Related papers: Model averaging and dimension selection for the si…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…
In a multiple linear regression model, the algebraic formula of the decomposition theorem explains the relationship between the univariate regression coefficient and partial regression coefficient using geometry. It was found that…
Let $Y$ be a Gaussian vector whose components are independent with a common unknown variance. We consider the problem of estimating the mean $\mu$ of $Y$ by model selection. More precisely, we start with a collection…
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden…
Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…
In fields such as hydrology and climatology, modelling the entire distribution of positive data is essential, as stakeholders require insights into the full range of values, from low to extreme. Traditional approaches often segment the…
The two-sided matrix regression model $Y = A^*X B^* +E$ aims at predicting $Y$ by taking into account both linear links between column features of $X$, via the unknown matrix $B^*$, and also among the row features of $X$, via the matrix…
Rank data arises frequently in marketing, finance, organizational behavior, and psychology. Most analysis of rank data reported in the literature assumes the presence of one or more variables (sometimes latent) based on whose values the…
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This approach is based on minimisation of a functional over the…
In this work, we present a method to exponentiate non-sparse indefinite low-rank matrices on a quantum computer. Given an operation for accessing the elements of the matrix, our method allows singular values and associated singular vectors…
We consider to model matrix time series based on a tensor CP-decomposition. Instead of using an iterative algorithm which is the standard practice for estimating CP-decompositions, we propose a new and one-pass estimation procedure based on…
We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…
The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…
We prove a generalization to Jennrich's uniqueness theorem for tensor decompositions in the undercomplete setting. Our uniqueness theorem is based on an alternative definition of the standard tensor decomposition, which we call…
Disentangled representations have recently been shown to improve fairness, data efficiency and generalisation in simple supervised and reinforcement learning tasks. To extend the benefits of disentangled representations to more complex…
Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…
Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…
In many applications such as data compression, imaging or genomic data analysis, it is important to approximate a given tensor by a tensor that is sparsely representable. For matrices, i.e. 2-tensors, such a representation can be obtained…
This study explores the estimation of parameters in a matrix-valued linear regression model, where the $T$ responses $(Y_t)_{t=1}^T \in \mathbb{R}^{n \times p}$ and predictors $(X_t)_{t=1}^T \in \mathbb{R}^{m \times q}$ satisfy the…