Related papers: The M-Tensor Format: Optimality in High Dimensiona…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations…
The analysis of multidimensional data is becoming a more and more relevant topic in statistical and machine learning research. Given their complexity, such data objects are usually reshaped into matrices or vectors and then analysed.…
In conventional statistical and machine learning methods, it is typically assumed that the test data are identically distributed with the training data. However, this assumption does not always hold, especially in applications where the…
Modeling of multidimensional signal using tensor is more convincing than representing it as a collection of matrices. The tensor based approaches can explore the abundant spatial and temporal structures of the mutlidimensional signal. The…
Nonparametric feature selection in high-dimensional data is an important and challenging problem in statistics and machine learning fields. Most of the existing methods for feature selection focus on parametric or additive models which may…
Tomographic imaging is useful for revealing the internal structure of a 3D sample. Classical reconstruction methods treat the object of interest as a vector to estimate its value. Such an approach, however, can be inefficient in analyzing…
Many modern datasets, from areas such as neuroimaging and geostatistics, come in the form of a random sample of tensor-valued data which can be understood as noisy observations of a smooth multidimensional random function. Most of the…
We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…
We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
Classical regression methods treat covariates as a vector and estimate a corresponding vector of regression coefficients. Modern applications in medical imaging generate covariates of more complex form such as multidimensional arrays…
Modern technological advances have enabled an unprecedented amount of structured data with complex temporal dependence, urging the need for new methods to efficiently model and forecast high-dimensional tensor-valued time series. This paper…
This paper proposes a supervised dimension reduction methodology for tensor data which has two advantages over most image-based prognostic models. First, the model does not require tensor data to be complete which expands its application to…
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…
Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…
Random Fourier features provide a way to tackle large-scale machine learning problems with kernel methods. Their slow Monte Carlo convergence rate has motivated the research of deterministic Fourier features whose approximation error can…
We consider a partially linear framework for modelling massive heterogeneous data. The major goal is to extract common features across all sub-populations while exploring heterogeneity of each sub-population. In particular, we propose an…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…