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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…
A theory of sufficient dimension reduction (SDR) is developed from an optimizational perspective. In our formulation of the problem, instead of dealing with raw data, we assume that our ground truth includes a mapping ${\mathbf f}: {\mathbb…
Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…
Most dimensionality reduction methods employ frequency domain representations obtained from matrix diagonalization and may not be efficient for large datasets with relatively high intrinsic dimensions. To address this challenge, Correlated…
The residual cutting (RC) method has been proposed for efficiently solving linear equations obtained from elliptic partial differential equations. Based on the RC, we have introduced the generalized residual cutting (GRC) method, which can…
Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…
This paper investigates the connection between neural networks and sufficient dimension reduction (SDR), demonstrating that neural networks inherently perform SDR in regression tasks under appropriate rank regularizations. Specifically, the…
We consider linear regression problems with a varying number of random projections, where we provably exhibit a double descent curve for a fixed prediction problem, with a high-dimensional analysis based on random matrix theory. We first…
Scene coordinates regression (SCR), i.e., predicting 3D coordinates for every pixel of a given image, has recently shown promising potential. However, existing methods remain limited to small scenes memorized during training, and thus…
We introduce a new approach to nonlinear sufficient dimension reduction in cases where both the predictor and the response are distributional data, modeled as members of a metric space. Our key step is to build universal kernels…
Randomized coordinate descent (RCD) methods are state-of-the-art algorithms for training linear predictors via minimizing regularized empirical risk. When the number of examples ($n$) is much larger than the number of features ($d$), a…
This paper introduces a popular dimension reduction method, sliced inverse regression (SIR), into multivariate statistical process monitoring. Provides an extension of SIR for the single-index model by adopting the idea from partial least…
The generalized orthogonal Procrustes problem (GOPP) plays a fundamental role in several scientific disciplines including statistics, imaging science and computer vision. Despite its tremendous practical importance, it is generally an…
Methods for population estimation and inference have evolved over the past decade to allow for the incorporation of spatial information when using capture-recapture study designs. Traditional approaches to specifying spatial…
We explore two primary classes of approaches to dimensionality reduction (DR): Independent Dimensionality Reduction (IDR) and Simultaneous Dimensionality Reduction (SDR). In IDR methods, of which Principal Components Analysis is a…
We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…
We study regression adjustment with general function class approximations for estimating the average treatment effect in the design-based setting. Standard regression adjustment involves bias due to sample re-use, and this bias leads to…
Datasets with extreme observations and/or heavy-tailed error distributions are commonly encountered and should be analyzed with careful consideration of these features from a statistical perspective. Small deviations from an assumed model,…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
The spherical-radial decomposition (SRD) is an efficient method for estimating probabilistic functions and their gradients defined over finite-dimensional elliptical distributions. In this work, we generalize the SRD to infinite stochastic…