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We consider the dimensionality-reduction problem (finding a subspace approximation of observed data) for contaminated data in the high dimensional regime, where the number of observations is of the same magnitude as the number of variables…

Machine Learning · Statistics 2010-05-14 Huan Xu , Constantine Caramanis , Shie Mannor

We consider the distributionally robust optimization (DRO) model of principal component analysis (PCA) to account for uncertainty in the underlying probability distribution. The resulting formulation leads to a nonsmooth constrained min-max…

Optimization and Control · Mathematics 2025-07-14 Lei Wang , Xin Liu , Xiaojun Chen

Spatiotemporal (ST) image data are increasingly common and often high-dimensional (high-D). Modeling ST data can be a challenge due to the plethora of independent and interacting processes which may or may not contribute to the…

Machine Learning · Computer Science 2021-08-24 Daniel Sousa , Christopher Small

Making sense of Wasserstein distances between discrete measures in high-dimensional settings remains a challenge. Recent work has advocated a two-step approach to improve robustness and facilitate the computation of optimal transport, using…

Machine Learning · Computer Science 2019-09-04 François-Pierre Paty , Marco Cuturi

Unsupervised dimensionality reduction is one of the commonly used techniques in the field of high dimensional data recognition problems. The deep autoencoder network which constrains the weights to be non-negative, can learn a low…

Computer Vision and Pattern Recognition · Computer Science 2020-09-18 Anyong Qin , Zhaowei Shang , Zhuolin Tan , Taiping Zhang , Yuan Yan Tang

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

Dimension reduction (DR) algorithms have proven to be extremely useful for gaining insight into large-scale high-dimensional datasets, particularly finding clusters in transcriptomic data. The initial phase of these DR methods often…

Machine Learning · Computer Science 2025-10-15 Yingfan Wang , Yiyang Sun , Haiyang Huang , Cynthia Rudin

Dimensionality reduction (DR) techniques help analysts to understand patterns in high-dimensional spaces. These techniques, often represented by scatter plots, are employed in diverse science domains and facilitate similarity analysis among…

Machine Learning · Computer Science 2025-10-21 Wilson E. Marcílio-Jr , Danilo M. Eler , Fernando V. Paulovich , Rafael M. Martins

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

Machine Learning · Statistics 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot

Dimensionality reduction (DR) is frequently used for analyzing and visualizing high-dimensional data as it provides a good first glance of the data. However, to interpret the DR result for gaining useful insights from the data, it would…

Machine Learning · Computer Science 2019-10-16 Takanori Fujiwara , Oh-Hyun Kwon , Kwan-Liu Ma

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Machine Learning · Statistics 2025-05-06 Liviu Aolaritei , Soroosh Shafiee , Florian Dörfler

We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…

Statistics Theory · Mathematics 2021-08-05 Jose Blanchet , Karthyek Murthy , Viet Anh Nguyen

A new dimension reduction (DR) method for data sets is proposed by autonomous deforming of data manifolds. The deformation is guided by the proposed deforming vector field, which is defined by two kinds of virtual interactions between data…

Machine Learning · Computer Science 2021-10-22 Xiaodong Zhuang

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient…

Machine Learning · Statistics 2011-03-28 Makoto Yamada , Gang Niu , Jun Takagi , Masashi Sugiyama

While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods are not amenable to the analysis of such manifolds. This is mainly…

Numerical Analysis · Mathematics 2017-07-21 Kelum Gajamannage , Sachit Butail , Maurizio Porfiri , Erik M. Bollt

Dimensionality reduction (DR) is characterized by two longstanding trade-offs. First, there is a global-local preservation tension: methods such as t-SNE and UMAP prioritize local neighborhood preservation, yet may distort global manifold…

Machine Learning · Computer Science 2026-04-06 Zeyang Huang , Angelos Chatzimparmpas , Thomas Höllt , Takanori Fujiwara

In this paper, we investigate Dimensionality reduction (DR) maps in an information retrieval setting from a quantitative topology point of view. In particular, we show that no DR maps can achieve perfect precision and perfect recall…

Machine Learning · Statistics 2018-11-02 Kry Yik Chau Lui , Gavin Weiguang Ding , Ruitong Huang , Robert J. McCann

High-dimensional big data appears in many research fields such as image recognition, biology and collaborative filtering. Often, the exploration of such data by classic algorithms is encountered with difficulties due to `curse of…

Machine Learning · Computer Science 2016-07-13 Amit Bermanis , Aviv Rotbart , Moshe Salhov , Amir Averbuch

The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas