Related papers: Covariate-Adjusted Tensor Classification in High-D…
Selection of covariates is crucial in the estimation of average treatment effects given observational data with high or even ultra-high dimensional pretreatment variables. Existing methods for this problem typically assume sparse linear…
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor factor models, where each dimension of the tensor diverges.…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
Utilizing covariate information has been a powerful approach to improve the efficiency and accuracy for causal inference, which support massive amount of randomized experiments run on data-driven enterprises. However, state-of-art…
We propose a modification of linear discriminant analysis, referred to as compressive regularized discriminant analysis (CRDA), for analysis of high-dimensional datasets. CRDA is specially designed for feature elimination purpose and can be…
Modern network data analysis often involves analyzing network structures alongside covariate features to gain deeper insights into underlying patterns. However, traditional covariate-assisted statistical network models may not adequately…
In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…
We develop estimation for potentially high-dimensional additive structural equation models. A key component of our approach is to decouple order search among the variables from feature or edge selection in a directed acyclic graph encoding…
Canonical correlation analysis (CCA) has proven an effective tool for two-view dimension reduction due to its profound theoretical foundation and success in practical applications. In respect of multi-view learning, however, it is limited…
This paper studies the prediction task of tensor-on-tensor regression in which both covariates and responses are multi-dimensional arrays (a.k.a., tensors) across time with arbitrary tensor order and data dimension. Existing methods either…
Social science research often hinges on the relationship between categorical variables and outcomes. We introduce CAVIAR, a novel method for embedding categorical variables that assume values in a high-dimensional ambient space but are…
Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…
We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…
This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models…
We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…
The paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations. High dimensionality of the data brings in many complications, such as (possibly…
This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be…
Supervised learning under measurement constraints is a common challenge in statistical and machine learning. In many applications, despite extensive design points, acquiring responses for all points is often impractical due to resource…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
The performance of text classification has improved tremendously using intelligently engineered neural-based models, especially those injecting categorical metadata as additional information, e.g., using user/product information for…