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Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

Mathematical Finance · Quantitative Finance 2025-08-22 Ahmet Umur Özsoy

We extend our study of Motion Planning via Manifold Samples (MMS), a general algorithmic framework that combines geometric methods for the exact and complete analysis of low-dimensional configuration spaces with sampling-based approaches…

Robotics · Computer Science 2015-09-17 Oren Salzman , Michael Hemmer , Dan Halperin

Quantification of the number of variables needed to locally explain complex data is often the first step to better understanding it. Existing techniques from intrinsic dimension estimation leverage statistical models to glean this…

Machine Learning · Computer Science 2023-12-13 Eric Yeats , Cameron Darwin , Frank Liu , Hai Li

Hierarchical inference in (generalized) regression problems is powerful for finding significant groups or even single covariates, especially in high-dimensional settings where identifiability of the entire regression parameter vector may be…

Methodology · Statistics 2021-10-22 Claude Renaux , Peter Bühlmann

In the manifold learning problem one seeks to discover a smooth low dimensional surface, i.e., a manifold embedded in a higher dimensional linear vector space, based on a set of measured sample points on the surface. In this paper we…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Jose Costa , Alfred Hero

With the emergence of dynamic multiplex networks, corresponding to graphs where multiple types of edges evolve over time, a key inferential task is to determine whether the layers associated with different edge types differ in their…

Methodology · Statistics 2025-12-04 Maximilian Baum , Francesco Sanna Passino , Axel Gandy

It is known that statistical model selection as well as identification of dynamical equations from available data are both very challenging tasks. Physical systems behave according to their underlying dynamical equations which, in turn, can…

Mathematical Physics · Physics 2017-10-11 Sean Alan Ali , Carlo Cafaro

Difficulties in replication and reproducibility of empirical evidences in machine learning research have become a prominent topic in recent years. Ensuring that machine learning research results are sound and reliable requires…

Machine Learning · Computer Science 2024-03-20 Tobias Hille , Maximilian Stubbemann , Tom Hanika

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

This paper introduces an efficient multi-linear nonparametric (kernel-based) approximation framework for data regression and imputation, and its application to dynamic magnetic-resonance imaging (dMRI). Data features are assumed to reside…

Signal Processing · Electrical Eng. & Systems 2023-04-07 Duc Thien Nguyen , Konstantinos Slavakis

In this paper, we describe the hyper-parameter search problem in the field of machine learning and present a heuristic approach in an attempt to tackle it. In most learning algorithms, a set of hyper-parameters must be determined before…

Machine Learning · Computer Science 2020-01-14 Wei Hao Khoong

Optimization methods play a central role in signal processing, serving as the mathematical foundation for inference, estimation, and control. While classical iterative optimization algorithms provide interpretability and theoretical…

Machine Learning · Computer Science 2026-04-01 Nir Shlezinger , Santiago Segarra , Yi Zhang , Dvir Avrahami , Zohar Davidov , Tirza Routtenberg , Yonina C. Eldar

Deep learning models have proven to be highly successful. Yet, their over-parameterization gives rise to model multiplicity, a phenomenon in which multiple models achieve similar performance but exhibit distinct underlying behaviours. This…

Machine Learning · Computer Science 2023-11-28 Prakhar Ganesh

Biological processes involve a variety of spatial and temporal scales. A holistic understanding of many biological processes therefore requires multi-scale models which capture the relevant properties on all these scales. In this manuscript…

Molecular Networks · Quantitative Biology 2015-06-23 Jan Hasenauer , Nick Jagiella , Sabrina Hross , Fabian J. Theis

In this paper, we present a method of embedding physics data manifolds with metric structure into lower dimensional spaces with simpler metrics, such as Euclidean and Hyperbolic spaces. We then demonstrate that it can be a powerful step in…

High Energy Physics - Phenomenology · Physics 2023-08-02 Sang Eon Park , Philip Harris , Bryan Ostdiek

Applying machine learning (ML) on multivariate time series data has growing popularity in many application domains, including in computer system management. For example, recent high performance computing (HPC) research proposes a variety of…

Machine Learning · Computer Science 2021-08-20 Emre Ates , Burak Aksar , Vitus J. Leung , Ayse K. Coskun

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

Machine Learning · Statistics 2021-01-14 Wenjing Liao , Mauro Maggioni , Stefano Vigogna

In this paper, I outline several conceptual and methodological issues related to modeling individual and group processes embedded in clustered/hierarchical data structures. We position multilevel modeling techniques within a broader set of…

Methodology · Statistics 2022-12-29 Amira Ibrahim El-Desokey

In the present work we have selected a collection of statistical and mathematical tools useful for the exploration of multivariate data and we present them in a form that is meant to be particularly accessible to a classically trained…

Statistics Theory · Mathematics 2010-09-01 Magnus Fontes

Statistical analysis of multimodal imaging data is a challenging task, since the data involves high-dimensionality, strong spatial correlations and complex data structures. In this paper, we propose rigorous statistical testing procedures…

Methodology · Statistics 2023-03-08 Jinyuan Chang , Jing He , Jian Kang , Mingcong Wu