Related papers: Selective Inference for Latent Block Models
The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
In drug discovery, highly automated high-throughput laboratories are used to screen a large number of compounds in search of effective drugs. These experiments are expensive, so one might hope to reduce their cost by only experimenting on a…
Community detection is a fundamental unsupervised learning problem for unlabeled networks which has a broad range of applications. Many community detection algorithms assume that the number of clusters $r$ is known apriori. In this paper,…
We propose a low-rank transformation-learning framework to robustify subspace clustering. Many high-dimensional data, such as face images and motion sequences, lie in a union of low-dimensional subspaces. The subspace clustering problem has…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…
This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…
Discovering and characterizing the large-scale topological features in empirical networks are crucial steps in understanding how complex systems function. However, most existing methods used to obtain the modular structure of networks…
In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…
Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…
Mixture models are often used to identify meaningful subpopulations (i.e., clusters) in observed data such that the subpopulations have a real-world interpretation (e.g., as cell types). However, when used for subpopulation discovery,…
This paper provides a user's guide to the general theory of approximate randomization tests developed in Canay, Romano, and Shaikh (2017) when specialized to linear regressions with clustered data. An important feature of the methodology is…
In this paper, a supervised clustering based-heuristic is proposed for the real-time implementation of approximate solutions to stochastic nonlinear model predictive control frameworks. The key idea is to update on-line a low cardinality…
We consider the task of simultaneous clustering of the two node sets involved in a bipartite network. The approach we adopt is based on use of the exact integrated complete likelihood for the latent block model. Using this allows one to…
Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…
With ever-increasing available data, predicting individuals' preferences and helping them locate the most relevant information has become a pressing need. Understanding and predicting preferences is also important from a fundamental point…
We provide a general mathematical framework for selective inference with supervised model selection procedures characterized by quadratic forms in the outcome variable. Forward stepwise with groups of variables is an important special case…
Mean-field variational inference (MFVI) has been widely applied in large scale Bayesian inference. However MFVI, which assumes a product distribution on the latent variables, often leads to objective functions with many local optima, making…
This paper studies the covariance matrix estimation for high-dimensional time series within a new framework that combines low-rank factor and latent variable-specific cluster structures. The popular methods based on assuming the sparse…
Multi-task learning is frequently used to model a set of related response variables from the same set of features, improving predictive performance and modeling accuracy relative to methods that handle each response variable separately.…