Related papers: D-optimal Factorial Designs under Generalized Line…
Gaussian Mixture Models (GMMs) range among the most frequently used models in machine learning. However, training large, general GMMs becomes computationally prohibitive for datasets that have many data points $N$ of high-dimensionality…
Choice designs for the main effects model, broader main effects model and main effects plus specified interaction effects model are discussed in this paper. Universally optimal choice designs are obtained for all of these models using…
In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…
In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…
Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…
Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
Gaussian graphical models (GGMs) are widely used for statistical modeling, because of ease of inference and the ubiquitous use of the normal distribution in practical approximations. However, they are also known for their limited modeling…
Deep Generative Machine Learning Models (DGMs) have been growing in popularity across the design community thanks to their ability to learn and mimic complex data distributions. DGMs are conventionally trained to minimize statistical…
With the rapid growth of large language models (LLMs), a wide range of methods have been developed to distribute computation and memory across hardware devices for efficient training and inference. While existing surveys provide descriptive…
Deep learning models have gained great popularity in statistical modeling because they lead to very competitive regression models, often outperforming classical statistical models such as generalized linear models. The disadvantage of deep…
Analyzing ordinal data becomes increasingly important in psychology, especially in the context of item response theory. The generalized partial credit model (GPCM) is probably the most widely used ordinal model and finds application in many…
Logistic regression is a commonly used method for binary classification. Researchers often have more than a single binary response variable and simultaneous analysis is beneficial because it provides insight into the dependencies among…
In this paper we study estimating Generalized Linear Models (GLMs) in the case where the agents (individuals) are strategic or self-interested and they concern about their privacy when reporting data. Compared with the classical setting,…
Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…
Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…
We address component-based regularisation of a multivariate Generalized Linear Mixed Model. A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables and a set T of additional covariates. Variables in X are…
We study two randomized algorithms for generalized linear bandits. The first, GLM-TSL, samples a generalized linear model (GLM) from the Laplace approximation to the posterior distribution. The second, GLM-FPL, fits a GLM to a randomly…
The representation of feature space is a crucial environment where data points get vectorized and embedded for subsequent modeling. Thus the efficacy of machine learning (ML) algorithms is closely related to the quality of feature…
We present some optimal criteria to evaluate model-robustness of non-regular two-level fractional factorial designs. Our method is based on minimizing the sum of squares of all the off-diagonal elements in the information matrix, and…
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…