Related papers: Adaptive Discrete Smoothing for High-Dimensional a…
Unsupervised learning has gained prominence in the big data era, offering a means to extract valuable insights from unlabeled datasets. Deep clustering has emerged as an important unsupervised category, aiming to exploit the non-linear…
This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…
Diffusion models have emerged as a powerful class of generative models by learning to iteratively reverse the noising process. Their ability to generate high-quality samples has extended beyond high-dimensional image data to other complex…
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail to capture heterogeneous predictive structure, while naive…
We propose a simple and efficient clustering method for high-dimensional data with a large number of clusters. Our algorithm achieves high-performance by evaluating distances of datapoints with a subset of the cluster centres. Our…
In the rapidly evolving internet-of-things (IoT) ecosystem, effective data analysis techniques are crucial for handling distributed data generated by sensors. Addressing the limitations of existing methods, such as the sub-gradient…
Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging…
Data analysis in high-dimensional spaces aims at obtaining a synthetic description of a data set, revealing its main structure and its salient features. We here introduce an approach providing this description in the form of a topography of…
The computational burden and inherent redundancy of large-scale datasets challenge the training of contemporary machine learning models. Data pruning offers a solution by selecting smaller, informative subsets, yet existing methods…
In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…
We study the problem of multi-task non-smooth optimization that arises ubiquitously in statistical learning, decision-making and risk management. We develop a data fusion approach that adaptively leverages commonalities among a large number…
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…
We introduce a methodology for online estimation of smoothing expectations for a class of additive functionals, in the context of a rich family of diffusion processes (that may include jumps) -- observed at discrete-time instances. We…
This article introduces a general statistical modeling principle called "Density Sharpening" and applies it to the analysis of discrete count data. The underlying foundation is based on a new theory of nonparametric approximation and…
We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
Clustering functional data is a challenging task due to intrinsic infinite-dimensionality and the need for stable, data-adaptive partitioning. In this work, we propose a clustering framework based on Random Projections, which simultaneously…
Clustering algorithms are one of the main analytical methods to detect patterns in unlabeled data. Existing clustering methods typically treat samples in a dataset as points in a metric space and compute distances to group together similar…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
Clustering algorithms start with a fixed divergence, which captures the possibly asymmetric distance between a sample and a centroid. In the mixture model setting, the sample distribution plays the same role. When all attributes have the…