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For many machine learning tasks, the input data lie on a low-dimensional manifold embedded in a high dimensional space and, because of this high-dimensional structure, most algorithms are inefficient. The typical solution is to reduce the…

Machine Learning · Computer Science 2019-03-05 Anna C. Gilbert , Rishi Sonthalia

The problem of deciding whether a set of quantum measurements is jointly measurable is known to be equivalent to determining whether a quantum assemblage is unsteerable. This problem can be formulated as a semidefinite program (SDP).…

To estimate casual treatment effects, we propose a new matching approach based on the reduced covariates obtained from sufficient dimension reduction. Compared to the original covariates and the propensity score, which are commonly used for…

Methodology · Statistics 2017-02-03 Wei Luo , Yeying Zhu

Missing data poses a significant challenge in data science, affecting decision-making processes and outcomes. Understanding what missing data is, how it occurs, and why it is crucial to handle it appropriately is paramount when working with…

Methodology · Statistics 2024-04-09 Youran Zhou , Sunil Aryal , Mohamed Reda Bouadjenek

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

This paper reviews recent advances in missing data research using graphical models to represent multivariate dependencies. We first examine the limitations of traditional frameworks from three different perspectives: \textit{transparency,…

Methodology · Statistics 2019-11-15 Karthika Mohan , Judea Pearl

Pre-trained machine learning (ML) predictions have been increasingly used to complement incomplete data to enable downstream scientific inquiries, but their naive integration risks biased inferences. Recently, multiple methods have been…

Methodology · Statistics 2025-11-12 Xingran Chen , Tyler McCormick , Bhramar Mukherjee , Zhenke Wu

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to…

Statistics Theory · Mathematics 2018-01-23 Jinyuan Chang , Chao Zheng , Wen-Xin Zhou , Wen Zhou

A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a marked empirical process indexed by the projected…

Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…

Applications · Statistics 2018-02-13 Zenan Ling , Robert C. Qiu , Xing He , Lei Chu

Since there exist several completion methods to estimate the missing entries of pairwise comparison matrices, practitioners face a difficult task in choosing the best technique. Our paper contributes to this issue: we consider a special set…

Optimization and Control · Mathematics 2023-11-14 László Csató

Residual marked empirical process-based tests are commonly used in regression models. However, they suffer from data sparseness in high-dimensional space when there are many covariates. This paper has three purposes. First, we suggest a…

Methodology · Statistics 2015-10-27 Xuehu Zhu , Xu Guo , Lixing Zhu

Correlation matrices are an essential tool for investigating the dependency structures of random vectors or comparing them. We introduce an approach for testing a variety of null hypotheses that can be formulated based upon the correlation…

Statistics Theory · Mathematics 2023-07-12 Paavo Sattler , Markus Pauly

This paper studies the problem of testing whether a system of linear equality and inequality constraints admits a solution when the coefficients of that system may have to be estimated. We show that a wide range of inferential questions in…

Econometrics · Economics 2026-05-11 Leonard Goff , Eric Mbakop

Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…

Machine Learning · Statistics 2023-06-06 Margaux Zaffran , Aymeric Dieuleveut , Julie Josse , Yaniv Romano

Covariance and Hessian matrices have been analyzed separately in the literature for classification problems. However, integrating these matrices has the potential to enhance their combined power in improving classification performance. We…

Machine Learning · Computer Science 2024-10-10 Agus Hartoyo , Jan Argasiński , Aleksandra Trenk , Kinga Przybylska , Anna Błasiak , Alessandro Crimi

This paper studies the open problem of conformalized entry prediction in a row/column-exchangeable matrix. The matrix setting presents novel and unique challenges, but there exists little work on this interesting topic. We meticulously…

Machine Learning · Computer Science 2023-06-07 Meijia Shao , Yuan Zhang

In this paper, we consider the problem of testing independence in high-dimensional settings with missing data. Building upon a recently proposed Kendall-based statistic, we introduce two new modifications specifically designed to…

Methodology · Statistics 2026-04-28 Marija Cuparić , Bojana Milošević , Jelena Radojević

The matrix completion problem aims to reconstruct a low-rank matrix based on a revealed set of possibly noisy entries. Prior works consider completing the entire matrix with generalization error guarantees. However, the completion accuracy…

Machine Learning · Computer Science 2023-12-19 Elad Hazan , Adam Tauman Kalai , Varun Kanade , Clara Mohri , Y. Jennifer Sun
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