Related papers: Quantized Low-Rank Multivariate Regression with Ra…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…
We consider in this paper the multivariate regression problem, when the target regression matrix $A$ is close to a low rank matrix. Our primary interest in on the practical case where the variance of the noise is unknown. Our main…
Convex regression (CR) is an approach for fitting a convex function to a finite number of observations. It arises in various applications from diverse fields such as statistics, operations research, economics, and electrical engineering.…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
Low-Rank Matrix Recovery (LRMR) has recently been applied to saliency detection by decomposing image features into a low-rank component associated with background and a sparse component associated with visual salient regions. Despite its…
This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…
Motivated by the prevalence of environments in which data is abundant while resources for storage and/or transmission might be scarce, we study linear regression when predictors, their squares, and responses are subject to single-bit…
We introduce mixed model trace regression (MMTR), a mixed model linear regression extension for scalar responses and high-dimensional matrix-valued covariates. MMTR's fixed effects component is equivalent to trace regression, with an…
We solve a weakly supervised regression problem. Under "weakly" we understand that for some training points the labels are known, for some unknown, and for others uncertain due to the presence of random noise or other reasons such as lack…
Factor analysis, a classical multivariate statistical technique is popularly used as a fundamental tool for dimensionality reduction in statistics, econometrics and data science. Estimation is often carried out via the Maximum Likelihood…
Recently, many works have focused on the characterization of non-linear dimensionality reduction methods obtained by quantizing linear embeddings, e.g., to reach fast processing time, efficient data compression procedures, novel…
This paper investigates the computational and statistical limits in clustering matrix-valued observations. We propose a low-rank mixture model (LrMM), adapted from the classical Gaussian mixture model (GMM) to treat matrix-valued…
Many applications of machine learning involve the analysis of large data frames-matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples-with missing values. Low-rank models, as studied by Udell et al.…
Quantile regression (QR) is now widely used to analyze the effect of covariates on the conditional distribution of a response variable. It provides a more comprehensive picture of the relationship between a response and covariates compared…
Linear regression is a widely used technique to fit linear models and finds widespread applications across different areas such as machine learning and statistics. In most real-world scenarios, however, linear regression problems are often…
Heterogeneous data are now ubiquitous in many applications in which correctly identifying the subgroups from a heterogeneous population is critical. Although there is an increasing body of literature on subgroup detection, existing methods…
We analyze connections between two low rank modeling approaches from the last decade for treating dynamical data. The first one is the coherence problem (or coherent set approach), where groups of states are sought that evolve under the…
Computing accurate low rank approximations of large matrices is a fundamental data mining task. In many applications however the matrix contains sensitive information about individuals. In such case we would like to release a low rank…