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Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…

Statistics Theory · Mathematics 2024-12-09 Mathias Drton , Alexandros Grosdos , Irem Portakal , Nils Sturma

Kernel Bayesian inference is a principled approach to nonparametric inference in probabilistic graphical models, where probabilistic relationships between variables are learned from data in a nonparametric manner. Various algorithms of…

Machine Learning · Statistics 2019-04-18 Yu Nishiyama , Motonobu Kanagawa , Arthur Gretton , Kenji Fukumizu

We forecast a single time series using a high-dimensional set of predictors. When these predictors share common underlying dynamics, an approximate latent factor model provides a powerful characterization of their co-movements Bai(2003).…

Econometrics · Economics 2025-12-11 Rajveer Jat , Daanish Padha

In longitudinal study, it is common that response and covariate are not measured at the same time, which complicates the analysis to a large extent. In this paper, we take into account the estimation of generalized varying coefficient model…

Methodology · Statistics 2022-06-10 Rou Zhong , Chunming Zhang , Jingxiao Zhang

Combining information from various image features has become a standard technique in concept recognition tasks. However, the optimal way of fusing the resulting kernel functions is usually unknown in practical applications. Multiple kernel…

Computer Vision and Pattern Recognition · Computer Science 2012-11-26 Alexander Binder , Shinichi Nakajima , Marius Kloft , Christina Müller , Wojciech Samek , Ulf Brefeld , Klaus-Robert Müller , Motoaki Kawanabe

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Machine Learning · Statistics 2019-12-03 Namjoon Suh , Xiaoming Huo , Eric Heim , Lee Seversky

In this paper we propose a novel variable selection method for two-view settings, or for vector-valued supervised learning problems. Our framework is able to handle extremely large scale selection tasks, where number of data samples could…

Machine Learning · Computer Science 2023-07-06 Sandor Szedmak , Riikka Huusari , Tat Hong Duong Le , Juho Rousu

Causal representation learning aims at identifying high-level causal variables from perceptual data. Most methods assume that all latent causal variables are captured in the high-dimensional observations. We instead consider a partially…

Bayesian inference and kernel methods are well established in machine learning. The neural network Gaussian process in particular provides a concept to investigate neural networks in the limit of infinitely wide hidden layers by using…

Disordered Systems and Neural Networks · Physics 2023-11-10 Javed Lindner , David Dahmen , Michael Krämer , Moritz Helias

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

Kernel regression is a popular non-parametric fitting technique. It aims at learning a function which estimates the targets for test inputs as precise as possible. Generally, the function value for a test input is estimated by a weighted…

Machine Learning · Computer Science 2017-12-27 Rongqing Huang , Shiliang Sun

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under consideration. Such irrelevant features can, in certain cases,…

Statistics Theory · Mathematics 2025-07-28 Gianluca Finocchio , Tatyana Krivobokova

Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false…

Machine Learning · Statistics 2018-04-03 Feras Saad , Vikash Mansinghka

Multi-view data clustering attracts more attention than their single view counterparts due to the fact that leveraging multiple independent and complementary information from multi-view feature spaces outperforms the single one. Multi-view…

Computer Vision and Pattern Recognition · Computer Science 2017-12-08 Yang Wang , Lin Wu

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Machine Learning · Computer Science 2019-07-09 Frank Nussbaum , Joachim Giesen

We provide a methodology for learning sparse statistical models that use as features all possible multiplicative interactions among an underlying atomic set of features. While the resulting optimization problems are exponentially sized, our…

Machine Learning · Computer Science 2020-02-11 Hristo Paskov , Alex Paskov , Robert West

While balancing covariates between groups is central for observational causal inference, selecting which features to balance remains a challenging problem. Kernel balancing is a promising approach that first estimates a kernel that captures…

Methodology · Statistics 2025-12-15 Andy A. Shen , Eli Ben-Michael , Avi Feller , Luke Keele , Jared Murray

One of the central issues of several machine learning applications on real data is the choice of the input features. Ideally, the designer should select only the relevant, non-redundant features to preserve the complete information…

Machine Learning · Computer Science 2023-03-28 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

Bayesian Filtering for plan and activity recognition is challenging for scenarios that contain many observation equivalent entities (i.e. entities that produce the same observations). This is due to the combinatorial explosion in the number…

Artificial Intelligence · Computer Science 2017-08-15 Max Schröder , Stefan Lüdtke , Sebastian Bader , Frank Krüger , Thomas Kirste