Related papers: Learning Single Index Models in High Dimensions
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…
Nonlinear relationships between covariates and a response variable of interest are frequently encountered in animal science research. Within statistical models, these nonlinear effects have, traditionally, been handled using a range of…
The subspace identification method (SIM) has been extensively employed in the identification of discrete-time multiple-input multiple-output (MIMO) linear time-invariant (LTI) systems. This paper focuses on the analysis of perturbation…
An important goal of self-supervised learning is to enable model pre-training to benefit from almost unlimited data. However, one method that has recently become popular, namely masked image modeling (MIM), is suspected to be unable to…
Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…
In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…
In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…
A bottleneck of sufficient dimension reduction (SDR) in the modern era is that, among numerous methods, only the sliced inverse regression (SIR) is generally applicable under the high-dimensional settings. The higher-order inverse…
SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016]. In this article, we propose an extension of the SINDy method that learns systems of…
This paper presents a selective survey of recent developments in statistical inference and multiple testing for high-dimensional regression models, including linear and logistic regression. We examine the construction of confidence…
The single-index model is one of the most popular semiparametric models in Econometrics. In this paper, we define a quantile regression single-index model, which includes the single-index structure for conditional mean and for conditional…
Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…
Undirected graphical models are widely used to model the conditional independence structure of vector-valued data. However, in many modern applications, for example those involving EEG and fMRI data, observations are more appropriately…
Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…
In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…
A sum-product network (SPN) is a graphical model that allows several types of inferences to be drawn efficiently. There are two types of learning for SPNs: Learning the architecture of the model, and learning the parameters. In this paper,…
In genetic studies, not only can the number of predictors obtained from microarray measurements be extremely large, there can also be multiple response variables. Motivated by such a situation, we consider semiparametric dimension reduction…
Feature selection has been widely used to alleviate compute requirements during training, elucidate model interpretability, and improve model generalizability. We propose SLM -- Sparse Learnable Masks -- a canonical approach for end-to-end…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
Deep learning has achieved remarkable success across many domains, but it has also created a growing demand for interpretability in model predictions. Although many explainable machine learning methods have been proposed, post-hoc…