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The paper suggests a method of recovering missing values for sequences, including sequences with a multidimensional index, based on optimal approximation by processes featuring spectrum degeneracy. The problem is considered in the pathwise…
This study presents an unsupervised machine learning approach for optimizing Profit and Loss (PnL) in quantitative finance. Our algorithm, akin to an unsupervised variant of linear regression, maximizes the Sharpe Ratio of PnL generated…
Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…
This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…
The implementation of computational sensing strategies often faces calibration problems typically solved by means of multiple, accurately chosen training signals, an approach that can be resource-consuming and cumbersome. Conversely, blind…
In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…
We propose a supervised learning approach for predicting an underlying graph from a set of graph signals. Our approach is based on linear regression. In the linear regression model, we predict edge-weights of a graph as the output, given a…
In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…
This research enhances linear regression models by integrating a Kalman filter and analysing curve areas to minimize loss. The goal is to develop an optimal linear regression equation using stochastic gradient descent (SGD) for weight…
In this paper, we study a functional regression setting where the random response curve is unobserved, and only its dichotomized version observed at a sequence of correlated binary data is available. We propose a practical computational…
In this paper, we are concerned with the generalization performance of non-parametric estimation for pairwise learning. Most of the existing work requires the hypothesis space to be convex or a VC-class, and the loss to be convex. However,…
Minimization of the $L_\infty$ norm, which can be viewed as approximately solving the non-convex least median estimation problem, is a powerful method for outlier removal and hence robust regression. However, current techniques for solving…
In high-dimensional regression, we attempt to estimate a parameter vector $\beta_0\in\mathbb{R}^p$ from $n\lesssim p$ observations $\{(y_i,x_i)\}_{i\leq n}$ where $x_i\in\mathbb{R}^p$ is a vector of predictors and $y_i$ is a response…
Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data,…
Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…
Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…
Nonlinear regression analysis is a popular and important tool for scientists and engineers. In this article, we introduce theories and methods of nonlinear regression and its statistical inferences using the frequentist and Bayesian…
In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…
Multiple stochastic signals possess inherent statistical correlations, yet conventional sampling methods that process each channel independently result in data redundancy. To leverage this correlation for efficient sampling, we model…
Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…