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We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
The study of complex systems has attracted widespread attention from researchers in the fields of natural sciences, social sciences, and engineering. Prediction is one of the central issues in this field. Although most related studies have…
We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted…
Random projections are able to perform dimension reduction efficiently for datasets with nonlinear low-dimensional structures. One well-known example is that random matrices embed sparse vectors into a low-dimensional subspace nearly…
Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correlation, forward selection techniques can achieve screening…
To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…
Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…
A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…
Recent progress in deterministic prompt learning has become a promising alternative to various downstream vision tasks, enabling models to learn powerful visual representations with the help of pre-trained vision-language models. However,…
The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…
We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…
The last decade has seen an explosion in data sources available for the monitoring and prediction of environmental phenomena. While several inferential methods have been developed that make predictions on the underlying process by combining…
The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…
A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…
Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…
Recidivism prediction provides decision makers with an assessment of the likelihood that a criminal defendant will reoffend that can be used in pre-trial decision-making. It can also be used for prediction of locations where crimes most…
This paper proposes a novel two-step strategy for testing the goodness-of-fit of parametric regression models in ultra-high dimensional sparse settings, where the predictor dimension far exceeds the sample size. This regime usually renders…
Many segmentation tasks, such as medical image segmentation or future state prediction, are inherently ambiguous, meaning that multiple predictions are equally correct. Current methods typically rely on generative models to capture this…
We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…
Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…