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This position paper summarizes a recently developed research program focused on inference in the context of data centric science and engineering applications, and forecasts its trajectory forward over the next decade. Often one endeavours…

Computation · Statistics 2021-12-06 Ajay Jasra , Kody J. H. Law , Alexander Tarakanov , Fangyuan Yu

Principal component analysis (PCA) is a widely used method for data processing, such as for dimension reduction and visualization. Standard PCA is known to be sensitive to outliers, and thus, various robust PCA methods have been proposed.…

Machine Learning · Statistics 2020-08-11 Keishi Sando , Hideitsu Hino

Canonical correlation analysis is a family of multivariate statistical methods for the analysis of paired sets of variables. Since its proposition, canonical correlation analysis has for instance been extended to extract relations between…

Machine Learning · Computer Science 2017-11-08 Viivi Uurtio , João M. Monteiro , Jaz Kandola , John Shawe-Taylor , Delmiro Fernandez-Reyes , Juho Rousu

We propose novel first-order stochastic approximation algorithms for canonical correlation analysis (CCA). Algorithms presented are instances of inexact matrix stochastic gradient (MSG) and inexact matrix exponentiated gradient (MEG), and…

Machine Learning · Computer Science 2018-02-27 Raman Arora , Teodor V. Marinov , Poorya Mianjy , Nathan Srebro

Understanding the relationships between different properties of data, such as whether a connectome or genome has information about disease status, is becoming increasingly important in modern biological datasets. While existing approaches…

Machine Learning · Statistics 2024-06-27 Joshua T. Vogelstein , Eric Bridgeford , Qing Wang , Carey E. Priebe , Mauro Maggioni , Cencheng Shen

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Machine Learning · Computer Science 2019-10-14 Jochen Görtler , Thilo Spinner , Dirk Streeb , Daniel Weiskopf , Oliver Deussen

The most widely used method for finding relationships between several quantities is multiple regression. This however is restricted to a single dependent variable. We present a more general method which allows models to be constructed with…

Statistics Theory · Mathematics 2011-09-06 Chris Tofallis

Importance sampling is a Monte Carlo technique for efficiently estimating the likelihood of rare events by biasing the sampling distribution towards the rare event of interest. By drawing weighted samples from a learned proposal…

Machine Learning · Statistics 2025-05-20 Liam A. Kruse , Marc R. Schlichting , Mykel J. Kochenderfer

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…

Machine Learning · Computer Science 2014-08-06 Lizhen Qu , Bjoern Andres

Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do…

Methodology · Statistics 2021-06-10 Ben Sherwood , Bradley S. Price

This work proposes a multi-image matching method to estimate semantic correspondences across multiple images. In contrast to the previous methods that optimize all pairwise correspondences, the proposed method identifies and matches only a…

Computer Vision and Pattern Recognition · Computer Science 2018-05-02 Qianqian Wang , Xiaowei Zhou , Kostas Daniilidis

A mediation analysis approach is proposed for multiple exposures, multiple mediators, and a continuous scalar outcome under the linear structural equation modeling framework. It assumes that there exist orthogonal components that…

Methodology · Statistics 2022-09-12 Yi Zhao

The Pearson-Matthews correlation coefficient (usually abbreviated MCC) is considered to be one of the most useful metrics for the performance of a binary classification or hypothesis testing method (for the sake of conciseness we will use…

Signal Processing · Electrical Eng. & Systems 2023-05-11 Petre Stoica , Prabhu Babu

Statistical inference in high-dimensional settings is challenging when standard unregularized methods are employed. In this work, we focus on the case of multiple correlated proportions for which we develop a Bayesian inference framework.…

Methodology · Statistics 2025-06-23 Max Westphal

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

Methodology · Statistics 2019-10-25 Mengyang Gu , Weining Shen

Principal component analysis (PCA) is a widespread technique for data analysis that relies on the covariance-correlation matrix of the analyzed data. However to properly work with high-dimensional data, PCA poses severe mathematical…

Quantitative Methods · Quantitative Biology 2018-10-18 Luigi Leonardo Palese

Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…

Methodology · Statistics 2024-09-17 Hanmei Sun , Jiangshan Zhang , Jiming Jiang

Classical analysis of variance requires that model terms be labeled as fixed or random and typically culminate by comparing variability from each batch (factor) to variability from errors; without a standard methodology to assess the…

Methodology · Statistics 2012-07-17 Steven Geinitz , Reinhard Furrer , Stephan R. Sain

In this paper linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability…

Methodology · Statistics 2015-06-03 Koby Todros , Alfred O. Hero
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