Related papers: High-Dimensional Analysis of Bootstrap Ensemble Cl…
This paper investigates the theoretical underpinnings of two fundamental statistical inference problems, the construction of confidence sets and large-scale simultaneous hypothesis testing, in the presence of heavy-tailed data. With…
We derive improved regression and classification rates for support vector machines using Gaussian kernels under the assumption that the data has some low-dimensional intrinsic structure that is described by the box-counting dimension. Under…
Support Vector Machines (SVMs) are an important tool for performing classification on scattered data, where one usually has to deal with many data points in high-dimensional spaces. We propose solving SVMs in primal form using feature maps…
Various studies that address the compressed sensing problem with Multiple Measurement Vectors (MMVs) have been recently carried. These studies assume the vectors of the different channels to be jointly sparse. In this paper, we relax this…
Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…
This paper explores the problem of clustering ensemble, which aims to combine multiple base clusterings to produce better performance than that of the individual one. The existing clustering ensemble methods generally construct a…
The bootstrap is a popular and powerful method for assessing precision of estimators and inferential methods. However, for massive datasets which are increasingly prevalent, the bootstrap becomes prohibitively costly in computation and its…
Long Short-Term Memory (LSTM) neural network models have become the cornerstone for sequential data modeling in numerous applications, ranging from natural language processing to time series forecasting. Despite their success, the problem…
Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…
High dimensionality in datasets produced by microarray technology presents a challenge for Machine Learning (ML) algorithms, particularly in terms of dimensionality reduction and handling imbalanced sample sizes. To mitigate the explained…
In recent years, long short-term memory neural networks (LSTMs) have been applied quite successfully to problems in handwritten text recognition. However, their strength is more located in handling sequences of variable length than in…
It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…
Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured…
In this paper, we propose a design methodology for one-class classifiers using an ensemble-of-classifiers approach. The objective is to select the best structures created during the training phase using an ensemble of spanning trees. It…
Advances in data collecting technologies in genomics have significantly increased the need for tools designed to study the genetic basis of many diseases. Effective statistical methods should excel in both prediction accuracy and biomarker…
Support Vector Machines (SVM) with $\ell_1$ penalty became a standard tool in analysis of highdimensional classification problems with sparsity constraints in many applications including bioinformatics and signal processing. Although SVM…
Residual bootstrap is a classical method for statistical inference in regression settings. With massive data sets becoming increasingly common, there is a demand for computationally efficient alternatives to residual bootstrap. We propose a…
Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…
Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…