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This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…

Numerical Analysis · Mathematics 2015-06-18 Vaibhav Yadav , Sharif Rahman

This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised PCA provides an effective way to bridge the gap between…

Econometrics · Economics 2024-06-14 Zhaoxing Gao , Ruey S. Tsay

This paper addresses the problem of localizing change points in high-dimensional linear regression models with piecewise constant regression coefficients. We develop a dynamic programming approach to estimate the locations of the change…

Methodology · Statistics 2020-10-21 Alessandro Rinaldo , Daren Wang , Qin Wen , Rebecca Willett , Yi Yu

Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…

Neural and Evolutionary Computing · Computer Science 2021-05-12 Yangjie Mei , Hao Wang

This article proposes a new approach to modeling high-dimensional time series by treating a $p$-dimensional time series as a nonsingular linear transformation of certain common factors and idiosyncratic components. Unlike the approximate…

Methodology · Statistics 2020-12-15 Zhaoxing Gao , Ruey S. Tsay

Recent works have shown that powerful pre-trained language models (PLM) can be fooled by small perturbations or intentional attacks. To solve this issue, various data augmentation techniques are proposed to improve the robustness of PLMs.…

Computation and Language · Computer Science 2021-09-14 Kun Zhou , Wayne Xin Zhao , Sirui Wang , Fuzheng Zhang , Wei Wu , Ji-Rong Wen

A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…

Statistics Theory · Mathematics 2021-04-02 Anru R. Zhang , T. Tony Cai , Yihong Wu

Developing interpretable machine learning models has become an increasingly important issue. One way in which data scientists have been able to develop interpretable models has been to use dimension reduction techniques. In this paper, we…

Machine Learning · Computer Science 2023-03-23 Sean H. Merritt , Alexander P. Christensen

This paper proposes a tool for dimension reduction where the dimension of the original space is reduced: a Principal Loading Analysis (PLA). PLA is a tool to reduce dimensions by discarding variables. The intuition is that variables are…

Statistics Theory · Mathematics 2021-03-05 Jan O. Bauer , Bernhard Drabant

Principal component analysis is a versatile tool to reduce dimensionality which has wide applications in statistics and machine learning. It is particularly useful for modeling data in high-dimensional scenarios where the number of…

Methodology · Statistics 2022-08-18 Xiaoyu Hu , Fang Yao

Though data augmentation has become a standard component of deep neural network training, the underlying mechanism behind the effectiveness of these techniques remains poorly understood. In practice, augmentation policies are often chosen…

Machine Learning · Computer Science 2020-06-08 Raphael Gontijo-Lopes , Sylvia J. Smullin , Ekin D. Cubuk , Ethan Dyer

Existing automatic data augmentation (DA) methods either ignore updating DA's parameters according to the target model's state during training or adopt update strategies that are not effective enough. In this work, we design a novel data…

Computer Vision and Pattern Recognition · Computer Science 2023-05-11 Xiaogang Xu , Hengshuang Zhao

Dimensionality reduction algorithms like principal component analysis (PCA) are workhorses of machine learning and neuroscience, but each has well-known limitations. Variants of PCA are simple and interpretable, but not flexible enough to…

Machine Learning · Computer Science 2025-12-01 John J. Vastola , Samuel J. Gershman , Kanaka Rajan

In this paper, we consider tests for ultrahigh-dimensional partially linear regression models. The presence of ultrahigh-dimensional nuisance covariates and unknown nuisance function makes the inference problem very challenging. We adopt…

Methodology · Statistics 2023-04-18 Hongwei Shi , Bowen Sun , Weichao Yang , Xu Guo

Consider measuring an n-dimensional vector x through the inner product with several measurement vectors, a_1, a_2, ..., a_m. It is common in both signal processing and statistics to assume the linear response model y_i = <a_i, x> + e_i,…

Probability · Mathematics 2016-05-20 Yaniv Plan , Roman Vershynin , Elena Yudovina

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…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Studies of the degrees of freedom or "synergies" in musculoskeletal systems rely critically on algorithms to estimate the "dimension" of kinematic or neural data. Linear algorithms such as principal component analysis (PCA) are used almost…

Quantitative Methods · Quantitative Biology 2007-05-23 Robert H. Clewley , John M. Guckenheimer , Francisco J. Valero-Cuevas

Backdoor adjustment is a technique in causal inference for estimating interventional quantities from purely observational data. For example, in medical settings, backdoor adjustment can be used to control for confounding and estimate the…

Artificial Intelligence · Computer Science 2023-10-11 Daniel Israel , Aditya Grover , Guy Van den Broeck

We propose an estimation method for the conditional mode when the conditioning variable is high-dimensional. In the proposed method, we first estimate the conditional density by solving quantile regressions multiple times. We then estimate…

Machine Learning · Statistics 2017-12-27 Hirofumi Ohta , Satoshi Hara

Changes in parameters of a physical device can eventually lead to catastrophic failure. This paper discusses a parameter estimation method based on synchronization between a model and time series data. In particular, we examine the…

chao-dyn · Physics 2007-05-23 Justin Goodwin , Reggie Brown , Lutz Junge
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