English
Related papers

Related papers: Multivariate Regression with Gross Errors on Manif…

200 papers

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

We present a robust framework to perform linear regression with missing entries in the features. By considering an elliptical data distribution, and specifically a multivariate normal model, we are able to conditionally formulate a…

Machine Learning · Computer Science 2022-11-10 Alireza Aghasi , MohammadJavad Feizollahi , Saeed Ghadimi

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

We consider the problem of variable selection in Bayesian multivariate linear regression models, involving multiple response and predictor variables, under multivariate normal errors. In the absence of a known covariance structure,…

Methodology · Statistics 2025-07-25 Joyee Ghosh , Xun Li

This paper focuses on efficient computational approaches to compute approximate solutions of a linear inverse problem that is contaminated with mixed Poisson--Gaussian noise, and when there are additional outliers in the measured data. The…

Numerical Analysis · Mathematics 2018-01-22 Marie Kubínová , James G. Nagy

We propose practical deep Gaussian process models on Riemannian manifolds, similar in spirit to residual neural networks. With manifold-to-manifold hidden layers and an arbitrary last layer, they can model manifold- and scalar-valued…

Machine Learning · Statistics 2025-03-03 Kacper Wyrwal , Andreas Krause , Viacheslav Borovitskiy

We introduce a novel diffusion-based spectral algorithm to tackle regression analysis on high-dimensional data, particularly data embedded within lower-dimensional manifolds. Traditional spectral algorithms often fall short in such…

Machine Learning · Statistics 2024-10-21 Weichun Xia , Jiaxin Jiang , Lei Shi

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

Methodology · Statistics 2020-06-15 Georges Bresson , Anoop Chaturvedi , Mohammad Arshad Rahman , Shalabh

We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance,…

Methodology · Statistics 2019-10-08 Pengqi Liu , Lucy Gao , Julie Zhou

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian…

Methodology · Statistics 2023-02-03 Mohammad W. Hattab , David Ruppert

With the introduction of data protection and privacy regulations, it has become crucial to remove the lineage of data on demand from a machine learning (ML) model. In the last few years, there have been notable developments in machine…

Machine Learning · Computer Science 2023-06-01 Ayush K Tarun , Vikram S Chundawat , Murari Mandal , Mohan Kankanhalli

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

In this review article we consider linear regression analysis from a geometric perspective, looking at standard methods and outputs in terms of the lengths of the relevant vectors and the angles between these vectors. We show that standard…

Methodology · Statistics 2021-09-20 Ben O'Neill

This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Methodology · Statistics 2019-12-13 Anthony Christidis , Ruben Zamar , Laks V. S. Lakshmanan , Ezequiel Smucler

This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where both the response and covariates are themselves block maxima, and thus…

Statistics Theory · Mathematics 2021-07-30 Miguel de Carvalho , Gonçalo dos Reis , Alina Kumukova

Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…

Methodology · Statistics 2025-04-08 Ana Pérez-González , Tomás R. Cotos-Yáñez , Rosa M. Crujeiras

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana