Related papers: Sliced Inverse Regression for Spatial Data
Logistic regression is a ubiquitous method for probabilistic classification. However, the effectiveness of logistic regression depends upon careful and relatively computationally expensive tuning, especially for the regularisation…
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…
The problem of prediction in functional linear regression is conventionally addressed by reducing dimension via the standard principal component basis. In this paper we show that an alternative basis chosen through weighted least-squares,…
In this paper, we proposes the construction methods of sliced space-filling design when the quantitative factors are mixture components. Leveraging the representative points framework for distribution and energy distance decomposition…
We propose a penalized least-squares method to fit the linear regression model with fitted values that are invariant to invertible linear transformations of the design matrix. This invariance is important, for example, when practitioners…
Distribution Regression (DR) on stochastic processes describes the learning task of regression on collections of time series. Path signatures, a technique prevalent in stochastic analysis, have been used to solve the DR problem. Recent…
Linear regression is perhaps one of the most popular statistical concepts, which permeates almost every scientific field of study. Due to the technical simplicity and wide applicability of linear regression, attention is almost always…
Many variants of the Wasserstein distance have been introduced to reduce its original computational burden. In particular the Sliced-Wasserstein distance (SW), which leverages one-dimensional projections for which a closed-form solution of…
Computing the similarity between two probability distributions is a recurring theme across control. We introduce a unified family of distances between the probability distributions of two random variables that is based on the discrepancy…
In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…
We present a geometric framework for regression on structured high-dimensional data that shifts the analysis from the ambient space to a geometric object capturing the data's intrinsic structure. The method addresses a fundamental challenge…
Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…
This paper presents a unified framework for sufficient dimension reduction (SDR) that generalizes several existing SDR techniques and offers new insights into the connection between inverse conditional moment independence and dimension…
In this paper, we introduce principal asymmetric least squares (PALS) as a unified framework for linear and nonlinear sufficient dimension reduction. Classical methods such as sliced inverse regression (Li, 1991) and principal support…
In this paper, I will introduce a new form of regression, that can adjust overfitting and underfitting through, "distance-based regression." Overfitting often results in finding false patterns causing inaccurate results, so by having a new…
With multiple iterations of updates, local statistical gradient descent (L-SGD) has been proven to be very effective in distributed machine learning schemes such as federated learning. In fact, many innovative works have shown that L-SGD…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
In this paper, we propose a Spatial Robust Mixture Regression model to investigate the relationship between a response variable and a set of explanatory variables over the spatial domain, assuming that the relationships may exhibit complex…
This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…