Related papers: Towards One Model for Classical Dimensionality Red…

A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for multivariate location and multiple-output regression problems. In their empirical version,…

We develop a new method for multivariate scalar on multidimensional distribution regression. Traditional approaches typically analyze isolated univariate scalar outcomes or consider unidimensional distributional representations as…

In unsupervised learning, dimensionality reduction is an important tool for data exploration and visualization. Because these aims are typically open-ended, it can be useful to frame the problem as looking for patterns that are enriched in…

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a…

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

We present a technique to perform dimensionality reduction on data that is subject to uncertainty. Our method is a generalization of traditional principal component analysis (PCA) to multivariate probability distributions. In comparison to…

Deep Neural Networks (DNNs) have already become a crucial computational approach to revealing the spatial patterns in the human brain; however, there are three major shortcomings in utilizing DNNs to detect the spatial patterns in…

This article presents a new search algorithm for the NP-hard problem of optimizing functions of binary variables that decompose according to a graphical model. It can be applied to models of any order and structure. The main novelty is a…

Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…

This paper proposes a framework for simultaneous dimensionality reduction and regression in the presence of outliers in data by applying low-rank and sparse matrix decomposition. For multivariate data corrupted with outliers, it is…

We introduce a data-adaptive inversion method that integrates classical or deep learning-based approaches with iterative graph Laplacian regularization, specifically targeting acoustic impedance inversion - a critical task in seismic…

Relating a set of variables X to a response y is crucial in chemometrics. A quantitative prediction objective can be enriched by qualitative data interpretation, for instance by locating the most influential features. When high-dimensional…

Although the Laplace approximation offers a simple route to uncertainty quantification in deep neural networks, its reliance on inverting large Hessian matrices has motivated a range of computationally feasible low-dimensional or sparse…

Most examinations of neural networks' learned latent spaces typically employ dimensionality reduction techniques such as t-SNE or UMAP. These methods distort the local neighborhood in the visualization, making it hard to distinguish the…

The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regressions. However, as MARS is based on marginal splines, to incorporate interactions of covariates, products of…

The Laplacian matrix and its pseudo-inverse for a strongly connected directed graph is fundamental in computing many properties of a directed graph. Examples include random-walk centrality and betweenness measures, average hitting and…

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

We propose a probabilistic interpretation of transformers as unrolled inference steps assuming a probabilistic Laplacian Eigenmaps model from the ProbDR framework. Our derivation shows that at initialisation, transformers perform "linear"…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…