Related papers: Towards One Model for Classical Dimensionality Red…
We first show that the commonly used dimensionality reduction (DR) methods such as t-SNE and LargeVis poorly capture the global structure of the data in the low dimensional embedding. We show this via a number of tests for the DR methods…
In this paper, we address the problem of predicting a response variable in the context of both, spatially correlated and high-dimensional data. To reduce the dimensionality of the predictor variables, we apply the sufficient dimension…
This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…
It has been observed that the performances of many high-dimensional estimation problems are universal with respect to underlying sensing (or design) matrices. Specifically, matrices with markedly different constructions seem to achieve…
Dimensionality reduction methods are unsupervised approaches which learn low-dimensional spaces where some properties of the initial space, typically the notion of "neighborhood", are preserved. Such methods usually require propagation on…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…
Purpose: Undersampling is used to reduce the scan time for high-resolution 3D magnetic resonance imaging. In order to achieve better image quality and avoid manual parameter tuning, we propose a probabilistic Bayesian approach to recover…
Existing approaches to analyzing the asymptotics of graph Laplacians typically assume a well-behaved kernel function with smoothness assumptions. We remove the smoothness assumption and generalize the analysis of graph Laplacians to include…
Climate models are limited by heavy computational costs, often producing outputs at coarse spatial resolutions, while many climate change impact studies require finer scales. Statistical downscaling bridges this gap, and we adapt the…
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…
The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…
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…
How might one "reduce" a graph? That is, generate a smaller graph that preserves the global structure at the expense of discarding local details? There has been extensive work on both graph sparsification (removing edges) and graph…
In this paper, we develop a novel weighted Laplacian method, which is partially inspired by the theory of graph Laplacian, to study recent popular graph problems, such as multilevel graph partitioning and balanced minimum cut problem, in a…
In this paper, we introduce principal asymmetric least squares (PALS) as a unified framework for linear and nonlinear sufficient dimension reduction. Classical methods such as sliced inverse regression (Li, 1991) and principal support…
Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…
We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…
For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously…
When performing classification tasks, raw high dimensional features often contain redundant information, and lead to increased computational complexity and overfitting. In this paper, we assume the data samples lie on a single underlying…