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This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

Statistics Theory · Mathematics 2023-05-24 Kangqiang Li , Yuxuan Wang

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

Low-rank modeling plays a pivotal role in signal processing and machine learning, with applications ranging from collaborative filtering, video surveillance, medical imaging, to dimensionality reduction and adaptive filtering. Many modern…

Machine Learning · Statistics 2018-05-04 Yudong Chen , Yuejie Chi

Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…

Methodology · Statistics 2024-07-10 Haolin Chen , Holger Dette , Jun Yu

With the rise of large language models (LLMs) for flexibly processing information as strings, a natural application is regression, specifically by preprocessing string representations into LLM embeddings as downstream features for metric…

Machine Learning · Computer Science 2025-02-18 Eric Tang , Bangding Yang , Xingyou Song

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

Models that can predict the occurrence of events ahead of time with low false-alarm rates are critical to the acceptance of decision support systems in the medical community. This challenging task is typically treated as a simple binary…

Machine Learning · Computer Science 2023-01-31 Hugo Yèche , Alizée Pace , Gunnar Rätsch , Rita Kuznetsova

Low-rank approximation techniques have become the de facto standard for fine-tuning Large Language Models (LLMs) due to their reduced computational and memory requirements. This paper investigates the effectiveness of these methods in…

Machine Learning · Computer Science 2024-05-30 Saswat Das , Marco Romanelli , Cuong Tran , Zarreen Reza , Bhavya Kailkhura , Ferdinando Fioretto

Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…

Machine Learning · Computer Science 2023-08-10 Jiaqi Zhang , Yinghao Cai , Zhaoyang Wang , Beilun Wang

We show how to utilize machine learning approaches to improve sliding window algorithms for approximate frequency estimation problems, under the ``algorithms with predictions'' framework. In this dynamic environment, previous…

Data Structures and Algorithms · Computer Science 2024-09-19 Rana Shahout , Ibrahim Sabek , Michael Mitzenmacher

Unsupervised aggregation of independently built univariate predictors is explored as an alternative regularization approach for noisy, sparse datasets. Bipartite ranking algorithm Smooth Rank implementing this approach is introduced. The…

Machine Learning · Computer Science 2011-12-12 Marina Sapir

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Machine Learning · Computer Science 2018-02-12 Di Wang , Jinhui Xu

We consider the multivariate response regression problem with a regression coefficient matrix of low, unknown rank. In this setting, we analyze a new criterion for selecting the optimal reduced rank. This criterion differs notably from the…

Methodology · Statistics 2018-10-30 Xin Bing , Marten Wegkamp

Using a perturbation technique, we derive a new approximate filtering and smoothing methodology generalizing along different directions several existing approaches to robust filtering based on the score and the Hessian matrix of the…

Methodology · Statistics 2023-06-06 Giuseppe Buccheri , Giacomo Bormetti , Fulvio Corsi , Fabrizio Lillo

Conducting pairwise comparisons is a widely used approach in curating human perceptual preference data. Typically raters are instructed to make their choices according to a specific set of rules that address certain dimensions of image…

Computer Vision and Pattern Recognition · Computer Science 2020-11-24 Hossein Talebi , Ehsan Amid , Peyman Milanfar , Manfred K. Warmuth

A variance reduction technique in nonparametric smoothing is proposed: at each point of estimation, form a linear combination of a preliminary estimator evaluated at nearby points with the coefficients specified so that the asymptotic bias…

Statistics Theory · Mathematics 2007-08-22 Ming-Yen Cheng , Liang Peng , Jyh-Shyang Wu

Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…

Methodology · Statistics 2020-08-14 Toshihiro Hirano

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Pre-experiment stratification, or blocking, is a well-established technique for designing more efficient experiments and increasing the precision of the experimental estimates. However, when researchers have access to many covariates at the…

Econometrics · Economics 2025-10-01 George Gui , Seungwoo Kim