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Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time…

Methodology · Statistics 2016-01-29 Holger Dette , Kirsten Schorning , Maria Konstantinou

The main idea of canonical correlation analysis (CCA) is to map different views onto a common latent space with maximum correlation. We propose a deep interpretable variational canonical correlation analysis (DICCA) for multi-view learning.…

Machine Learning · Statistics 2022-03-03 Lin Qiu , Lynn Lin , Vernon M. Chinchilli

Testing independence among a number of (ultra) high-dimensional random samples is a fundamental and challenging problem. By arranging $n$ identically distributed $p$-dimensional random vectors into a $p \times n$ data matrix, we investigate…

Statistics Theory · Mathematics 2017-03-28 Xi Chen , Weidong Liu

Multimodal AI systems are evaluated by downstream task accuracy, but high accuracy does not mean the underlying data is coherent. A model can score well on Visual Question Answering (VQA) while its inputs contradict each other. We introduce…

Computer Vision and Pattern Recognition · Computer Science 2026-04-16 Vasundra Srinivasan

Investigating the relationships between two sets of variables helps to understand their interactions and can be done with canonical correlation analysis (CCA). However, the correlation between the two sets can sometimes depend on a third…

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

Methodology · Statistics 2023-06-13 Sunpeng Duan , Guo Yu , Juntao Duan , Yuedong Wang

Music Structure Analysis (MSA) consists in segmenting a music piece in several distinct sections. We approach MSA within a compression framework, under the hypothesis that the structure is more easily revealed by a simplified representation…

Sound · Computer Science 2022-04-18 Axel Marmoret , Jérémy E. Cohen , Frédéric Bimbot

We consider the problem of identifying the signal shared between two one-dimensional target variables, in the presence of additional multivariate observations. Canonical Correlation Analysis (CCA)-based methods have traditionally been used…

Machine Learning · Computer Science 2023-06-28 Alexander Rakowski , Christoph Lippert

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

Robust principal component analysis (RPCA) is a critical tool in modern machine learning, which detects outliers in the task of low-rank matrix reconstruction. In this paper, we propose a scalable and learnable non-convex approach for…

Machine Learning · Computer Science 2023-02-28 HanQin Cai , Jialin Liu , Wotao Yin

Accounting for dependence among high-dimensional variables in omics data analysis is critical to obtain accurate and reliable statistical inference. Although latent, omics variables often exhibit structured correlation/co-expression…

Methodology · Statistics 2025-10-16 Hwiyoung Lee , Yezhi Pan , Shuo Chen

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

This paper proposes different methods to consistently detect multiple breaks in copula-based dependence measures, mainly focusing on Spearman's $\rho$. The leading model is a factor copula model due to its usefulness for analyzing data in…

Methodology · Statistics 2022-06-13 Marvin Borsch , Alexander Mayer , Dominik Wied

Connected component analysis (CCA) has been heavily used to label binary images and classify segments. However, it has not been well-exploited to segment multi-valued natural images. This work proposes a novel multi-value segmentation…

Computer Vision and Pattern Recognition · Computer Science 2014-02-12 Dibyendu Mukherjee

We consider shared response modeling, a multi-view learning problem where one wants to identify common components from multiple datasets or views. We introduce Shared Independent Component Analysis (ShICA) that models each view as a linear…

Machine Learning · Computer Science 2021-10-27 Hugo Richard , Pierre Ablin , Bertrand Thirion , Alexandre Gramfort , Aapo Hyvärinen

Principal component analysis (PCA) is a widely used dimension reduction tool in the analysis of many kind of high-dimensional data. It is used in signal processing, mechanical engineering, psychometrics, and other fields under different…

Methodology · Statistics 2014-01-15 Ngoc Mai Tran , Maria Osipenko , Wolfgang Karl Haerdle

Among many current data processing systems, the objectives are often not the reproduction of data, but to compute some answers based on the data resulting from queries. The similarity identification task is to identify the items in a…

Signal Processing · Electrical Eng. & Systems 2020-01-23 Hanwei Wu , Qiwen Wang , Markus Flierl

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Statistics Theory · Mathematics 2014-06-25 Olivier Ledoit , Michael Wolf

Independent component analysis (ICA) is popular in many applications, including cognitive neuroscience and signal processing. Due to computational constraints, principal component analysis is used for dimension reduction prior to ICA…

Methodology · Statistics 2017-10-03 Benjamin B. Risk , David S. Matteson , David Ruppert
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