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We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

We introduce a new method to jointly reduce the dimension of the input and output space of a function between high-dimensional spaces. Choosing a reduced input subspace influences which output subspace is relevant and vice versa.…

Machine Learning · Statistics 2025-04-01 Qiao Chen , Elise Arnaud , Ricardo Baptista , Olivier Zahm

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

Dimensionality reduction is crucial both for visualization and preprocessing high dimensional data for machine learning. We introduce a novel method based on a hierarchy built on 1-nearest neighbor graphs in the original space which is used…

Computer Vision and Pattern Recognition · Computer Science 2022-05-31 M. Saquib Sarfraz , Marios Koulakis , Constantin Seibold , Rainer Stiefelhagen

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

As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample approaches exist to SDR, some of the most recent of which…

Methodology · Statistics 2020-12-15 Emmanuel Jordy Menvouta , Sven Serneels , Tim Verdonck

We study the problem of finding the best linear model that can minimize least-squares loss given a data-set. While this problem is trivial in the low dimensional regime, it becomes more interesting in high dimensions where the population…

Machine Learning · Computer Science 2021-02-09 Yahya Sattar , Samet Oymak

Unsupervised learning aims to capture the underlying structure of potentially large and high-dimensional datasets. Traditionally, this involves using dimensionality reduction (DR) methods to project data onto lower-dimensional spaces or…

Machine Learning · Computer Science 2025-06-30 Hugues Van Assel , Cédric Vincent-Cuaz , Nicolas Courty , Rémi Flamary , Pascal Frossard , Titouan Vayer

Low-dimensional embeddings for data from disparate sources play critical roles in multi-modal machine learning, multimedia information retrieval, and bioinformatics. In this paper, we propose a supervised dimensionality reduction method…

Machine Learning · Computer Science 2021-01-15 Yanjun Li , Bihan Wen , Hao Cheng , Yoram Bresler

This paper proposes two linear projection methods for supervised dimension reduction using only the first and second-order statistics. The methods, each catering to a different parameter regime, are derived under the general Gaussian model…

Information Theory · Computer Science 2024-08-13 Biao Chen , Joshua Kortje

Many application areas rely on models that can be readily simulated but lack a closed-form likelihood, or an accurate approximation under arbitrary parameter values. Existing parameter estimation approaches in this setting are generally…

Methodology · Statistics 2025-08-04 Rui Zhang , Oksana A. Chkrebtii , Dongbin Xiu

A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach…

Machine Learning · Statistics 2015-08-06 Voot Tangkaratt , Hiroaki Sasaki , Masashi Sugiyama

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Carey E. Priebe , Joshua T. Vogelstein

Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…

Statistics Theory · Mathematics 2014-08-15 Efang Kong , Yingcun Xia

Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…

Information Theory · Computer Science 2020-09-15 Liangzu Peng , Manolis C. Tsakiris

Most data is multi-dimensional. Discovering whether any subset of dimensions, or subspaces, of such data is significantly correlated is a core task in data mining. To do so, we require a measure that quantifies how correlated a subspace is.…

Machine Learning · Statistics 2015-11-12 Hoang-Vu Nguyen , Jilles Vreeken

We take a different look at the problem of testing the independence of two metric-space-valued random variables using the distance correlation. Instead of testing if the distance correlation vanishes exactly, we are interested in the…

Statistics Theory · Mathematics 2025-11-19 Holger Dette , Marius Kroll

This paper introduces a new way to calculate distance-based statistics, particularly when the data are multivariate. The main idea is to pre-calculate the optimal projection directions given the variable dimension, and to project…

Computation · Statistics 2019-11-11 Chuanping Yu , Xiaoming Huo

We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label…

Machine Learning · Computer Science 2012-07-03 Minhua Chen , William Carson , Miguel Rodrigues , Robert Calderbank , Lawrence Carin

We give a dimensionality reduction procedure to approximate the sum of distances of a given set of $n$ points in $R^d$ to any "shape" that lies in a $k$-dimensional subspace. Here, by "shape" we mean any set of points in $R^d$. Our…

Data Structures and Algorithms · Computer Science 2021-06-25 Zhili Feng , Praneeth Kacham , David P. Woodruff