Related papers: Robust and Efficient Subspace Segmentation via Lea…
We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…
Low-Rank Representation (LRR) highly suffers from discarding the locality information of data points in subspace clustering, as it may not incorporate the data structure nonlinearity and the non-uniform distribution of observations over the…
The scalar-on-function regression model has become a popular analysis tool to explore the relationship between a scalar response and multiple functional predictors. Most of the existing approaches to estimate this model are based on the…
Least squares fitting is in general not useful for high-dimensional linear models, in which the number of predictors is of the same or even larger order of magnitude than the number of samples. Theory developed in recent years has coined a…
The recent development of more sophisticated spectroscopic methods allows acqui- sition of high dimensional datasets from which valuable information may be extracted using multivariate statistical analyses, such as dimensionality reduction…
High-dimensional linear regression model is the most popular statistical model for high-dimensional data, but it is quite a challenging task to achieve a sparse set of regression coefficients. In this paper, we propose a simple heuristic…
Large Language Models (LLMs) possess encompassing capabilities that can process diverse language-related tasks. However, finetuning on LLMs will diminish this general skills and continual finetuning will further cause severe degradation on…
High dimensional data reduction techniques are provided by using partial least squares within deep learning. Our framework provides a nonlinear extension of PLS together with a disciplined approach to feature selection and architecture…
Deep neural networks have exhibited promising performance in image super-resolution (SR) by learning a nonlinear mapping function from low-resolution (LR) images to high-resolution (HR) images. However, there are two underlying limitations…
In this work, we revisit dictionary-based sparse regression, in particular, Sequential Threshold Least Squares (STLS), and propose a score-guided library selection to provide practical guidance for data-driven modeling, with emphasis on…
Subspace clustering refers to the task of finding a multi-subspace representation that best fits a collection of points taken from a high-dimensional space. This paper introduces an algorithm inspired by sparse subspace clustering (SSC) [In…
Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…
Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…
A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…
We propose a Binary Robust Least Squares (BRLS) model that encompasses key robust least squares formulations, such as those involving uncertain binary labels and adversarial noise constrained within a hypercube. We show that the geometric…
Quantization can be used to form new vectors/matrices with shared values close to the original. In recent years, the popularity of scalar quantization for value-sharing applications has been soaring as it has been found huge utilities in…
A general method of minimization using correlation coefficients and order statistics is evaluated relative to least squares procedures in the estimation of parameters for normal data in simple linear regression.
Subspace clustering is to find underlying low-dimensional subspaces and cluster the data points correctly. In this paper, we propose a novel multi-view subspace clustering method. Most existing methods suffer from two critical issues.…
Sparse subspace clustering (SSC) is one of the current state-of-the-art methods for partitioning data points into the union of subspaces, with strong theoretical guarantees. However, it is not practical for large data sets as it requires…
Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…