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Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

Diffusion probabilistic models (DPMs), while effective in generating high-quality samples, often suffer from high computational costs due to their iterative sampling process. To address this, we propose an enhanced ODE-based sampling method…

Machine Learning · Computer Science 2025-04-03 Jinyoung Choi , Junoh Kang , Bohyung Han

Principal Component Analysis (PCA) is a powerful and popular dimensionality reduction technique. However, due to its linear nature, it often fails to capture the complex underlying structure of real-world data. While Kernel PCA (kPCA)…

Machine Learning · Computer Science 2026-02-05 Thomas Uriot , Elise Chung

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the…

Optimization and Control · Mathematics 2019-04-18 Xi Chen , Qihang Lin , Zizhuo Wang

The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…

Machine Learning · Statistics 2018-02-27 Kimin Lee , Honglak Lee , Kibok Lee , Jinwoo Shin

For numerous reasons there raises a need for dimension reduction that preserves certain characteristics of data. In this work we focus on data coming from a mixture of Gaussian distributions and we propose a method that preserves…

Statistics Theory · Mathematics 2014-07-30 Ewa Nowakowska , Jacek Koronacki , Stan Lipovetsky

The goal of machine learning is to find models that minimize prediction error on data that has not yet been seen. Its operational paradigm assumes access to a dataset $S$ and articulates a scheme for evaluating how well a given model…

Machine Learning · Computer Science 2026-04-22 Maxim Raginsky , Benjamin Recht

Principal Component Analysis (PCA) is a transform for finding the principal components (PCs) that represent features of random data. PCA also provides a reconstruction of the PCs to the original data. We consider an extension of PCA which…

Methodology · Statistics 2021-11-05 Pablo Soto-Quiros , Anatoli Torokhti

The bootstrap is a popular data-driven method to quantify statistical uncertainty, but for modern high-dimensional problems, it could suffer from huge computational costs due to the need to repeatedly generate resamples and refit models. We…

Methodology · Statistics 2023-06-21 Henry Lam , Zhenyuan Liu

In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…

Statistics Theory · Mathematics 2017-10-13 Liliana Forzani , Rodrigo García Arancibia , Pamela Llop , Diego Tomassi

Probabilities of causation (PoCs), such as the probability of necessity and sufficiency (PNS), are important tools for decision making but are generally not point identifiable. Existing work has derived bounds for these quantities using…

Methodology · Statistics 2026-02-20 Tianyuan Cheng , Ruirui Mao , Judea Pearl , Ang Li

Sampling from high-dimensional probability distributions is fundamental in machine learning and statistics. As datasets grow larger, computational efficiency becomes increasingly important, particularly in reducing adaptive complexity,…

Data Structures and Algorithms · Computer Science 2025-09-23 Huanjian Zhou , Masashi Sugiyama

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

We propose a compressive classification framework for settings where the data dimensionality is significantly higher than the sample size. The proposed method, referred to as compressive regularized discriminant analysis (CRDA) is based on…

Machine Learning · Statistics 2020-11-13 Muhammad Naveed Tabassum , Esa Ollila

In [1], we have explored the theoretical aspects of feature selection and evolutionary algorithms. In this chapter, we focus on optimization algorithms for enhancing data analytic process, i.e., we propose to explore applications of…

Machine Learning · Computer Science 2019-08-26 Farid Ghareh Mohammadi , M. Hadi Amini , Hamid R. Arabnia

In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…

Machine Learning · Computer Science 2016-12-07 Yi Xu , Haiqin Yang , Lijun Zhang , Tianbao Yang

Designing deep neural network classifiers that perform robustly on distributions differing from the available training data is an active area of machine learning research. However, out-of-distribution generalization for regression-the…

Machine Learning · Computer Science 2024-01-01 Benjamin Eyre , Elliot Creager , David Madras , Vardan Papyan , Richard Zemel

Linear dimensionality reduction methods are commonly used to extract low-dimensional structure from high-dimensional data. However, popular methods disregard temporal structure, rendering them prone to extracting noise rather than…

Information Theory · Computer Science 2021-06-10 David G. Clark , Jesse A. Livezey , Kristofer E. Bouchard

A novel method for common and individual feature analysis from exceedingly large-scale data is proposed, in order to ensure the tractability of both the computation and storage and thus mitigate the curse of dimensionality, a major…

Signal Processing · Electrical Eng. & Systems 2017-11-03 Ilia Kisil , Giuseppe G. Calvi , Danilo P. Mandic

Principal Component Analysis (PCA) is a fundamental tool for data visualization, denoising, and dimensionality reduction. It is widely popular in Statistics, Machine Learning, Computer Vision, and related fields. However, PCA is well-known…

Machine Learning · Statistics 2023-07-21 Debolina Paul , Saptarshi Chakraborty , Swagatam Das