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A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is…

Computation · Statistics 2016-03-23 Antti Solonen , Tiangang Cui , Janne Hakkarainen , Youssef Marzouk

The fundamental purpose of the present research article is to introduce the basic principles of Dimensional Analysis in the context of the neoclassical economic theory, in order to apply such principles to the fundamental relations that…

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert spaces with norms related to the ANOVA decomposition of the…

Numerical Analysis · Mathematics 2021-09-21 Josef Dick , Michael Gnewuch

Traditional methods for high-dimensional diffeomorphic mapping often struggle with the curse of dimensionality. We propose a mesh-free learning framework designed for $n$-dimensional mapping problems, seamlessly combining variational…

Machine Learning · Computer Science 2025-11-05 Zhiwen Li , Cheuk Hin Ho , Lok Ming Lui

Physical understanding of how the interplay between symmetries and nonlinear effects can control the scaling and multiscaling properties in a coupled driven system, such as magnetohydrodynamic turbulence or turbulent binary fluid mixtures,…

Statistical Mechanics · Physics 2021-03-23 Sudip Mukherjee , Abhik Basu

Manifold learning (ML), known also as non-linear dimension reduction, is a set of methods to find the low dimensional structure of data. Dimension reduction for large, high dimensional data is not merely a way to reduce the data; the new…

Machine Learning · Statistics 2023-11-08 Marina Meilă , Hanyu Zhang

Simulation of quantum dynamics is a grand challenge of computational physics. In this work we investigate methods for reducing the demands of such simulation by identifying reduced-order models for dynamics generated by parameterized…

Quantum Physics · Physics 2014-12-15 Akshat Kumar , Mohan Sarovar

Unsupervised machine learning lacks ground truth by definition. This poses a major difficulty when designing metrics to evaluate the performance of such algorithms. In sharp contrast with supervised learning, for which plenty of quality…

Machine Learning · Computer Science 2023-03-20 Raúl Lara-Cabrera , Ángel González-Prieto , Diego Pérez-López , Diego Trujillo , Fernando Ortega

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

We consider the problem of nonlinear dimensionality reduction: given a training set of high-dimensional data whose ``intrinsic'' low dimension is assumed known, find a feature extraction map to low-dimensional space, a reconstruction map…

Information Theory · Computer Science 2007-07-13 Maxim Raginsky

Modern machine learning increasingly leverages the insight that high-dimensional data often lie near low-dimensional, non-linear manifolds, an idea known as the manifold hypothesis. By explicitly modeling the geometric structure of data…

Machine Learning · Computer Science 2026-03-02 Willem Diepeveen , Deanna Needell

One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…

Operator Algebras · Mathematics 2011-12-30 J. William Helton , Igor Klep , Scott McCullough

This paper jointly addresses the challenges of non-stationarity and high dimensionality in analysing multivariate time series. Building on the classical concept of cointegration, we introduce a more flexible notion, called stability space,…

In sequential experiments, subjects become available for the study over a period of time, and covariates are often measured at the time of arrival. We consider the setting where the sample size is fixed but covariate values are unknown…

Methodology · Statistics 2020-05-28 Mia S. Tackney , David C. Woods , Ilya Shpitser

This paper considers the problem of nonlinear dimensionality reduction. Unlike existing methods, such as LLE, ISOMAP, which attempt to unfold the true manifold in the low dimensional space, our algorithm tries to preserve the nonlinear…

Computer Vision and Pattern Recognition · Computer Science 2019-02-15 Xu Zhao , Zongli Jiang

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

The purpose of this work is to introduce a new idea of how to avoid the factorization of large matrices during the solution of stiff systems of ODEs. Starting from the general form of an explicit linear multistep method we suggest to…

Numerical Analysis · Mathematics 2019-08-22 Boris Faleichik

Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…

Econometrics · Economics 2021-03-03 Varlam Kutateladze