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Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics. They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov regularization), regularized discriminant…

While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…

In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is used to compare two estimators. We start by considering…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Introduction: Multiple Sclerosis (MS) is a chronic disease that affects millions of people across the globe. MS can critically affect different organs of the central nervous system such as the eyes, the spinal cord, and the brain.…

We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

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…

Conventional salient object detection models cannot differentiate the importance of different salient objects. Recently, two works have been proposed to detect saliency ranking by assigning different degrees of saliency to different…

We describe a new p-parameter generalized ridge-regression shrinkage-pattern recently implemented in the RXshrink CRAN R-package. The five distinct types of ridge TRACE displays discussed and illustrated here provide invaluable…

Magnetic resonance imaging is a fundamental tool to reach a diagnosis of multiple sclerosis and monitoring its progression. Although several attempts have been made to segment multiple sclerosis lesions using artificial intelligence, fully…

A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…

Fine resolution estimates of demographic and socioeconomic attributes are crucial for planning and policy development. While several efforts have been made to produce fine-scale gridded population estimates, socioeconomic features are…

In large-scale, data-driven applications, parameters are often only known approximately due to noise and limited data samples. In this paper, we focus on high-dimensional optimization problems with linear constraints under uncertain…

Analyzing large samples of high-dimensional data under dependence is a challenging statistical problem as long time series may have change points, most importantly in the mean and the marginal covariances, for which one needs valid tests.…

This paper presents a novel method of landslide detection by exploiting the Mask R-CNN capability of identifying an object layout by using a pixel-based segmentation, along with transfer learning used to train the proposed model. A data set…

In this work, we address the problem of outlier detection for robust motion estimation by using modern sparse-low-rank decompositions, i.e., Robust PCA-like methods, to impose global rank constraints. Robust decompositions have shown to be…

Lesion segmentation is a core task for quantitative analysis of MRI scans of Multiple Sclerosis patients. The recent success of deep learning techniques in a variety of medical image analysis applications has renewed community interest in…

This paper introduces a flexible regularization approach that reduces point estimation risk of group means stemming from e.g. categorical regressors, (quasi-)experimental data or panel data models. The loss function is penalized by adding…

Re-scale boosting (RBoosting) is a variant of boosting which can essentially improve the generalization performance of boosting learning. The key feature of RBoosting lies in introducing a shrinkage degree to re-scale the ensemble estimate…

A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general…