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Given a reference model that includes all the available variables, projection predictive inference replaces its posterior with a constrained projection including only a subset of all variables. We extend projection predictive inference to…

Computation · Statistics 2021-09-13 Alejandro Catalina , Paul Bürkner , Aki Vehtari

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

Optimization and Control · Mathematics 2023-12-05 Vladimir Norkin

Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…

Machine Learning · Computer Science 2017-10-10 Mahmoud Nabil

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang

In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…

Optimization and Control · Mathematics 2019-11-12 Aviv Gibali , Karl-Heinz Küfer , Daniel Reem , Philipp Süss

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

In this article, we extend predictor envelope models to settings with multivariate outcomes and multiple, functional predictors. We propose a two-step estimation strategy, which first projects the function onto a finite-dimensional…

Methodology · Statistics 2025-05-22 Minxuan Wu , Joseph Antonelli , Zhihua Su

A powerful and flexible approach to structured prediction consists in embedding the structured objects to be predicted into a feature space of possibly infinite dimension by means of output kernels, and then, solving a regression problem in…

Machine Learning · Statistics 2020-11-03 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

We describe and analyze algorithms for shape-constrained symbolic regression, which allows the inclusion of prior knowledge about the shape of the regression function. This is relevant in many areas of engineering -- in particular whenever…

Neural and Evolutionary Computing · Computer Science 2021-07-21 Christian Haider , Fabricio Olivetti de França , Bogdan Burlacu , Gabriel Kronberger

Dimensionality reduction methods, also known as projections, are frequently used for exploring multidimensional data in machine learning, data science, and information visualization. Among these, t-SNE and its variants have become very…

Machine Learning · Computer Science 2019-02-22 Mateus Espadoto , Nina S. T. Hirata , Alexandru C. Telea

We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…

Methodology · Statistics 2025-12-30 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

Optimization in engineering requires appropriate models. In this article, a regression method for enhancing the predictive power of a model by exploiting expert knowledge in the form of shape constraints, or more specifically, monotonicity…

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…

Optimization and Control · Mathematics 2009-12-23 Y. Censor , W. Chen , P. L. Combettes , R. Davidi , G. T. Herman

Propensity score weighting is widely used to improve the representativeness and correct the selection bias in the voluntary sample. The propensity score is often developed using a model for the sampling probability, which can be subject to…

Methodology · Statistics 2022-07-20 Hengfang Wang , Jae Kwang Kim

To be feasible for computationally intensive applications such as parametric studies, optimization and control design, large-scale finite element analysis requires model order reduction. This is particularly true in nonlinear settings that…

Computational Physics · Physics 2015-05-22 Maciej Balajewicz , David Amsallem , Charbel Farhat

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Methodology · Statistics 2025-05-13 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

We herein propose a new robust estimation method based on random projections that is adaptive and, automatically produces a robust estimate, while enabling easy computations for high or infinite dimensional data. Under some restricted…

Methodology · Statistics 2023-12-29 Ricardo Fraiman , Marcela Svarc

We describe a new data collection scheme for optical diffusion tomography in which plane wave illumination is combined with multiple projections in the slab imaging geometry. Multiple projection measurements are performed by rotating the…

Medical Physics · Physics 2007-05-23 Vadim A. Markel , John C. Schotland

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma