Related papers: Cross-validation based Nonlinear Shrinkage
The R package CVEK introduces a suite of flexible machine learning models and robust hypothesis tests for learning the joint nonlinear effects of multiple covariates in limited samples. It implements the Cross-validated Ensemble of Kernels…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
Algorithmic image-based diagnosis and prognosis of neurodegenerative diseases on longitudinal data has drawn great interest from computer vision researchers. The current state-of-the-art models for many image classification tasks are based…
This article studies a Newton-like method already used by several authors but which has not been thouroughly studied yet. We call it the robust-variance scoring (RVS) algorithm because the main version of the algorithm that we consider…
Neural networks, especially convolutional neural networks (CNN), are one of the most common tools these days used in computer vision. Most of these networks work with real-valued data using real-valued features. Complex-valued convolutional…
Convolutional Neural Networks (CNNs) have been successfully applied to many computer vision tasks, such as image classification. By performing linear combinations and element-wise nonlinear operations, these networks can be thought of as…
Analyzing large samples of high-dimensional data under dependence is a challenging statistical problem as long time series may have change points, most importantly in the mean and the marginal covariances, for which one needs valid tests.…
Convolutional layers have long served as the primary workhorse for image classification. Recently, an alternative to convolution was proposed using the Sharpened Cosine Similarity (SCS), which in theory may serve as a better feature…
Features play a crucial role in computer vision. Initially designed to detect salient elements by means of handcrafted algorithms, features are now often learned by different layers in Convolutional Neural Networks (CNNs). This paper…
Modern data analysis and statistical learning are marked by complex data structures and black-box algorithms. Data complexity stems from technologies such as imaging, remote sensing, wearable devices, and genomic sequencing. At the same…
Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…
Complex-valued neural networks (CVNNs) are nonlinear filters used in the digital signal processing of complex-domain data. Compared with real-valued neural networks~(RVNNs), CVNNs can directly handle complex-valued input and output signals…
Support vector machines (SVM) can classify data sets along highly non-linear decision boundaries because of the kernel-trick. This expressiveness comes at a price: During test-time, the SVM classifier needs to compute the kernel…
Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…
The sampling efficiency of MCMC methods in Bayesian inference for stochastic volatility (SV) models is known to highly depend on the actual parameter values, and the effectiveness of samplers based on different parameterizations varies…
We develop a class of data-adaptive shrinkage estimators for high-dimensional covariance estimation in which the shrinkage target is a Reynolds projection of the sample covariance under a finite symmetry group selected from a candidate…
We compute asymptotic non-linear shrinkage formulas for covariance and precision matrix estimators for weighted sample covariances, and the joint sample-population eigenvector overlap distribution, in the spirit of Ledoit and P\'ech\'e. We…
The rapid development of Convolutional Neural Networks (CNNs) in recent years has triggered significant breakthroughs in many machine learning (ML) applications. The ability to understand and compare various CNN models available is thus…
In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…
Nested Cavity Classifier (NCC) is a classification rule that pursues partitioning the feature space, in parallel coordinates, into convex hulls to build decision regions. It is claimed in some literatures that this geometric-based…