Related papers: Extrema-weighted feature extraction for functional…
Diffusion models have achieved remarkable results in image generation, and have similarly been used to learn high-performing policies in sequential decision-making tasks. Decision-making diffusion models can be trained on lower-quality…
Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…
High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…
Functional data is a powerful tool for capturing and analyzing complex patterns and relationships in a variety of fields, allowing for more precise modeling, visualization, and decision-making. For example, in healthcare, functional data…
Estimating causal effects from observational data is challenging due to selection bias, which leads to imbalanced covariate distributions across treatment groups. Propensity score-based weighting methods are widely used to address this…
Unsupervised feature extraction algorithms form one of the most important building blocks in machine learning systems. These algorithms are often adapted to the event-based domain to perform online learning in neuromorphic hardware.…
We give an overview of several aspects arising in the statistical analysis of extreme risks with actuarial applications in view. In particular it is demonstrated that empirical process theory is a very powerful tool, both for the asymptotic…
Persistence diagrams are efficient descriptors of the topology of a point cloud. As they do not naturally belong to a Hilbert space, standard statistical methods cannot be directly applied to them. Instead, feature maps (or representations)…
We introduce a lightweight and accurate architecture for resource-efficient visual correspondence. Our method, dubbed XFeat (Accelerated Features), revisits fundamental design choices in convolutional neural networks for detecting,…
Identifying defect patterns in a wafer map during manufacturing is crucial to find the root cause of the underlying issue and provides valuable insights on improving yield in the foundry. Currently used methods use deep neural networks to…
Fast Function Extraction (FFX) is a deterministic algorithm for solving symbolic regression problems. We improve the accuracy of FFX by adding parameters to the arguments of nonlinear functions. Instead of only optimizing linear parameters,…
Exceedance refers to instances where a dynamic process surpasses given thresholds, e.g., the occurrence of a heat wave. We propose a novel exceedance framework for functional data, where each observed random trajectory is transformed into…
Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…
The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…
Feature selection is a widely used dimension reduction technique to select feature subsets because of its interpretability. Many methods have been proposed and achieved good results, in which the relationships between adjacent data points…
Polycrystalline metal failure often begins with stress concentration at grain boundaries. Identifying which microstructural features trigger these events is important but challenging because these extreme damage events are rare and the…
A ubiquitous feature of data of our era is their extra-large sizes and dimensions. Analyzing such high-dimensional data poses significant challenges, since the feature dimension is often much larger than the sample size. This thesis…
In this paper, we propose a new deep feature selection method based on deep architecture. Our method uses stacked auto-encoders for feature representation in higher-level abstraction. We developed and applied a novel feature learning…
A classification technique incorporating a novel feature derivation method is proposed for predicting failure of a system or device with multivariate time series sensor data. We treat the multivariate time series sensor data as images for…
We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…