Related papers: Robust Sufficient Dimension Reduction via $\alpha$…
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…
Sufficient dimension reduction reduces the dimensionality of data while preserving relevant regression information. In this article, we develop Minimum Average Deviance Estimation (MADE) methodology for sufficient dimension reduction. It…
We propose a new method for simplifying semidefinite programs (SDP) inspired by symmetry reduction. Specifically, we show if an orthogonal projection map satisfies certain invariance conditions, restricting to its range yields an equivalent…
In this paper, we propose several new stochastic second-order algorithms for policy optimization that only require gradient and Hessian-vector product in each iteration, making them computationally efficient and comparable to policy…
Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…
We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein…
This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…
Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…
While many diffusion models have achieved impressive results in real-world video super-resolution (Real-VSR) by generating rich and realistic details, their reliance on multi-step sampling leads to slow inference. One-step networks like…
We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio $\rho= \lim p/n$…
This paper presents an overview and comparative study of the state of the art in State-Order Reduction (SOR) and Scheduling Dimension Reduction (SDR) for Linear Parameter-Varying (LPV) State-Space (SS) models, comparing and benchmarking…
The state-of-the-art in discriminative unsupervised surface anomaly detection relies on external datasets for synthesizing anomaly-augmented training images. Such approaches are prone to failure on near-in-distribution anomalies since these…
This paper introduces a new unsupervised method for dimensionality reduction via regression (DRR). The algorithm belongs to the family of invertible transforms that generalize Principal Component Analysis (PCA) by using curvilinear instead…
Distributionally robust reinforcement learning (DR-RL) has recently gained significant attention as a principled approach that addresses discrepancies between training and testing environments. To balance robustness, conservatism, and…
We consider the challenging problem of learning Signed Distance Functions (SDF) from sparse and noisy 3D point clouds. In contrast to recent methods that depend on smoothness priors, our method, rooted in a distributionally robust…
Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…
The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…
We introduce the Strategic Doubly Robust (SDR) estimator, a novel framework that integrates strategic equilibrium modeling with doubly robust estimation for causal inference in strategic environments. SDR addresses endogenous treatment…
In this paper, we introduce a framework for contextual distributionally robust optimization (DRO) that considers the causal and continuous structure of the underlying distribution by developing interpretable and tractable decision rules…