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We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Regression analysis has always been a hot research topic in statistics. We propose a very flexible semi-parametric regression model called Elliptical Copula Regression (ECR) model, which covers a large class of linear and nonlinear…

Learning-based visual localization methods that use scene coordinate regression (SCR) offer the advantage of smaller map sizes. However, on datasets with complex illumination changes or image-level ambiguities, it remains a less robust…

In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components…

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

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…

Sliced inverse regression (SIR) is a popular sufficient dimension reduction method that identifies a few linear transformations of the covariates without losing regression information with the response. In high-dimensional settings, SIR can…

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose…

Compressive-sensing-based uncertainty quantification methods have become a pow- erful tool for problems with limited data. In this work, we use the sliced inverse regression (SIR) method to provide an initial guess for the alternating…

Our aim is to evaluate fundamental parameters from the analysis of the electromagnetic spectra of stars. We may use $10^3$-$10^5$ spectra; each spectrum being a vector with $10^2$-$10^4$ coordinates. We thus face the so-called "curse of…

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. However, application of QR can become very challenging when dealing with high-dimensional data, making it necessary to use…

In this paper, we introduce principal asymmetric least squares (PALS) as a unified framework for linear and nonlinear sufficient dimension reduction. Classical methods such as sliced inverse regression (Li, 1991) and principal support…

Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…

Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

Scene coordinate regression (SCR) has established itself as a promising learning-based approach to visual relocalization. After mere minutes of scene-specific training, SCR models estimate camera poses of query images with high accuracy.…

We develop a scalable algorithmic framework for sparse convex quantile regression (SCQR), addressing key computational challenges in the literature. Enhancing the classical CQR model, we introduce L2-norm regularization and an…

Relax, Compensate and then Recover (RCR) is a paradigm for approximate inference in probabilistic graphical models that has previously provided theoretical and practical insights on iterative belief propagation and some of its…

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…