Related papers: Unifiedly Efficient Inference on All-Dimensional T…
Gaussian graphical regressions have emerged as a powerful approach for regressing the precision matrix of a Gaussian graphical model on covariates, which, unlike traditional Gaussian graphical models, can help determine how graphs are…
Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…
Although Large Vision Language Models (LVLMs) have demonstrated impressive multimodal reasoning capabilities, their scalability and deployment are constrained by massive computational requirements. In particular, the massive amount of…
Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
Diffusion-based large language models (dLLMs) have emerged as a promising alternative to autoregressive (AR) LLMs, leveraging denoising-based generation to enable inherent parallelism. Even more and more open-sourced dLLM models emerge, yet…
This paper introduces a novel algorithm for transductive inference in higher-order MRFs, where the unary energies are parameterized by a variable classifier. The considered task is posed as a joint optimization problem in the continuous…
Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…
The likelihood-informed subspace (LIS) method offers a viable route to reducing the dimensionality of high-dimensional probability distributions arising in Bayesian inference. LIS identifies an intrinsic low-dimensional linear subspace…
We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…
Statistical inference from high-dimensional data with low-dimensional structures has recently attracted lots of attention. In machine learning, deep generative modeling approaches implicitly estimate distributions of complex objects by…
Hypothesis tests in models whose dimension far exceeds the sample size can be formulated much like the classical studentized tests only after the initial bias of estimation is removed successfully. The theory of debiased estimators can be…
Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…
The scalability of high-fidelity video diffusion models (VDMs) is constrained by two key sources of redundancy: the quadratic complexity of global spatio-temporal attention and the computational overhead of long iterative denoising…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Inference-time scaling has emerged as an effective way to improve generative models at test time by using a verifier to score and select candidate outputs. A common choice is to employ Multimodal Large Language Models (MLLMs) as verifiers,…
Supervised learning under measurement constraints is a common challenge in statistical and machine learning. In many applications, despite extensive design points, acquiring responses for all points is often impractical due to resource…
We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized…