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Improvements in computational and experimental capabilities are rapidly increasing the amount of scientific data that is routinely generated. In applications that are constrained by memory and computational intensity, excessively large…
In human-level NLP tasks, such as predicting mental health, personality, or demographics, the number of observations is often smaller than the standard 768+ hidden state sizes of each layer within modern transformer-based language models,…
Nonparametric regression imputation is commonly used in missing data analysis. However, it suffers from the ``curse of dimension". The problem can be alleviated by the explosive sample size in the era of big data, while the large-scale data…
We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…
Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…
Model reduction is essential for real-time simulation of deformable objects. Linear techniques such as PCA provide structured and predictable behavior, but their limited expressiveness restricts accuracy under large or nonlinear…
We present a novel, domain-agnostic, model-independent, unsupervised, and universally applicable Machine Learning approach for dimensionality reduction based on the principles of algorithmic complexity. Specifically, but without loss of…
The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In…
We study the optimal linear prediction of a random function that takes values in an infinite dimensional Hilbert space. We begin by characterizing the mean square prediction error (MSPE) associated with a linear predictor and discussing the…
Using the intuition that out-of-distribution data have lower likelihoods, a common approach for out-of-distribution detection involves estimating the underlying data distribution. Normalizing flows are likelihood-based generative models…
Molecular simulations produce very high-dimensional data-sets with millions of data points. As analysis methods are often unable to cope with so many dimensions, it is common to use dimensionality reduction and clustering methods to reach a…
The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean vector and the dispersion matrix to have parameters in…
Model selection methods are used in different scientific contexts to represent a characteristic data set in terms of a reduced number of parameters. Apparently, these methods have not found their way into the literature on multibody systems…
A new procedure is proposed for the dimensional reduction of time series. Similarly to principal components, the procedure seeks a low-dimensional manifold that minimizes information loss. Unlike principal components, however, the new…
The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…
Classification models are a key component of structural digital twin technologies used for supporting asset management decision-making. An important consideration when developing classification models is the dimensionality of the input, or…
We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…
Distributionally balanced sampling designs are low-discrepancy probability designs obtained by minimizing the expected discrepancy between the auxiliary-variable distribution of a random sample and the target population distribution.…
We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the…
The design of a metric between probability distributions is a longstanding problem motivated by numerous applications in Machine Learning. Focusing on continuous probability distributions on the Euclidean space $\mathbb{R}^d$, we introduce…