Related papers: Spectral Deconfounding for High-Dimensional Sparse…
Variable selection for high-dimensional, highly correlated data has long been a challenging problem, often yielding unstable and unreliable models. We propose a resample-aggregate framework that exploits diffusion models' ability to…
Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…
In this work, we introduce a deep-learning framework designed for estimating dense image correspondences. Our fully convolutional model generates dense feature maps for images, where each pixel is associated with a descriptor that can be…
This paper proposes a subspace decomposition method based on an over-complete dictionary in sparse representation, called "Sparse Signal Subspace Decomposition" (or 3SD) method. This method makes use of a novel criterion based on the…
A wide range of systems exhibit high dimensional incomplete data. Accurate estimation of the missing data is often desired, and is crucial for many downstream analyses. Many state-of-the-art recovery methods involve supervised learning…
Machine learning and statistics typically focus on building models that capture the vast majority of the data, possibly ignoring a small subset of data as "noise" or "outliers." By contrast, here we consider the problem of jointly…
Hyperspectral imaging provides detailed information about the scanned objects, as it captures their spectral characteristics within a large number of wavelength bands. Classification of such data has become an active research topic due to…
Hyperspectral unmixing is an important remote sensing task with applications including material identification and analysis. Characteristic spectral features make many pure materials identifiable from their visible-to-infrared spectra, but…
We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…
This paper presents a variational based approach to fusing hyperspectral and multispectral images. The fusion process is formulated as an inverse problem whose solution is the target image assumed to live in a much lower dimensional…
If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…
Ordinary differential equations (ODE) have been widely used for modeling dynamical complex systems. For high-dimensional ODE models where the number of differential equations is large, it remains challenging to estimate the ODE parameters…
Sparse methods are the standard approach to obtain interpretable models with high prediction accuracy. Alternatively, algorithmic ensemble methods can achieve higher prediction accuracy at the cost of loss of interpretability. However, the…
Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…
Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…
Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…
Feature selection of high-dimensional labeled data with limited observations is critical for making powerful predictive modeling accessible, scalable, and interpretable for domain experts. Spectroscopy data, which records the interaction…
It is widely recognized that deep neural networks are sensitive to bias in the data. This means that during training these models are likely to learn spurious correlations between data and labels, resulting in limited generalization…
Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…
Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…