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We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for…

Econometrics · Economics 2025-07-03 Victor Chernozhukov , Chen Huang , Weining Wang

One-class anomaly detection aims to detect objects that do not belong to a predefined normal class. In practice training data lack those anomalous samples; hence state-of-the-art methods are trained to discriminate between normal and…

Computer Vision and Pattern Recognition · Computer Science 2025-03-10 Romain Hermary , Vincent Gaudillière , Abd El Rahman Shabayek , Djamila Aouada

Building on the remarkable achievements in generative sampling of natural images, we propose an innovative challenge, potentially overly ambitious, which involves generating samples of entire multivariate time series that resemble images.…

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

Two-sample hypothesis testing is a fundamental problem with various applications, which faces new challenges in the high-dimensional context. To mitigate the issue of the curse of dimensionality, high-dimensional data are typically assumed…

Methodology · Statistics 2026-04-06 Jiaqi Gu , Ruoxu Tan , Guosheng Yin

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

A powerful data transformation method named guided projections is proposed creating new possibilities to reveal the group structure of high-dimensional data in the presence of noise variables. Utilising projections onto a space spanned by a…

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

Recent years have seen a growing interest in methods for predicting an unknown variable of interest, such as a subject's diagnosis, from medical images depicting its anatomical-functional effects. Methods based on discriminative modeling…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Chiara Mauri , Stefano Cerri , Oula Puonti , Mark Mühlau , Koen Van Leemput

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

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…

Computer Vision and Pattern Recognition · Computer Science 2019-03-15 Adrian V. Dalca , John Guttag , Mert R. Sabuncu

Modern longitudinal studies collect multiple outcomes as the primary endpoints to understand the complex dynamics of the diseases. Oftentimes, especially in clinical trials, the joint variations among the multidimensional responses play a…

Methodology · Statistics 2024-01-17 Salil Koner , Sheng Luo

The theory of two projections is utilized to study two-component Gibbs samplers. Through this theory, previously intractable problems regarding the asymptotic variances of two-component Gibbs samplers are reduced to elementary matrix…

Statistics Theory · Mathematics 2024-03-11 Qian Qin

This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…

Machine Learning · Statistics 2016-11-18 Hamed Firouzi , Alfred Hero , Bala Rajaratnam

In this work, we study distance metric learning (DML) for high dimensional data. A typical approach for DML with high dimensional data is to perform the dimensionality reduction first before learning the distance metric. The main…

Machine Learning · Computer Science 2015-09-16 Qi Qian , Rong Jin , Lijun Zhang , Shenghuo Zhu

Likelihood-based deep generative models have recently been shown to exhibit pathological behaviour under the manifold hypothesis as a consequence of using high-dimensional densities to model data with low-dimensional structure. In this…

Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of…

A plethora of dimensionality reduction techniques have emerged over the past decades, leaving researchers and analysts with a wide variety of choices for reducing their data, all the more so given some techniques come with additional…

Machine Learning · Computer Science 2021-05-20 Cristina Morariu , Adrien Bibal , Rene Cutura , Benoît Frénay , Michael Sedlmair

Semi-supervised learning aims to boost the accuracy of a model by exploring unlabeled images. The state-of-the-art methods are consistency-based which learn about unlabeled images by encouraging the model to give consistent predictions for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Rongchang Xie , Chunyu Wang , Wenjun Zeng , Yizhou Wang