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We introduce a novel visual tokenization framework that embeds a provable PCA-like structure into the latent token space. While existing visual tokenizers primarily optimize for reconstruction fidelity, they often neglect the structural…
Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…
Dimension reduction plays a pivotal role in analysing high-dimensional data. However, observations with missing values present serious difficulties in directly applying standard dimension reduction techniques. As a large number of dimension…
At the crossway of machine learning and data analysis, anomaly detection aims at identifying observations that exhibit abnormal behaviour. Be it measurement errors, disease development, severe weather, production quality default(s) (items)…
Traditional methods for matching in causal inference are impractical for high-dimensional datasets. They suffer from the curse of dimensionality: exact matching and coarsened exact matching find exponentially fewer matches as the input…
While an important topic in practice, the estimation of the number of non-noise components in blind source separation has received little attention in the literature. Recently, two bootstrap-based techniques for estimating the dimension…
Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…
The study of stability and sensitivity of statistical methods or algorithms with respect to their data is an important problem in machine learning and statistics. The performance of the algorithm under resampling of the data is a…
Functional principal component analysis is one of the most commonly employed approaches in functional and longitudinal data analysis and we extend it to analyze functional/longitudinal data observed on a general $d$-dimensional domain. The…
Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of…
Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…
Principal component analysis is a simple yet useful dimensionality reduction technique in modern machine learning pipelines. In consequential domains such as college admission, healthcare and credit approval, it is imperative to take into…
Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…
Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…
Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…
The unprecedented prowess of measurement techniques provides a detailed, multi-scale look into the depths of living systems. Understanding these avalanches of high-dimensional data -- by distilling underlying principles and mechanisms --…
Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…
For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…
Score matching is a vital tool for learning the distribution of data with applications across many areas including diffusion processes, energy based modelling, and graphical model estimation. Despite all these applications, little work…
In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…