Related papers: Relationship-aware Multivariate Sampling Strategy …
We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…
In comparative studies, such as in causal inference and clinical trials, balancing important covariates is often one of the most important concerns for both efficient and credible comparison. However, chance imbalance still exists in many…
Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…
Combining multi-site data can strengthen and uncover trends, but is a task that is marred by the influence of site-specific covariates that can bias the data and therefore any downstream analyses. Post-hoc multi-site correction methods…
We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…
Random sampling has become a critical tool in solving massive matrix problems. For linear regression, a small, manageable set of data rows can be randomly selected to approximate a tall, skinny data matrix, improving processing time…
There is a growing need for flexible general frameworks that integrate individual-level data with external summary information for improved statistical inference. External information relevant for a risk prediction model may come in…
Class imbalance in real-world data poses a common bottleneck for machine learning tasks, since achieving good generalization on under-represented examples is often challenging. Mitigation strategies, such as under or oversampling the data…
Multiple time scale stochastic dynamical systems are ubiquitous in science and engineering, and the reduction of such systems and their models to only their slow components is often essential for scientific computation and further analysis.…
The multi-robot adaptive sampling problem aims at finding trajectories for a team of robots to efficiently sample the phenomenon of interest within a given endurance budget of the robots. In this paper, we propose a robust and scalable…
In many settings, robust data analysis involves computational methods for uncertainty quantification and statistical inference. To design frequentist studies that leverage robust analysis methods, suitable sample sizes to achieve desired…
Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single…
The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…
Variable selection for high-dimensional, highly correlated data has long been a challenging problem, often yielding unstable and unreliable models. We propose a resample-aggregate framework that exploits diffusion models' ability to…
As data sets continue to grow in size and complexity, effective and efficient techniques are needed to target important features in the variable space. Many of the variable selection techniques that are commonly used alongside clustering…
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…
A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…
For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…
The goal of subsampling is to select an informative subset of all observations, when using the full data for statistical analysis is not viable. We construct locally $ D $-optimal subsampling designs under a Poisson regression model with a…
To minimize data movement, state-of-the-art parallel sorting algorithms use techniques based on sampling and histogramming to partition keys prior to redistribution. Sampling enables partitioning to be done using a representative subset of…