Related papers: Model Selection for Unit-root Time Series with Man…
Motivated by the problem of identifying correlations between genes or features of two related biological systems, we propose a model of \emph{feature selection} in which only a subset of the predictors $X_t$ are dependent on the…
Identifying individual mediators is a central goal of high-dimensional mediation analysis, yet pervasive dependence among mediators can invalidate standard debiased inference and lead to substantial false discovery rate (FDR) inflation. We…
Huge amount of applications in various fields, such as gene expression analysis or computer vision, undergo data sets with high-dimensional low-sample-size (HDLSS), which has putted forward great challenges for standard statistical and…
Among adversarial attacks against sequential recommender systems, model extraction attacks represent a method to attack sequential recommendation models without prior knowledge. Existing research has primarily concentrated on the…
This paper investigates the iterates $\hbb^1,\dots,\hbb^T$ obtained from iterative algorithms in high-dimensional linear regression problems, in the regime where the feature dimension $p$ is comparable with the sample size $n$, i.e., $p…
Motivation: In microarray analysis, special consideration must be given to the issues of multiple statistical tests and typically p-values are adjusted to control family-wise error rate (FWER) or false discovery rate (FDR). FDR metrics have…
High-dimensional functional data have become increasingly prevalent in modern applications such as high-frequency financial data and neuroimaging data analysis. We investigate a class of high-dimensional linear regression models, where each…
Heart rate prediction is vital for personalized health monitoring and fitness, while it frequently faces a critical challenge in real-world deployment: data heterogeneity. We classify it in two key dimensions: source heterogeneity from…
We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…
Large-scale hypothesis testing is central to modern science, where controlling the False Discovery Rate (FDR) has become the standard approach to managing false positives across many simultaneous tests. Hypotheses rarely exist in isolation;…
In this paper, we propose a novel framework for non-stationary time-series analysis that replaces conventional correlation-based statistics with direct estimation of statistical dependence in the normalized joint density of input and target…
We consider a scenario in which a group of quadrotors is tasked at tracking multiple stationary targets in an unknown, bounded environment. The quadrotors search for targets along a spatial grid overlaid on the environment while performing…
Subsampling or subdata selection is a useful approach in large-scale statistical learning. Most existing studies focus on model-based subsampling methods which significantly depend on the model assumption. In this paper, we consider the…
We propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…
We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…
The derivation of multi-step-ahead prediction models from sampled data of a linear system is considered. A dedicated prediction model is built for each future time step of interest. In addition to a nominal model, the set of all models…
Current few-shot action recognition methods reach impressive performance by learning discriminative features for each video via episodic training and designing various temporal alignment strategies. Nevertheless, they are limited in that…
Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on…
Foundation models pretrained on large-scale histopathology data have found great success in various fields of computational pathology, but their impact on regressive biomarker prediction remains underexplored. In this work, we…
Tensors provide a structured representation for multidimensional data, yet discretization can obscure important information when such data originates from continuous processes. We address this limitation by introducing a functional Tucker…