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Reduced-rank regressions are powerful tools used to identify co-movements within economic time series. However, this task becomes challenging when we observe matrix-valued time series, where each dimension may have a different co-movement…

Econometrics · Economics 2024-07-12 Alain Hecq , Ivan Ricardo , Ines Wilms

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

We present new findings in regard to data analysis in very high dimensional spaces. We use dimensionalities up to around one million. A particular benefit of Correspondence Analysis is its suitability for carrying out an orthonormal…

Machine Learning · Statistics 2015-12-15 Fionn Murtagh

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Methodology · Statistics 2021-12-01 Ting Fung Ma , Fangfang Wang , Jun Zhu , Anthony R. Ives , Katarzyna E. Lewińska

Structured distributions, i.e. distributions over combinatorial spaces, are commonly used to learn latent probabilistic representations from observed data. However, scaling these models is bottlenecked by the high computational and memory…

Computation and Language · Computer Science 2022-01-11 Justin T. Chiu , Yuntian Deng , Alexander M. Rush

The ability to represent and compare machine learning models is crucial in order to quantify subtle model changes, evaluate generative models, and gather insights on neural network architectures. Existing techniques for comparing data…

The classification of shapes is of great interest in diverse areas ranging from medical imaging to computer vision and beyond. While many statistical frameworks have been developed for the classification problem, most are strongly tied to…

Machine Learning · Statistics 2019-01-24 Min Ho Cho , Sebastian Kurtek , Steven N. MacEachern

Visual place recognition is a critical task in computer vision, especially for localization and navigation systems. Existing methods often rely on contrastive learning: image descriptors are trained to have small distance for similar images…

Computer Vision and Pattern Recognition · Computer Science 2024-01-30 María Leyva-Vallina , Nicola Strisciuglio , Nicolai Petkov

In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…

Machine Learning · Computer Science 2026-01-05 Rodney Fonseca , Boaz Nadler

The input data features set for many data driven tasks is high-dimensional while the intrinsic dimension of the data is low. Data analysis methods aim to uncover the underlying low dimensional structure imposed by the low dimensional hidden…

Machine Learning · Computer Science 2019-01-30 Moshe Salhov , Ofir Lindenbaum , Yariv Aizenbud , Avi Silberschatz , Yoel Shkolnisky , Amir Averbuch

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…

Numerical Analysis · Mathematics 2024-03-14 Martin Holler , Alexander Schlüter , Benedikt Wirth

Advancements in modern science have led to the increasing availability of non-Euclidean data in metric spaces. This paper addresses the challenge of modeling relationships between non-Euclidean responses and multivariate Euclidean…

Methodology · Statistics 2025-05-13 Su I Iao , Yidong Zhou , Hans-Georg Müller

The ability to learn disentangled representations that split underlying sources of variation in high dimensional, unstructured data is important for data efficient and robust use of neural networks. While various approaches aiming towards…

Machine Learning · Statistics 2019-05-15 Raphael Suter , Đorđe Miladinović , Bernhard Schölkopf , Stefan Bauer

In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…

Machine Learning · Computer Science 2015-09-04 Antoine Deleforge , Florence Forbes , Radu Horaud

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between…

Applications · Statistics 2015-12-31 Antoine Deleforge , Florence Forbes , Sileye Ba , Radu Horaud

Despite advances in representation learning, high-dimensional classification remains challenging in low-sample-size regimes, where the dominant signal may vary across applications and labeled data are often limited. We propose a…

Methodology · Statistics 2026-05-18 Xiangbo Mo , Hao Chen

Relying on recent advances in statistical estimation of covariance distances based on random matrix theory, this article proposes an improved covariance and precision matrix estimation for a wide family of metrics. The method is shown to…

Machine Learning · Statistics 2021-02-03 Malik Tiomoko , Florent Bouchard , Guillaume Ginholac , Romain Couillet

The classical vector autoregressive model is a fundamental tool for multivariate time series analysis. However, it involves too many parameters when the number of time series and lag order are even moderately large. This paper proposes to…

Methodology · Statistics 2020-11-04 Di Wang , Yao Zheng , Heng Lian , Guodong Li

Recommender systems inherently exhibit a low-rank structure in latent space. A key challenge is to define meaningful and measurable distances in the latent space to capture user-user, item-item, user-item relationships effectively. In this…

Machine Learning · Computer Science 2025-07-15 Zerui Zhang , Yumou Qiu