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In recent years, considerable attention has been devoted to the regularization models due to the presence of high-dimensional data in scientific research. Sparse support vector machine (SVM) are useful tools in high-dimensional data…

Computation · Statistics 2023-12-27 Jiawei Wen

The problem of finding a reduced dimensionality representation of categorical variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Specifically, given a co-occurrence matrix of two…

Machine Learning · Computer Science 2012-12-12 Amir Globerson , Gal Chechik , Naftali Tishby

We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without imposing restrictive distributional or functional form…

Econometrics · Economics 2025-10-14 Jianhua Mei , Fu Ouyang , Thomas T. Yang

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…

Machine Learning · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…

Methodology · Statistics 2023-04-26 Qi Zhang , Bing Li , Lingzhou Xue

Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the…

Computer Vision and Pattern Recognition · Computer Science 2017-09-12 Yanwei Pang , Bo Zhou , Feiping Nie

This paper studies the problem of dimension reduction, tailored to improving time series forecasting with high-dimensional predictors. We propose a novel Supervised Deep Dynamic Principal component analysis (SDDP) framework that…

Machine Learning · Statistics 2025-11-25 Zhanye Luo , Yuefeng Han , Xiufan Yu

Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…

Statistics Theory · Mathematics 2014-08-15 Efang Kong , Yingcun Xia

When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased…

Machine Learning · Computer Science 2018-12-24 Kanghoon Lee , Jihye Choi , Moonsu Cha , Jung-Kwon Lee , Taeyoon Kim

We consider the smoothed version of sliced average variance estimation (SAVE) dimension reduction method for dealing with spatially dependent data that are observations of a strongly mixing random field. We propose kernel estimators for the…

Statistics Theory · Mathematics 2019-09-24 Mètolidji Moquilas Raymond Affossogbe , Guy Martial Nkiet , Carlos Ogouyandjou

The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In…

Machine Learning · Statistics 2015-04-14 Gregory Darnell , Stoyan Georgiev , Sayan Mukherjee , Barbara E Engelhardt

The development and use of dimension reduction methods is prevalent in modern statistical literature. This paper reviews a class of dimension reduction techniques which aim to simultaneously select relevant predictors and find clusters…

Methodology · Statistics 2022-02-18 Suchit Mehrotra

A key challenge in building effective regression models for large and diverse populations is accounting for patient heterogeneity. An example of such heterogeneity is in health system risk modeling efforts where different combinations of…

Methodology · Statistics 2022-12-26 Jared D. Huling , Menggang Yu

We consider the problem of sufficient dimension reduction (SDR) for multi-index models. The estimators of the central mean subspace in prior works either have slow (non-parametric) convergence rates, or rely on stringent distributional…

Machine Learning · Statistics 2024-09-16 Gan Yuan , Mingyue Xu , Samory Kpotufe , Daniel Hsu

Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…

Machine Learning · Computer Science 2020-07-09 Koji Maruhashi , Heewon Park , Rui Yamaguchi , Satoru Miyano

Studies in environmental and epidemiological sciences are often spatially varying and observational in nature with the aim of establishing cause and effect relationships. One of the major challenges with such studies is the presence of…

Methodology · Statistics 2023-05-16 Sayli Pokal , Yawen Guan , Honglang Wang , Yuzhen Zhou

Spatial-temporal forecasting is crucial and widely applicable in various domains such as traffic, energy, and climate. Benefiting from the abundance of unlabeled spatial-temporal data, self-supervised methods are increasingly adapted to…

Machine Learning · Computer Science 2024-12-20 Qi Zheng , Zihao Yao , Yaying Zhang

This paper proposes a dynamic regression (DR) framework that enhances existing deep spatiotemporal models by incorporating structured learning for the error process in traffic forecasting. The framework relaxes the assumption of time…

Machine Learning · Computer Science 2025-04-09 Vincent Zhihao Zheng , Seongjin Choi , Lijun Sun

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…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas