Related papers: Low rank spatial econometric models

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

The matrix exponential spatial models exhibit similarities to the conventional spatial autoregressive model in spatial econometrics but offer analytical, computational, and interpretive advantages. This paper provides a comprehensive review…

In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…

We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

Performance of regularized least-squares estimation in noisy compressed sensing is analyzed in the limit when the dimensions of the measurement matrix grow large. The sensing matrix is considered to be from a class of random ensembles that…

In the last two decades, the linear model of coregionalization (LMC) has been widely used to model multivariate spatial processes. However, it can be a challenging task to conduct likelihood-based inference for such models because of the…

This paper investigates statistical inference for noisy matrix completion in a semi-supervised model when auxiliary covariates are available. The model consists of two parts. One part is a low-rank matrix induced by unobserved latent…

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Sparse linear (or generalized linear) models combine a standard likelihood function with a sparse prior on the unknown coefficients. These priors can conveniently be expressed as a maximization over zero-mean Gaussians with different…

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

The efficient estimation of an approximate model order is very important for real applications with multi-dimensional data if the observed low-rank data is corrupted by additive noise. In this paper, we present a novel robust method for…

In large-scale systems, complex internal relationships are often present. Such interconnected systems can be effectively described by low rank stochastic processes. When identifying a predictive model of low rank processes from sampling…

This paper proposes a bivariate marginal likelihood specification of spatial econometrics models that simplifies the derivation of the log-likelihood and leads to a closed form expression for the estimation of the parameters. With respect…

Many computer vision problems can be posed as learning a low-dimensional subspace from high dimensional data. The low rank matrix factorization (LRMF) represents a commonly utilized subspace learning strategy. Most of the current LRMF…

Transformer models have achieved remarkable results in various natural language tasks, but they are often prohibitively large, requiring massive memories and computational resources. To reduce the size and complexity of these models, we…