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We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…

Machine Learning · Statistics 2024-10-29 Hanwen Huang , Peng Zeng

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…

Statistics Theory · Mathematics 2016-01-25 Ben Sherwood , Lan Wang

Clustering and classification critically rely on distance metrics that provide meaningful comparisons between data points. We present mixed-integer optimization approaches to find optimal distance metrics that generalize the Mahalanobis…

Machine Learning · Computer Science 2018-03-29 Krishnan Kumaran , Dimitri Papageorgiou , Yutong Chang , Minhan Li , Martin Takáč

We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…

Statistics Theory · Mathematics 2015-02-03 Martin Wahl

Metric learning seeks a transformation of the feature space that enhances prediction quality for the given task at hand. In this work we provide PAC-style sample complexity rates for supervised metric learning. We give matching lower- and…

Machine Learning · Computer Science 2015-05-12 Nakul Verma , Kristin Branson

Classification of high-dimensional low sample size (HDLSS) data poses a challenge in a variety of real-world situations, such as gene expression studies, cancer research, and medical imaging. This article presents the development and…

Machine Learning · Statistics 2026-05-27 Jyotishka Ray Choudhury , Aytijhya Saha , Sarbojit Roy , Subhajit Dutta

In recent years, a considerable amount of work has been devoted to generalizing linear discriminant analysis to overcome its incompetence for high-dimensional classification (Witten & Tibshirani 2011, Cai & Liu 2011, Mai et al. 2012, Fan et…

Methodology · Statistics 2015-01-15 Qing Mai , Hui Zou

This article proposes an active learning method for high dimensional data, based on intrinsic data geometries learned through diffusion processes on graphs. Diffusion distances are used to parametrize low-dimensional structures on the…

Machine Learning · Computer Science 2019-05-31 Mauro Maggioni , James M. Murphy

In this study, we introduce an innovative methodology aimed at enhancing Fisher's Linear Discriminant Analysis (LDA) in the context of high-dimensional data classification scenarios, specifically addressing situations where each feature…

Applications · Statistics 2024-01-18 Seungyeon Oh , Hoyoung Park

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

As technology advanced, collecting data via automatic collection devices become popular, thus we commonly face data sets with lengthy variables, especially when these data sets are collected without specific research goals beforehand. It…

Machine Learning · Statistics 2022-05-10 Wan-Ping Nicole Chen , Yuan-chin Ivan Chang

In high dimension, low sample size (HDLSS) settings, classifiers based on Euclidean distances like the nearest neighbor classifier and the average distance classifier perform quite poorly if differences between locations of the underlying…

Methodology · Statistics 2022-03-08 Sarbojit Roy , Soham Sarkar , Subhajit Dutta , Anil K. Ghosh

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the…

Methodology · Statistics 2016-05-17 T. Tony Cai , Anru Zhang

In this paper, we investigate the problem of classifying feature vectors with mutually independent but non-identically distributed elements. First, we show the importance of this problem. Next, we propose a classifier and derive an…

Machine Learning · Computer Science 2021-09-01 Farzad Shahrivari , Nikola Zlatanov

In this paper, we address the problem of classifying data within the radar reference window in terms of statistical properties. Specifically, we partition these data into statistically homogeneous subsets by identifying possible clutter…

Signal Processing · Electrical Eng. & Systems 2023-02-17 Chaoran Yin , Linjie Yan , Chengpeng Hao , Silvia Liberata Ullo , Gaetano Giunta , Alfonso Farina , Danilo Orlando

High-dimensional classification is a fundamentally important research problem in high-dimensional data analysis. In this paper, we derive a nonasymptotic rate for the minimax excess misclassification risk when feature dimension…

Statistics Theory · Mathematics 2023-03-07 Shuoyang Wang , Zuofeng Shang

We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…

Statistics Theory · Mathematics 2021-10-01 Igor Silin , Jianqing Fan

While split conformal prediction guarantees marginal coverage, approaching the stronger property of conditional coverage is essential for reliable uncertainty quantification. Naive conformal scores, however, suffer from poor conditional…

Machine Learning · Statistics 2026-05-08 Sacha Braun , Eugène Berta , Michael I. Jordan , Francis Bach

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…

Machine Learning · Computer Science 2018-11-20 Dallas Card , Michael Zhang , Noah A. Smith