Related papers: Multiplicative deconvolution estimator based on a …
This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…
Ridge regression with random coefficients provides an important alternative to fixed coefficients regression in high dimensional setting when the effects are expected to be small but not zeros. This paper considers estimation and prediction…
We introduce a discriminative regression approach to supervised classification in this paper. It estimates a representation model while accounting for discriminativeness between classes, thereby enabling accurate derivation of categorical…
A nonparametric model using a sequence of Bernstein polynomials is constructed to approximate arbitrary isotropic covariance functions valid in $\mathbb{R}^\infty$ and related approximation properties are investigated using the popular…
One central theme in machine learning is function estimation from sparse and noisy data. An example is supervised learning where the elements of the training set are couples, each containing an input location and an output response. In the…
We introduce a new shrinkage variable selection operator for linear models which we term the \emph{adaptive ridge selector} (ARiS). This approach is inspired by the \emph{relevance vector machine} (RVM), which uses a Bayesian hierarchical…
In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…
The estimation of large covariance matrices has a high dimensional bias. Correcting for this bias can be reformulated via the tool of Free Probability Theory as a free deconvolution. The goal of this work is a computational and statistical…
Estimating the marginal and joint densities of the long-term average intakes of different dietary components is an important problem in nutritional epidemiology. Since these variables cannot be directly measured, data are usually collected…
Variable selection in ultrahigh-dimensional linear regression is challenging due to its high computational cost. Therefore, a screening step is usually conducted before variable selection to significantly reduce the dimension. Here we…
Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in…
We propose a quantum algorithm based on ridge regression model, which get the optimal fitting parameters w and a regularization hyperparameter {\alpha} by analysing the training dataset. The algorithm consists of two subalgorithms. One is…
In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems.…
In this work, we investigate the behavior of ridge regression in an overparameterized binary classification task. We assume examples are drawn from (anisotropic) class-conditional cluster distributions with opposing means and we allow for…
We consider the statistical inverse problem of recovering a function $f: M \to \mathbb R$, where $M$ is a smooth compact Riemannian manifold with boundary, from measurements of general $X$-ray transforms $I_a(f)$ of $f$, corrupted by…
In this paper, we present a weakly-supervised RGB-D salient object detection model via scribble supervision. Specifically, as a multimodal learning task, we focus on effective multimodal representation learning via inter-modal mutual…
Conventional seismic techniques for detecting the subsurface geologic features are challenged by limited data coverage, computational inefficiency, and subjective human factors. We developed a novel data-driven geological feature detection…
We study the performances of an adaptive procedure based on a convex combination, with data-driven weights, of term-by-term thresholded wavelet estimators. For the bounded regression model, with random uniform design, and the nonparametric…
We solve the problem of estimating the distribution of presumed i.i.d. observations for the total variation loss. Our approach is based on density models and is versatile enough to cope with many different ones, including some density…
The classical kernel ridge regression problem aims to find the best fit for the output $Y$ as a function of the input data $X\in \mathbb{R}^d$, with a fixed choice of regularization term imposed by a given choice of a reproducing kernel…