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We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

Although pretrained language models can be fine-tuned to produce state-of-the-art results for a very wide range of language understanding tasks, the dynamics of this process are not well understood, especially in the low data regime. Why…

Machine Learning · Computer Science 2020-12-25 Armen Aghajanyan , Luke Zettlemoyer , Sonal Gupta

Scientists and engineers rely on accurate mathematical models to quantify the objects of their studies, which are often high-dimensional. Unfortunately, high-dimensional models are inherently difficult, i.e. when observations are sparse or…

Machine Learning · Computer Science 2018-02-13 Robert A. Bridges , Chris Felder , Chelsey Hoff

Selecting the appropriate dimensionality reduction (DR) technique and determining its optimal hyperparameter settings that maximize the accuracy of the output projections typically involves extensive trial and error, often resulting in…

Human-Computer Interaction · Computer Science 2026-01-13 Hyeon Jeon , Jeongin Park , Soohyun Lee , Dae Hyun Kim , Sungbok Shin , Jinwook Seo

Many application areas rely on models that can be readily simulated but lack a closed-form likelihood, or an accurate approximation under arbitrary parameter values. Existing parameter estimation approaches in this setting are generally…

Methodology · Statistics 2025-08-04 Rui Zhang , Oksana A. Chkrebtii , Dongbin Xiu

This paper addresses the following questions pertaining to the intrinsic dimensionality of any given image representation: (i) estimate its intrinsic dimensionality, (ii) develop a deep neural network based non-linear mapping, dubbed…

Computer Vision and Pattern Recognition · Computer Science 2019-04-12 Sixue Gong , Vishnu Naresh Boddeti , Anil K. Jain

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

Many recently trained neural networks employ large numbers of parameters to achieve good performance. One may intuitively use the number of parameters required as a rough gauge of the difficulty of a problem. But how accurate are such…

Machine Learning · Computer Science 2018-04-25 Chunyuan Li , Heerad Farkhoor , Rosanne Liu , Jason Yosinski

High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Statistics Theory · Mathematics 2009-12-31 Sahand Negahban , Martin J. Wainwright

The statistical problem of estimating the effective dimension-reduction (EDR) subspace in the multi-index regression model with deterministic design and additive noise is considered. A new procedure for recovering the directions of the EDR…

Statistics Theory · Mathematics 2007-06-13 Arnak Dalalyan , Anatoly Juditsky , Vladimir Spokoiny

For many machine learning tasks, the input data lie on a low-dimensional manifold embedded in a high dimensional space and, because of this high-dimensional structure, most algorithms are inefficient. The typical solution is to reduce the…

Machine Learning · Computer Science 2019-03-05 Anna C. Gilbert , Rishi Sonthalia

Many algorithms in machine learning and computational geometry require, as input, the intrinsic dimension of the manifold that supports the probability distribution of the data. This parameter is rarely known and therefore has to be…

Statistics Theory · Mathematics 2020-01-01 Jisu Kim , Alessandro Rinaldo , Larry Wasserman

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Machine Learning · Computer Science 2022-10-11 Siqi Liang , Yan Sun , Faming Liang

Matrix completion is a modern missing data problem where both the missing structure and the underlying parameter are high dimensional. Although missing structure is a key component to any missing data problems, existing matrix completion…

Machine Learning · Statistics 2020-03-23 Xiaojun Mao , Raymond K. W. Wong , Song Xi Chen

Dimension reduction plays a pivotal role in analysing high-dimensional data. However, observations with missing values present serious difficulties in directly applying standard dimension reduction techniques. As a large number of dimension…

Machine Learning · Statistics 2021-09-28 Yurong Ling , Zijing Liu , Jing-Hao Xue

The curse of dimensionality in the realm of association rules is twofold. Firstly, we have the well known exponential increase in computational complexity with increasing item set size. Secondly, there is a \emph{related curse} concerned…

Artificial Intelligence · Computer Science 2018-05-16 Tom Hanika , Friedrich Martin Schneider , Gerd Stumme

The intrinsic dimensionality refers to the ``true'' dimensionality of the data, as opposed to the dimensionality of the data representation. For example, when attributes are highly correlated, the intrinsic dimensionality can be much lower…

Machine Learning · Statistics 2020-11-30 Erik Thordsen , Erich Schubert

In the field of statistical learning and data analysis, estimating precision matrices (i.e., the inverse of covariance matrices) is a critical task, particularly for understanding dependency structures among variables. However, traditional…

Methodology · Statistics 2026-05-15 Zhongfeng Qin , Hao Xu , Wenhao Cui , Wan Tian

Dimensionality is an important aspect for analyzing and understanding (high-dimensional) data. In their 2006 ICDM paper Tatti et al. answered the question for a (interpretable) dimension of binary data tables by introducing a normalized…

Machine Learning · Computer Science 2025-04-30 Tom Hanika , Tobias Hille

In the last decades the estimation of the intrinsic dimensionality of a dataset has gained considerable importance. Despite the great deal of research work devoted to this task, most of the proposed solutions prove to be unreliable when the…

Machine Learning · Computer Science 2012-06-19 Claudio Ceruti , Simone Bassis , Alessandro Rozza , Gabriele Lombardi , Elena Casiraghi , Paola Campadelli