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These lecture notes provide an overview of existing methodologies and recent developments for estimation and inference with high dimensional time series regression models. First, we present main limit theory results for high dimensional…

Econometrics · Economics 2023-09-01 Christis Katsouris

This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary…

Optimization and Control · Mathematics 2014-11-05 Volkan Cevher , Stephen Becker , Mark Schmidt

Robotic hardware designs are becoming more complex as the variety and number of on-board sensors increase and as greater computational power is provided in ever-smaller packages on-board robots. These advances in hardware, however, do not…

Neural and Evolutionary Computing · Computer Science 2007-06-05 D. A. Sofge , M. A. Potter , M. D. Bugajska , A. C. Schultz

Although data science builds on knowledge from computer science, mathematics, statistics, and other disciplines, data science is a unique field with many mysteries to unlock: challenging scientific questions and pressing questions of…

Computers and Society · Computer Science 2020-02-14 Jeannette M. Wing

The concept of depth has proved very important for multivariate and functional data analysis, as it essentially acts as a surrogate for the notion a ranking of observations which is absent in more than one dimension. Motivated by the rapid…

Methodology · Statistics 2021-07-30 Gery Geenens , Alicia Nieto-Reyes , Giacomo Francisci

Human-computer interaction relies on mouse/touchpad, keyboard, and screen, but tools have recently been developed that engage sound, smell, touch, muscular resistance, voice dialogue, balance, and multiple senses at once. How might these…

Human-Computer Interaction · Computer Science 2022-04-26 Gwynn Sturdevant , A. Jonathan R. Godfrey , Andrew Gelman

The field of computational statistics refers to statistical methods or tools that are computationally intensive. Due to the recent advances in computing power some of these methods have become prominent and central to modern data analysis.…

Methodology · Statistics 2020-04-27 Suneel Babu Chatla , Chun-houh Chen , Galit Shmueli

[PhD thesis of FCP.] Nowadays, genetics studies large amounts of very diverse variables. Mathematical statistics has evolved in parallel to its applications, with much recent interest high-dimensional settings. In the genetics of human…

Methodology · Statistics 2024-07-30 Fernando Castro-Prado

Global climate change, extreme climate events, earthquakes and their accompanying natural disasters pose significant risks to humanity. Yet due to the nonlinear feedbacks, strategic interactions and complex structure of the Earth system,…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Many domains of science have developed complex simulations to describe phenomena of interest. While these simulations provide high-fidelity models, they are poorly suited for inference and lead to challenging inverse problems. We review the…

Machine Learning · Statistics 2022-06-08 Kyle Cranmer , Johann Brehmer , Gilles Louppe

The explosion of data on the internet is a direct corollary of the social media platform. With petabytes of data being generated by end users, the researchers have access to unprecedented amount of data (Big Data). Such data provides an…

Computers and Society · Computer Science 2019-02-06 Adil E. Rajput , Samara M. Ahmed

Global monitoring statistics play an important role for developing efficient monitoring schemes for high-dimensional data streams. A number of global monitoring statistics have been proposed in the literature. However, most of them only…

Methodology · Statistics 2017-12-19 Jun Li

Open data is an emerging paradigm to share large and diverse datasets -- primarily from governmental agencies, but also from other organizations -- with the goal to enable the exploitation of the data for societal, academic, and commercial…

Software Engineering · Computer Science 2012-02-09 Holger M. Kienle

High-dimensional data sets are commonly collected in many contemporary applications arising in various fields of scientific research. We present two views of finite samples in high dimensions: a probabilistic one and a nonprobabilistic one.…

Statistics Theory · Mathematics 2013-11-13 Jinchi Lv

The explosive demand for artificial intelligence (AI) workloads has led to a significant increase in silicon area dedicated to lower-precision computations on recent high-performance computing hardware designs. However, mixed-precision…

Computational Engineering, Finance, and Science · Computer Science 2025-09-09 Aditya Kashi , Hao Lu , Wesley Brewer , David Rogers , Michael Matheson , Mallikarjun Shankar , Feiyi Wang

The problems of computational data processing involving regression, interpolation, reconstruction and imputation for multidimensional big datasets are becoming more important these days, because of the availability of data and their widely…

Methodology · Statistics 2017-03-22 Yuri K. Shestopaloff , Alexander Y. Shestopaloff

Deep neural networks (DNNs) have become an enabling component for a myriad of artificial intelligence applications. DNNs have shown sometimes superior performance, even compared to humans, in cases such as self-driving, health applications,…

Neural and Evolutionary Computing · Computer Science 2023-07-12 Ghada Alsuhli , Vasileios Sakellariou , Hani Saleh , Mahmoud Al-Qutayri , Baker Mohammad , Thanos Stouraitis

A vast array of transformative technologies developed over the past decade has enabled measurement and perturbation at ever increasing scale, yet our understanding of many systems remains limited by experimental capacity. Overcoming this…

Quantitative Methods · Quantitative Biology 2020-12-25 Brian Cleary , Aviv Regev

The large surveys and sensitive instruments of modern astronomy are turning ever more examples of variable objects, many of which are extending the parameter space to testing theories of stellar evolution and accretion. Future projects such…

Astrophysics · Physics 2015-05-13 T. R. Marsh
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