Related papers: A Two-Stage Dimension Reduction Method for Induced…
It is important to make robust inference of the conditional average treatment effect from observational data, but this becomes challenging when the confounder is multivariate or high-dimensional. In this article, we propose a double…
Ridge regression is a well established regression estimator which can conveniently be adapted for classification problems. One compelling reason is probably the fact that ridge regression emits a closed-form solution thereby facilitating…
Dimension reduction is often an important step in the analysis of high-dimensional data. PCA is a popular technique to find the best low-dimensional approximation of high-dimensional data. However, classical PCA is very sensitive to…
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…
In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…
The rise in data has led to the need for dimension reduction techniques, especially in the area of non-scalar variables, including time series, natural language processing, and computer vision. In this paper, we specifically investigate…
The high-dimensional data setting, in which p >> n, is a challenging statistical paradigm that appears in many real-world problems. In this setting, learning a compact, low-dimensional representation of the data can substantially help…
Unsupervised dimension selection is an important problem that seeks to reduce dimensionality of data, while preserving the most useful characteristics. While dimensionality reduction is commonly utilized to construct low-dimensional…
We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be formulated as a two-stage method: one for selecting relevant…
We provide new theoretical results in the field of inverse regression methods for dimension reduction. Our approach is based on the study of some empirical processes that lie close to a certain dimension reduction subspace, called the…
Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…
Two-step estimators often called upon to fit censored regression models in many areas of science and engineering. Since censoring incurs a bias in the naive least-squares fit, a two-step estimator first estimates the bias and then fits a…
Missing data present challenges in data analysis. Naive analyses such as complete-case and available-case analysis may introduce bias and loss of efficiency, and produce unreliable results. Multiple imputation (MI) is one of the most widely…
We address the problem of sufficient dimension reduction for feature matrices, which arises often in sensor network localization, brain neuroimaging, and electroencephalography analysis. In general, feature matrices have both row- and…
The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…
Compressed Sensing (CS) is an effective approach to reduce the required number of samples for reconstructing a sparse signal in an a priori basis, but may suffer severely from the issue of basis mismatch. In this paper we study the problem…
This paper addresses the challenge of dimension reduction (DR) in Bayesian inference of high-resolution two-or three-dimensional fields, where a priori parametrizations require a large number of terms. The underlying idea is common to…
Compressive sensing (CS) is a mathematically elegant tool for reducing the sampling rate, potentially bringing context-awareness to a wider range of devices. Nevertheless, practical issues with the sampling and reconstruction algorithms…
In a high dimensional regression setting in which the number of variables ($p$) is much larger than the sample size ($n$), the number of possible two-way interactions between the variables is immense. If the number of variables is in the…
Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…