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This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

Despite the fast advances in high-sigma yield analysis with the help of machine learning techniques in the past decade, one of the main challenges, the curse of dimensionality, which is inevitable when dealing with modern large-scale…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 Shuo Yin , Guohao Dai , Wei W. Xing

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

Machine Learning · Computer Science 2025-04-07 Long Chen , Xianchao Xiu

We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…

Machine Learning · Statistics 2022-04-19 Ryeongkyung Yoon , Braxton Osting

Deep learning approaches for semantic segmentation rely primarily on supervised learning approaches and require substantial efforts in producing pixel-level annotations. Further, such approaches may perform poorly when applied to unseen…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Ying Chen , Xu Ouyang , Kaiyue Zhu , Gady Agam

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the…

Computation · Statistics 2026-02-12 Jocelyn T. Chi

Sparse non-Gaussian component analysis (SNGCA) is an unsupervised method of extracting a linear structure from a high dimensional data based on estimating a low-dimensional non-Gaussian data component. In this paper we discuss a new…

Statistics Theory · Mathematics 2012-01-17 Elmar Diederichs , Anatoli Juditsky , Arkadi Nemirovski , Vladimir Spokoiny

Ensemble Conditional Variance Estimation (ECVE) is a novel sufficient dimension reduction (SDR) method in regressions with continuous response and predictors. ECVE applies to general non-additive error regression models. It operates under…

Methodology · Statistics 2021-03-01 Lukas Fertl , Efstathia Bura

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

Machine Learning · Statistics 2017-09-19 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Methods for global measurement of transcript abundance such as microarrays and RNA-Seq generate datasets in which the number of measured features far exceeds the number of observations. Extracting biologically meaningful and experimentally…

Methodology · Statistics 2022-06-22 Lei Ding , Gabriel E. Zentner , Daniel J. McDonald

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Machine Learning · Computer Science 2026-03-03 Difei Cheng , Qiao Hu

Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…

Econometrics · Economics 2019-04-16 Jiti Gao , Guangming Pan , Yanrong Yang , Bo Zhang

Missing datasets, in which some objects have missing values in certain dimensions, are prevalent in the Real-world. Existing clustering algorithms for missing datasets first impute the missing values and then perform clustering. However,…

Machine Learning · Computer Science 2024-04-09 Qi Li , Xianjun Zeng , Shuliang Wang , Wenhao Zhu , Shijie Ruan , Zhimeng Yuan

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

Feature screening for ultrahigh-dimension, in general, proceeds with two essential steps. The first step is measuring and ranking the marginal dependence between response and covariates, and the second is determining the threshold. We…

Methodology · Statistics 2022-07-28 Linsui Deng , Yilin Zhang

In this paper, we investigate the optimal statistical performance and the impact of computational constraints for independent component analysis (ICA). Our goal is twofold. On the one hand, we characterize the precise role of dimensionality…

Statistics Theory · Mathematics 2023-04-03 Arnab Auddy , Ming Yuan

PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The…

Information Theory · Computer Science 2020-06-25 Namrata Vaswani , Thierry Bouwmans , Sajid Javed , Praneeth Narayanamurthy

Despite the advances of deep learning in specific tasks using images, the principled assessment of image fidelity and similarity is still a critical ability to develop. As it has been shown that Mean Squared Error (MSE) is insufficient for…

Image and Video Processing · Electrical Eng. & Systems 2019-08-27 Benyamin Ghojogh , Fakhri Karray , Mark Crowley

As one of the prominent AI-generated content, Deepfake has raised significant safety concerns. Although it has been demonstrated that temporal consistency cues offer better generalization capability, existing methods based on CNNs…

Computer Vision and Pattern Recognition · Computer Science 2025-03-06 Beilin Chu , Xuan Xu , Yufei Zhang , Weike You , Linna Zhou

Independent Component Analysis (ICA) is a fundamental unsupervised learning technique foruncovering latent structure in data by separating mixed signals into their independent sources. While substantial progress has been made in…

Machine Learning · Computer Science 2026-04-13 Yuwen Jiang