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Dimension reduction techniques for multivariate time series decompose the observed series into a few useful independent/orthogonal univariate components. We develop a spectral domain method for multivariate second-order stationary time…

Methodology · Statistics 2020-10-12 Raanju R. Sundararajan

Principal component analysis (PCA) is arguably the most widely used approach for large-dimensional factor analysis. While it is effective when the factors are sufficiently strong, it can be inconsistent when the factors are weak and/or the…

Methodology · Statistics 2025-08-22 Zhongyuan Lyu , Ming Yuan

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

Machine Learning · Statistics 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

The Vapnik-Chervonenkis (VC) dimension measures the complexity of a learning machine, and a low VC dimension leads to good generalization. The recently proposed Minimal Complexity Machine (MCM) learns a hyperplane classifier by minimizing…

Machine Learning · Computer Science 2015-01-13 Jayadeva , Sanjit Singh Batra , Siddarth Sabharwal

Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidates requires $O(n)$ evaluations of the gain function for an interval…

Methodology · Statistics 2024-11-22 Solt Kovács , Housen Li , Lorenz Haubner , Axel Munk , Peter Bühlmann

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Machine Learning · Statistics 2017-07-20 Julia Ling , Max Hutchinson , Erin Antono , Sean Paradiso , Bryce Meredig

In this paper, we study learning in probabilistic domains where the learner may receive incorrect labels but can improve the reliability of labels by repeatedly sampling them. In such a setting, one faces the problem of whether the fixed…

Machine Learning · Computer Science 2022-04-21 Timo Bertram , Johannes Fürnkranz , Martin Müller

Analyzing large volumes of high-dimensional data is an issue of fundamental importance in data science, molecular simulations and beyond. Several approaches work on the assumption that the important content of a dataset belongs to a…

Machine Learning · Statistics 2018-03-20 Elena Facco , Maria d'Errico , Alex Rodriguez , Alessandro Laio

In human-level NLP tasks, such as predicting mental health, personality, or demographics, the number of observations is often smaller than the standard 768+ hidden state sizes of each layer within modern transformer-based language models,…

Computation and Language · Computer Science 2023-06-05 Adithya V Ganesan , Matthew Matero , Aravind Reddy Ravula , Huy Vu , H. Andrew Schwartz

Compressing the output of \epsilon-locally differentially private (LDP) randomizers naively leads to suboptimal utility. In this work, we demonstrate the benefits of using schemes that jointly compress and privatize the data using shared…

Cryptography and Security · Computer Science 2022-03-01 Abhin Shah , Wei-Ning Chen , Johannes Balle , Peter Kairouz , Lucas Theis

Big data is transforming our world, revolutionizing operations and analytics everywhere, from financial engineering to biomedical sciences. The complexity of big data often makes dimension reduction techniques necessary before conducting…

Methodology · Statistics 2018-01-08 Jianqing Fan , Qiang Sun , Wen-Xin Zhou , Ziwei Zhu

Few-shot learning and parameter-efficient fine-tuning (PEFT) are crucial to overcome the challenges of data scarcity and ever growing language model sizes. This applies in particular to specialized scientific domains, where researchers…

Computation and Language · Computer Science 2025-09-18 Jonas Rieger , Mattes Ruckdeschel , Gregor Wiedemann

Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case…

Disordered Systems and Neural Networks · Physics 2016-09-21 Ulisse Ferrari

High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…

Optimization and Control · Mathematics 2025-06-17 Bastien Batardière , Julien Chiquet , Joon Kwon , Julien Stoehr

Deep learning approaches for jet tagging in high-energy physics are characterized as black boxes that process a large amount of information from which it is difficult to extract key distinctive observables. In this proceeding, we present an…

Computational Physics · Physics 2023-06-26 Jose M Munoz , Ilyes Batatia , Christoph Ortner , Francesco Romeo

We introduce a new method for speeding up the inference of deep neural networks. It is somewhat inspired by the reduced-order modeling techniques for dynamical systems.The cornerstone of the proposed method is the maximum volume algorithm.…

Machine Learning · Computer Science 2020-11-26 Julia Gusak , Talgat Daulbaev , Evgeny Ponomarev , Andrzej Cichocki , Ivan Oseledets

Privacy preservation has become a critical concern in high-dimensional data analysis due to the growing prevalence of data-driven applications. Since its proposal, sliced inverse regression has emerged as a widely utilized statistical…

Machine Learning · Statistics 2025-04-08 Xintao Xia , Linjun Zhang , Zhanrui Cai

The practical deployment of diffusion models is still hindered by the high memory and computational overhead. Although quantization paves a way for model compression and acceleration, existing methods face challenges in achieving low-bit…

Computer Vision and Pattern Recognition · Computer Science 2025-07-16 Haoxuan Wang , Yuzhang Shang , Zhihang Yuan , Junyi Wu , Junchi Yan , Yan Yan

This paper presents a new approach, based on polynomial optimization and the method of moments, to the problem of anomaly detection. The proposed technique only requires information about the statistical moments of the normal-state…

Optimization and Control · Mathematics 2015-06-02 Jose A. Lopez , Octavia Camps , Mario Sznaier

Black-box policy optimization is a class of reinforcement learning algorithms that explores and updates the policies at the parameter level. This class of algorithms is widely applied in robotics with movement primitives or…

Machine Learning · Computer Science 2022-03-22 Marius Memmel , Puze Liu , Davide Tateo , Jan Peters
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