Related papers: Linear regression with partially mismatched data: …
The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…
Work in machine learning and statistics commonly focuses on building models that capture the vast majority of data, possibly ignoring a segment of the population as outliers. However, there does not often exist a good model on the whole…
The vocabulary mismatch problem is a long-standing problem in information retrieval. Semantic matching holds the promise of solving the problem. Recent advances in language technology have given rise to unsupervised neural models for…
We study one-way matching of a pair of datasets with low rank signals. Under a stylized model, we first derive information-theoretic limits of matching under a mismatch proportion loss. We then show that linear assignment with projected…
We study partially linear models when the outcome of interest and some of the covariates are observed in two different datasets that cannot be linked. This type of data combination problem arises very frequently in empirical microeconomics.…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…
The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a…
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…
Designing experiments for generalized linear models is difficult because optimal designs depend on unknown parameters. The local optimality approach is to study the regions in parameter space where a given design is optimal. In many…
We discuss local linear smooth backfitting for additive non-parametric models. This procedure is well known for achieving optimal convergence rates under appropriate smoothness conditions. In particular, it allows for the estimation of each…
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we…
We study online linear regression problems in a distributed setting, where the data is spread over a network. In each round, each network node proposes a linear predictor, with the objective of fitting the \emph{network-wide} data. It then…
We develop algorithms for performing semiparametric regression analysis in real time, with data processed as it is collected and made immediately available via modern telecommunications technologies. Our definition of semiparametric…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
In this paper we studied combinatorial problems with parameterized locally budgeted uncertainty. We are looking for a solutions set such that for any parameters vector there exists a solution in the set with robustness near optimal. The…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
We propose methods for estimating correspondence between two point sets under the presence of outliers in both the source and target sets. The proposed algorithms expand upon the theory of the regression without correspondence problem to…
Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…