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Integrating heterogeneous data sources and expert knowledge is essential for overcoming data scarcity and enhancing estimation accuracy. Two main frameworks naturally arise to perform the integration of these multiple sources: sequential…

Methodology · Statistics 2025-11-26 Mario Figueira , David Conesa , Antonio López-Quílez , Håvard Rue

Typical deep learning approaches to modeling high-dimensional data often result in complex models that do not easily reveal a new understanding of the data. Research in the deep learning field is very actively pursuing new methods to…

Machine Learning · Computer Science 2022-05-16 Charles Anderson , Jason Stock , David Anderson

Understanding the structure of real data is paramount in advancing modern deep-learning methodologies. Natural data such as images are believed to be composed of features organized in a hierarchical and combinatorial manner, which neural…

Machine Learning · Statistics 2024-12-25 Antonio Sclocchi , Alessandro Favero , Matthieu Wyart

There are many time series in the literature with high dimension yet limited sample sizes, such as macroeconomic variables, and it is almost impossible to obtain efficient estimation and accurate prediction by using the corresponding…

Methodology · Statistics 2025-10-30 Yuchang Lin , Qianqian Zhu , Guodong Li

Network inference is the process of learning the properties of complex networks from data. Besides using information about known links in the network, node attributes and other forms of network metadata can help to solve network inference…

Data Analysis, Statistics and Probability · Physics 2021-03-29 Oscar Fajardo-Fontiveros , Marta Sales-Pardo , Roger Guimera

Inverse problems arise in situations where data is available, but the underlying model is not. It can therefore be necessary to infer the parameters of the latter starting from the former. Statistical mechanics offers a toolbox of…

Statistical Mechanics · Physics 2025-07-04 Stefano Bae , Dario Bocchi , Luca Maria Del Bono , Luca Leuzzi

A general information equilibrium model in the case of ideal information transfer is defined and then used to derive the relationship between supply (information destination) and demand (information source) with the price as the detector of…

Economics · Quantitative Finance 2015-10-09 Jason Smith

Mutual information (MI) is one of the most general ways to measure relationships between random variables, but estimating this quantity for complex systems is challenging. Denoising diffusion models have recently set a new bar for density…

Machine Learning · Computer Science 2025-11-20 Longxuan Yu , Xing Shi , Xianghao Kong , Tong Jia , Greg Ver Steeg

Motivated by recent works on the high-dimensional logistic regression, we establish that the existence of the maximum likelihood estimate exhibits a phase transition for a wide range of generalized linear models with binary outcome and…

Statistics Theory · Mathematics 2020-12-18 Wenpin Tang , Yuting Ye

The performance of machine learning models relies heavily on the quality of input data, yet real-world applications often face significant data-related challenges. A common issue arises when curating training data or deploying models: two…

Machine Learning · Computer Science 2025-09-24 Varun Babbar , Zhicheng Guo , Cynthia Rudin

Identifying phase transitions and classifying phases of matter is central to understanding the properties and behavior of a broad range of material systems. In recent years, machine-learning (ML) techniques have been successfully applied to…

Disordered Systems and Neural Networks · Physics 2023-06-23 Julian Arnold , Frank Schäfer

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart

High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based…

Quantitative Methods · Quantitative Biology 2010-01-06 Viet-Anh Nguyen , Zdena Koukolikova-Nicola , Franco Bagnoli , Pietro Lio

How can we enable machines to make sense of the world, and become better at learning? To approach this goal, I believe viewing intelligence in terms of many integral aspects, and also a universal two-term tradeoff between task performance…

Machine Learning · Computer Science 2020-01-22 Tailin Wu

Different from a typical independent identically distributed (IID) element assumption, this paper studies the estimation of IID row random matrix for the generalized linear model constructed by a linear mixing space and a row-wise mapping…

Information Theory · Computer Science 2021-09-28 Qiuyun Zou , Hongwen Yang

The purpose of this paper is to propose methodologies for statistical inference of low-dimensional parameters with high-dimensional data. We focus on constructing confidence intervals for individual coefficients and linear combinations of…

Methodology · Statistics 2012-11-05 Cun-Hui Zhang , Stephanie S. Zhang

Consider a scenario in which an unknown signal is transformed by a known linear operator, and then the pointwise absolute value of the unknown output function is reported. This scenario appears in several applications, and the goal is to…

Information Theory · Computer Science 2014-03-10 Dustin G. Mixon

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

Diffusion bridge models have recently become a powerful tool in the field of generative modeling. In this work, we leverage their power to address another important problem in machine learning and information theory, the estimation of the…

Machine Learning · Computer Science 2026-03-02 Sergei Kholkin , Ivan Butakov , Evgeny Burnaev , Nikita Gushchin , Alexander Korotin