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This paper studies the problem of multivariate linear regression where a portion of the observations is grossly corrupted or is missing, and the magnitudes and locations of such occurrences are unknown in priori. To deal with this problem,…

Machine Learning · Statistics 2017-01-12 Xiaowei Zhang , Chi Xu , Yu Zhang , Tingshao Zhu , Li Cheng

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

Methodology · Statistics 2021-12-09 Aaron J. Molstad , Guangwei Weng , Charles R. Doss , Adam J. Rothman

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

Machine Learning · Statistics 2022-05-17 Hsin-Hsiung Huang , Feng Yu , Xing Fan , Teng Zhang

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…

Machine Learning · Statistics 2017-06-06 Han Liu , Lie Wang , Tuo Zhao

Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…

Machine Learning · Computer Science 2020-10-29 Peng Cui , Wenbo Hu , Jun Zhu

Multivariate linear regression is a fundamental statistical task, but classical estimators such as ordinary least squares are highly sensitive to outliers. These may occur as casewise outliers that affect entire observations, or as outlying…

Methodology · Statistics 2026-05-11 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

This paper introduces an efficient multi-linear nonparametric (kernel-based) approximation framework for data regression and imputation, and its application to dynamic magnetic-resonance imaging (dMRI). Data features are assumed to reside…

Signal Processing · Electrical Eng. & Systems 2023-04-07 Duc Thien Nguyen , Konstantinos Slavakis

We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…

Machine Learning · Computer Science 2021-02-12 Yujia Xie , Yixiu Mao , Simiao Zuo , Hongteng Xu , Xiaojing Ye , Tuo Zhao , Hongyuan Zha

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

We propose an extrinsic regression framework for modeling data with manifold valued responses and Euclidean predictors. Regression with manifold responses has wide applications in shape analysis, neuroscience, medical imaging and many other…

Statistics Theory · Mathematics 2015-08-11 Lizhen Lin , Brian St. Thomas , Hongtu Zhu , David B. Dunson

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi
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