Related papers: Intrinsic dimension and its application to associa…
We present an algorithm (CoDeFi) which overcomes the curse of dimensionality (CoD) in scientific computations and, especially, in mathematical finance (Fi). Our method applies a broad class of partial differential equations such as…
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…
The advent of modern technology, permitting the measurement of thousands of characteristics simultaneously, has given rise to floods of data characterized by many large or even huge datasets. This new paradigm presents extraordinary…
In many modern data sets, High dimension low sample size (HDLSS) data is prevalent in many fields of studies. There has been an increased focus recently on using machine learning and statistical methods to mine valuable information out of…
This thesis deals with the nonparametric estimation of density f of the regression error term E of the model Y=m(X)+E, assuming its independence with the covariate X. The difficulty linked to this study is the fact that the regression error…
The curse of dimensionality causes the well-known and widely discussed problems for machine learning methods. There is a hypothesis that using of the Manhattan distance and even fractional quasinorms lp (for p less than 1) can help to…
MR fingerprinting (MRF) is a rapid growing approach for fast quantitave MRI. A typical drawback of dictionary-based MRF is its explosion in size as a function of the number of reconstructed parameters, according to the curse of…
Statistical learning in high-dimensional spaces is challenging without a strong underlying data structure. Recent advances with foundational models suggest that text and image data contain such hidden structures, which help mitigate the…
It has been widely realized that Monte Carlo methods (approximation via a sample ensemble) may fail in large scale systems. This work offers some theoretical insight into this phenomenon in the context of the particle filter. We demonstrate…
Using i.i.d. data to estimate a high-dimensional distribution in Wasserstein distance is a fundamental instance of the curse of dimensionality. We explore how structural knowledge about the data-generating process which gives rise to the…
Partial differential equations (PDEs) are a fundamental tool in the modeling of many real world phenomena. In a number of such real world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are…
Training with an emphasis on "hard-to-learn" components of the data has been proven as an effective method to improve the generalization of machine learning models, especially in the settings where robustness (e.g., generalization across…
It is generally assumed that the brain uses something akin to sparse distributed representations. These representations, however, are high-dimensional and consequently they affect classification performance of traditional Machine Learning…
Dynamic Programming (DP) suffers from the well-known ``curse of dimensionality'', further exacerbated by the need to compute expectations over process noise in stochastic models. This paper presents a Monte Carlo-based sampling approach for…
This paper addresses the problem of mapping high-dimensional data to a low-dimensional space, in the presence of other known features. This problem is ubiquitous in science and engineering as there are often controllable/measurable features…
Datasets such as images, text, or movies are embedded in high-dimensional spaces. However, in important cases such as images of objects, the statistical structure in the data constrains samples to a manifold of dramatically lower…
Motion planning and control problems are embedded and essential in almost all robotics applications. These problems are often formulated as stochastic optimal control problems and solved using dynamic programming algorithms. Unfortunately,…
It is a standard assumption that datasets in high dimension have an internal structure which means that they in fact lie on, or near, subsets of a lower dimension. In many instances it is important to understand the real dimension of the…
A common representation of a three dimensional object in computer applications, such as graphics and design, is in the form of a triangular mesh. In many instances, individual or groups of triangles in such representation need to satisfy…
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…