Related papers: Mixture model for designs in high dimensional regr…

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…

Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…

We present upper and lower bounds for the prediction error of the Lasso. For the case of random Gaussian design, we show that under mild conditions the prediction error of the Lasso is up to smaller order terms dominated by the prediction…

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Recently, many machine learning and statistical models such as non-linear regressions, the Single Index, Multi-index, Varying Coefficient Index Models and Two-layer Neural Networks can be reduced to or be seen as a special case of a new…

Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…

This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta +…

One of the possible objectives when designing experiments is to build or formulate a model for predicting future observations. When the primary objective is prediction, some typical approaches in the planning phase are to use…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

For high-dimensional omics data, sparsity-inducing regularization methods such as the Lasso are widely used and often yield strong predictive performance, even in settings when the assumption of sparsity is likely violated. We demonstrate…

Mixture of linear regressions is a popular learning theoretic model that is used widely to represent heterogeneous data. In the simplest form, this model assumes that the labels are generated from either of two different linear models and…

We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…