence · Computer Science 2011-01-13 Joachim Selke , Wolf-Tilo Balke

We present a novel technique to overcome the limitations of the applicability of Principal Component Analysis to typical real-life data sets, especially astronomical spectra. Our new approach addresses the issues of outliers, missing…

Astrophysics · Physics 2009-11-13 Tamas Budavari , Vivienne Wild , Alexander S. Szalay , Laszlo Dobos , Ching-Wa Yip

We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples. The main motivation for considering a…

Statistics Theory · Mathematics 2007-05-23 N. Raj Rao , Alan Edelman

Principal component analysis is a useful dimension reduction and data visualization method. However, in high dimension, low sample size asymptotic contexts, where the sample size is fixed and the dimension goes to infinity,a paradox has…

Applications · Statistics 2012-11-21 Dan Shen , Haipeng Shen , Hongtu Zhu , J. S. Marron

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

Machine Learning · Statistics 2017-09-15 Niannan Xue , Jiankang Deng , Yannis Panagakis , Stefanos Zafeiriou

Optical readout in low-light imaging is fundamentally limited by measurement noise, including photon shot noise, detector noise, and quantization error. In this regime, downstream inference depends not only on the optical front end, but…

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…

Methodology · Statistics 2021-10-01 Bingyuan Liu , Qi Zhang , Lingzhou Xue , Peter X. K. Song , Jian Kang

The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…

Statistics Theory · Mathematics 2019-04-18 Feras A. Saad , Cameron E. Freer , Nathanael L. Ackerman , Vikash K. Mansinghka

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Fuhui Zhou , Norman C. Beaulieu

Magnetic resonance (MR) imaging is commonly used in the clinical setting to non-invasively monitor the body. There exists a large variability in MR imaging due to differences in scanner hardware, software, and protocol design. Ideally, a…

Image and Video Processing · Electrical Eng. & Systems 2024-09-02 Savannah P. Hays , Samuel W. Remedios , Lianrui Zuo , Ellen M. Mowry , Scott D. Newsome , Peter A. Calabresi , Aaron Carass , Blake E. Dewey , Jerry L. Prince

Autoencoders have been widely used for dimensional reduction and feature extraction. Various types of autoencoders have been proposed by introducing regularization terms. Most of these regularizations improve representation learning by…

Machine Learning · Computer Science 2020-06-26 Yuzhu Guo , Kang Pan , Simeng Li , Zongchang Han , Kexin Wang , Li Li

Reduced density matrices (RDMs) are fundamental in quantum information processing, allowing the computation of local observables, such as energy and correlation functions, without the exponential complexity of fully characterizing quantum…

Quantum Physics · Physics 2025-06-13 Zherui Jerry Wang , David Dechant , Yash J. Patel , Jordi Tura
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