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Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…

Numerical Analysis · Mathematics 2024-12-20 Longhao Yuan , Chao Li , Jianting Cao , Qibin Zhao

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

Feature selection and feature transformation, the two main ways to reduce dimensionality, are often presented separately. In this paper, a feature selection method is proposed by combining the popular transformation based dimensionality…

Machine Learning · Computer Science 2015-04-22 Hong Tao , Chenping Hou , Feiping Nie , Yuanyuan Jiao , Dongyun Yi

Reduced-rank linear discriminant analysis (RRLDA) is a foundational method of dimension reduction for classification that has been useful in a wide range of applications. The goal is to identify an optimal subspace to project the…

Computation · Statistics 2026-02-12 Jocelyn T. Chi

This work proposes a novel tensor train random projection (TTRP) method for dimension reduction, where pairwise distances can be approximately preserved. Our TTRP is systematically constructed through a tensor train (TT) representation with…

Machine Learning · Statistics 2021-10-22 Yani Feng , Kejun Tang , Lianxing He , Pingqiang Zhou , Qifeng Liao

This paper presents two novel algorithms for approximately projecting symmetric matrices onto the Positive Semidefinite (PSD) cone using Randomized Numerical Linear Algebra (RNLA). Classical PSD projection methods rely on full-rank…

Optimization and Control · Mathematics 2024-10-28 Morgan Jones , James Anderson

We consider the problem of computationally-efficient prediction with high dimensional and highly correlated predictors when accurate variable selection is effectively impossible. Direct application of penalization or Bayesian methods…

Statistics Theory · Mathematics 2019-09-12 Minerva Mukhopadhyay , David B. Dunson

In our "big data" age, the size and complexity of data is steadily increasing. Methods for dimension reduction are ever more popular and useful. Two distinct types of dimension reduction are "data-oblivious" methods such as random…

Statistics Theory · Mathematics 2021-03-30 Fan Yang , Sifan Liu , Edgar Dobriban , David P. Woodruff

The method of random projection (RP) is the standard technique in machine learning and many other areas, for dimensionality reduction, approximate near neighbor search, compressed sensing, etc. Basically, RP provides a simple and effective…

Machine Learning · Statistics 2021-02-26 Xiaoyun Li , Ping Li

The robustification of pattern recognition techniques has been the subject of intense research in recent years. Despite the multiplicity of papers on the subject, very few articles have deeply explored the topic of robust classification in…

Applications · Statistics 2015-01-06 Necla Gunduz , Ernest Fokoue

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Statistics Theory · Mathematics 2017-01-20 Gian-Andrea Thanei , Christina Heinze , Nicolai Meinshausen

Information theoretical measures, such as entropy, mutual information, and various divergences, exhibit robust characteristics in image registration applications. However, the estimation of these quantities is computationally intensive in…

Information Theory · Computer Science 2012-10-03 Zoltan Szabo , Andras Lorincz

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

This paper discusses the critical decision process of extracting or selecting the features in a supervised learning context. It is often confusing to find a suitable method to reduce dimensionality. There are pros and cons to deciding…

Machine Learning · Computer Science 2022-06-22 Jean-Sébastien Dessureault , Daniel Massicotte

In order to process efficiently ever-higher dimensional data such as images, sentences, or audio recordings, one needs to find a proper way to reduce the dimensionality of such data. In this regard, SVD-based methods including PCA and…

Machine Learning · Computer Science 2021-03-09 Quentin Fournier , Daniel Aloise

Dimensionality reduction is a fundamental technique in machine learning and data analysis, enabling efficient representation and visualization of high-dimensional data. This paper explores five key methods: Principal Component Analysis…

Other Statistics · Statistics 2025-02-19 Yuan-chin Ivan Chang

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

Applications · Statistics 2019-04-23 Mohammad Nabhan , Yajun Mei , Jianjun Shi

In this paper, a novel technique named random subspace two-dimensional LDA (RS-2DLDA) is developed for face recognition. This approach offers a number of improvements over the random subspace two-dimensional PCA (RS2DPCA) framework…

Computer Vision and Pattern Recognition · Computer Science 2017-11-03 Garrett Bingham

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

Methodology · Statistics 2021-04-10 G. Durif , L. Modolo , J. Michaelsson , J. E. Mold , S. Lambert-Lacroix , F. Picard