Related papers: Unified Distributed Estimation Framework for Suffi…
This article concerns the dimension reduction in regression for large data set. We introduce a new method based on the sliced inverse regression approach, called cluster-based regularized sliced inverse regression. Our method not only keeps…
Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…
In modern scientific research, massive datasets with huge numbers of observations are frequently encountered. To facilitate the computational process, a divide-and-conquer scheme is often used for the analysis of big data. In such a…
We investigate the application of sufficient dimension reduction (SDR) to a noiseless data set derived from a deterministic function of several variables. In this context, SDR provides a framework for ridge recovery. In this second part, we…
The convergence of SGD based distributed training algorithms is tied to the data distribution across workers. Standard partitioning techniques try to achieve equal-sized partitions with per-class population distribution in proportion to the…
In this paper, we propose a novel distributed data-driven optimization scheme. In detail, we focus on the so-called aggregative framework, a scenario in which a set of agents aim to cooperatively minimize the sum of local costs, each…
Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian logistics. This paper introduces a distributionally robust (DR)…
Prediction, in regression and classification, is one of the main aims in modern data science. When the number of predictors is large, a common first step is to reduce the dimension of the data. Sufficient dimension reduction (SDR) is a well…
This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…
In this paper, we propose a distributed framework for reducing the dimensionality of high-dimensional, large-scale, heterogeneous matrix-variate time series data using a factor model. The data are first partitioned column-wise (or row-wise)…
We present neural mixture distributional regression (NMDR), a holistic framework to estimate complex finite mixtures of distributional regressions defined by flexible additive predictors. Our framework is able to handle a large number of…
We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…
We explore two primary classes of approaches to dimensionality reduction (DR): Independent Dimensionality Reduction (IDR) and Simultaneous Dimensionality Reduction (SDR). In IDR methods, of which Principal Components Analysis is a…
The scalability of Generalized Linear Models (GLMs) for large-scale, high-dimensional data often forces a trade-off between computational feasibility and statistical accuracy, particularly for inference on pre-specified parameters. While…
Regression aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional density is multimodal, heteroscedastic, and asymmetric. In such a case, estimating the conditional…
Communication is one of the key bottlenecks in the distributed training of large-scale machine learning models, and lossy compression of exchanged information, such as stochastic gradients or models, is one of the most effective instruments…
The quest for simplification in physics drives the exploration of concise mathematical representations for complex systems. This Dissertation focuses on the concept of dimensionality reduction as a means to obtain low-dimensional…
Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…
This paper is motivated by a regression analysis of electroencephalography (EEG) neuroimaging data with high-dimensional correlated responses with multi-level nested correlations. We develop a divide-and-conquer procedure implemented in a…
We study high-dimensional rank regression when data are distributed across multiple machines and the loss is a non-additive U-statistic, as in convoluted rank regression (CRR). Classical communication-efficient surrogate likelihood (CSL)…