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Recommendation models mainly deal with categorical variables, such as user/item ID and attributes. Besides the high-cardinality issue, the interactions among such categorical variables are usually long-tailed, with the head made up of…
High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…
In ordinary quantile regression, quantiles of different order are estimated one at a time. An alternative approach, which is referred to as quantile regression coefficients modeling (QRCM), is to model quantile regression coefficients as…
Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…
In the last years, the design of image reconstruction methods in the field of quantitative Magnetic Resonance Imaging (qMRI) has experienced a paradigm shift. Often, when dealing with (quantitative) MR image reconstruction problems, one is…
We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…
The scalable adaptive cubic regularization method ($\mathrm{ARC_{q}K}$: Dussault et al. in Math. Program. Ser. A 207(1-2): 191-225, 2024) has been recently proposed for unconstrained optimization. It has excellent convergence properties,…
Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…
First-order methods in convex optimization offer low per-iteration cost but often suffer from slow convergence, while second-order methods achieve fast local convergence at the expense of costly Hessian inversions. In this paper, we…
In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing…
Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
Equivariant and invariant deep learning models have been developed to exploit intrinsic symmetries in data, demonstrating significant effectiveness in certain scenarios. However, these methods often suffer from limited representation…
Regularization aims to improve prediction performance of a given statistical modeling approach by moving to a second approach which achieves worse training error but is expected to have fewer degrees of freedom, i.e., better agreement…
Statistical learning evolves quickly with more and more sophisticated models proposed to incorporate the complicated data structure from modern scientific and business problems. Varying index coefficient models extend varying coefficient…
Ridge regression (RR) is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using RR is the need to set a hyperparameter ($\alpha$) that controls the amount of…
Statistical approaches that successfully combine multiple datasets are more powerful, efficient, and scientifically informative than separate analyses. To address variation architectures correctly and comprehensively for high-dimensional…
Regularization is a technique to improve generalization of machine learning (ML) models. A common form of regularization in the ML literature is to train on data where similar inputs map to different outputs. This improves generalization by…
The explorations of models beyond the Standard Model (BSM) naturally involve scans over the unknown BSM parameters. On the other hand, high precision predictions require calculations at the loop-level and thus a renormalization of (some of)…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…