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Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

Sufficient dimension reduction (SDR) in regression, which reduces the dimension by replacing original predictors with a minimal set of their linear combinations without loss of information, is very helpful when the number of predictors is…

Statistics Theory · Mathematics 2012-11-15 Xin Chen , Changliang Zou , R. Dennis Cook

Networks of interconnected agents are essential to study complex networked systems' state evolution, stability, resilience, and control. Nevertheless, the high dimensionality and nonlinear dynamics are vital factors preventing us from…

Physics and Society · Physics 2023-08-24 Cheng Ma , Gyorgy Korniss , Boleslaw K. Szymanski , Jianxi Gao

The literature on clustering for continuous data is rich and wide; differently, that one developed for categorical data is still limited. In some cases, the problem is made more difficult by the presence of noise variables/dimensions that…

Methodology · Statistics 2015-04-14 Monia Ranalli , Roberto Rocci

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Most work on supervised learning research has focused on marginal predictions. In decision problems, joint predictive distributions are essential for good performance. Previous work has developed methods for assessing low-order predictive…

Machine Learning · Statistics 2022-03-01 Ian Osband , Zheng Wen , Seyed Mohammad Asghari , Vikranth Dwaracherla , Xiuyuan Lu , Benjamin Van Roy

Tensor-valued data benefits greatly from dimension reduction as the reduction in size is exponential in the number of modes. To achieve maximal reduction without loss in information, our objective in this work is to give an automated…

Methodology · Statistics 2022-07-22 Una Radojicic , Niko Lietzen , Klaus Nordhausen , Joni Virta

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…

Machine Learning · Computer Science 2018-05-31 Haozhe Xie , Jie Li , Hanqing Xue

Principal component analysis (PCA) is a well-known linear dimension-reduction method that has been widely used in data analysis and modeling. It is an unsupervised learning technique that identifies a suitable linear subspace for the input…

Machine Learning · Statistics 2021-09-10 Shaojie Xu , Joel Vaughan , Jie Chen , Agus Sudjianto , Vijayan Nair

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and…

Statistics Theory · Mathematics 2017-10-17 Ge Zhao , Yanyuan Ma , Wenbin Lu

It is often desired that ordinal regression models yield unimodal predictions. However, in many recent works this characteristic is either absent, or implemented using soft targets, which do not guarantee unimodal outputs at inference. In…

Machine Learning · Statistics 2021-11-19 Uri Shaham , Igal Zaidman , Jonathan Svirsky

Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose an integrated approach, called sparse gradient learning…

Machine Learning · Statistics 2010-07-02 Gui-Bo Ye , Xiaohui Xie

Dimensionality reduction is often used as an initial step in data exploration, either as preprocessing for classification or regression or for visualization. Most dimensionality reduction techniques to date are unsupervised; they do not…

Machine Learning · Statistics 2020-06-17 Jake S. Rhodes , Adele Cutler , Guy Wolf , Kevin R. Moon

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…

Methodology · Statistics 2022-12-06 Canhong Wen , Ruipeng Dong , Xueqin Wang , Weiyu Li , Heping Zhang

Beginning with a discussion of R. A. Fisher's early written remarks that relate to dimension reduction, this article revisits principal components as a reductive method in regression, develops several model-based extensions and ends with…

Methodology · Statistics 2007-08-30 R. Dennis Cook

Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Panagiotis Petsagkourakis , Jie Li , Constantinos Theodoropoulos