Related papers: Ridge-Regularized Largest Root Test For High-Dimen…
Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…
Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the…
The Rayleigh-Ritz (RR) method finds the stationary values, called Ritz values, of the Rayleigh quotient on a given trial subspace as approximations to eigenvalues of a Hermitian operator $A$. If the trial subspace is $A$-invariant, the Ritz…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
Reinforcement learning (RL) training of large language models (LLMs) on unverifiable tasks is challenging even when a reasonable-quality reference answer is available. We propose a constrained RL training framework that (i) optimizes a…
Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To…
We derive the ideal train/test split for the ridge regression to high accuracy in the limit that the number of training rows m becomes large. The split must depend on the ridge tuning parameter, alpha, but we find that the dependence is…
In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…
In this paper, we propose a new modified likelihood ratio test (LRT) for simultaneously testing mean vectors and covariance matrices of two-sample populations in high-dimensional settings. By employing tools from Random Matrix Theory (RMT),…
Researchers have been facing a difficult problem that data generation mechanisms could be influenced by internal or external factors leading to the training and test data with quite different distributions, consequently traditional…
In contrast to conventional, univariate analysis, various types of multivariate analysis have been applied to functional magnetic resonance imaging (fMRI) data. In this paper, we compare two contemporary approaches for multivariate…
Even though the Rao's score tests are classical tests, such as the likelihood ratio tests, their application has been avoided until now in a multivariate framework, in particular high-dimensional setting. We consider they could play an…
We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on…
This paper carries out a large dimensional analysis of a variation of kernel ridge regression that we call \emph{centered kernel ridge regression} (CKRR), also known in the literature as kernel ridge regression with offset. This modified…
What proportion of treated units actually benefited from an experimental intervention? What is the median or the largest individual treatment effect? This paper develops methods for answering such questions about the distribution of…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
Unraveling the reasons behind the remarkable success and exceptional generalization capabilities of deep neural networks presents a formidable challenge. Recent insights from random matrix theory, specifically those concerning the spectral…
Modal regression, a widely used regression protocol, has been extensively investigated in statistical and machine learning communities due to its robustness to outliers and heavy-tailed noises. Understanding modal regression's theoretical…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
We consider correlated \emph{factor} regression models (FRM) and analyze the performance of classical ridge interpolators. Utilizing powerful \emph{Random Duality Theory} (RDT) mathematical engine, we obtain \emph{precise} closed form…