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Gradient-based dimension reduction decreases the cost of Bayesian inference and probabilistic modeling by identifying maximally informative (and informed) low-dimensional projections of the data and parameters, allowing high-dimensional…

Computation · Statistics 2025-06-02 Ricardo Baptista , Michael Brennan , Youssef Marzouk

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

This paper develops a conditional independence (CI) test from a conditional density ratio (CDR) for weakly dependent data. The main contribution is presenting a closed-form expression for the estimated conditional density ratio function…

Methodology · Statistics 2025-04-25 Chunrong Ai , Zixuan Xu , Zheng Zhang

Unsupervised and supervised learning methods conventionally use kernels to capture nonlinearities inherent in data structure. However experts have to ensure their proposed nonlinearity maximizes variability and capture inherent diversity of…

Machine Learning · Computer Science 2025-07-30 Mojtaba Moattari

In this paper, we consider regression models with a Hilbert-space-valued predictor and a scalar response, where the response depends on the predictor only through a finite number of projections. The linear subspace spanned by these…

Statistics Theory · Mathematics 2010-11-12 Yehua Li , Tailen Hsing

Scene Dynamic Recovery (SDR) by inverting distorted Rolling Shutter (RS) images to an undistorted high frame-rate Global Shutter (GS) video is a severely ill-posed problem due to the missing temporal dynamic information in both RS…

Computer Vision and Pattern Recognition · Computer Science 2023-04-20 Yangguang Wang , Xiang Zhang , Mingyuan Lin , Lei Yu , Boxin Shi , Wen Yang , Gui-Song Xia

A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach…

Machine Learning · Statistics 2015-08-06 Voot Tangkaratt , Hiroaki Sasaki , Masashi Sugiyama

An adaptation of Response Surface Methodology (RSM) when the covariate is of high or infinite dimensional is proposed, providing a tool for black-box optimization in this context. We combine dimension reduction techniques with classical…

Statistics Theory · Mathematics 2015-11-19 Angelina Roche

Dimensionality reduction has always been one of the most significant and challenging problems in the analysis of high-dimensional data. In the context of time series analysis, our focus is on the estimation and inference of conditional mean…

Methodology · Statistics 2023-12-05 S. Yaser Samadi , Tharindu P. De Alwis

In applications involving ordinal predictors, common approaches to reduce dimensionality are either extensions of unsupervised techniques such as principal component analysis, or variable selection procedures that rely on modeling the…

Statistics Theory · Mathematics 2017-10-13 Liliana Forzani , Rodrigo García Arancibia , Pamela Llop , Diego Tomassi

The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the…

Applications · Statistics 2017-11-10 Elizabeth P. Chou , Tzu-Wei Ko

Dimension reduction is an important tool for analyzing high-dimensional data. The predictor envelope is a method of dimension reduction for regression that assumes certain linear combinations of the predictors are immaterial to the…

Methodology · Statistics 2022-01-07 Paul May , Hossein Moradi Rekabdarkolaee

Based on the theory of reproducing kernel Hilbert space (RKHS) and semiparametric method, we propose a new approach to nonlinear dimension reduction. The method extends the semiparametric method into a more generalized domain where both the…

Methodology · Statistics 2021-01-06 Wenquan Cui , Haoyang Cheng

This paper proposes a novel kernel approach to linear dimension reduction for supervised learning. The purpose of the dimension reduction is to find directions in the input space to explain the output as effectively as possible. The…

Machine Learning · Statistics 2011-09-05 Kenji Fukumizu , Chenlei Leng

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Antoine Aspeel , Jean-Charles Delvenne , Johan A. K. Suykens

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…

Machine Learning · Computer Science 2023-06-06 Chengyu Zhou , Xiaolei Fang

During the last decades, learning a low-dimensional space with discriminative information for dimension reduction (DR) has gained a surge of interest. However, it's not accessible for these DR methods to achieve satisfactory performance…

Machine Learning · Computer Science 2019-11-19 Xiangzhu Meng , Huibing Wang , Lin Feng

Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…

Statistics Theory · Mathematics 2014-08-15 Efang Kong , Yingcun Xia

We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without imposing restrictive distributional or functional form…

Econometrics · Economics 2025-10-14 Jianhua Mei , Fu Ouyang , Thomas T. Yang

We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…

Machine Learning · Computer Science 2024-01-23 Matan Schliserman , Uri Sherman , Tomer Koren
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