Related papers: Theoretical and Experimental Analyses of Tensor-Ba…
This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…
Modeling of multidimensional signal using tensor is more convincing than representing it as a collection of matrices. The tensor based approaches can explore the abundant spatial and temporal structures of the mutlidimensional signal. The…
We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…
All neuroimaging modalities have their own strengths and limitations. A current trend is toward interdisciplinary approaches that use multiple imaging methods to overcome limitations of each method in isolation. At the same time…
Targeted Learning is a subfield of statistics that unifies advances in causal inference, machine learning and statistical theory to help answer scientifically impactful questions with statistical confidence. Targeted Learning is driven by…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
Regularized linear regression is a promising approach for binary classification problems in which the training set has noisy labels since the regularization term can help to avoid interpolating the mislabeled data points. In this paper we…
We propose a principal components regression method based on maximizing a joint pseudo-likelihood for responses and predictors. Our method uses both responses and predictors to select linear combinations of the predictors relevant for the…
We study the nested model averaging method on the solution path for a high-dimensional linear regression problem. In particular, we propose to combine model averaging with regularized estimators (e.g., lasso and SLOPE) on the solution path…
Low-rank tensor models are widely used in statistics. However, most existing methods rely heavily on the assumption that data follows a sub-Gaussian distribution. To address the challenges associated with heavy-tailed distributions…
Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…
How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…
This work considers the problem of binary classification: given training data $x_1, \dots, x_n$ from a certain population, together with associated labels $y_1,\dots, y_n \in \left\{0,1 \right\}$, determine the best label for an element $x$…
In modern data science, dynamic tensor data is prevailing in numerous applications. An important task is to characterize the relationship between such dynamic tensor and external covariates. However, the tensor data is often only partially…
Data augmentation has been proven to be an effective technique for developing machine learning models that are robust to known classes of distributional shifts (e.g., rotations of images), and alignment regularization is a technique often…
We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…