相关论文: Fast Covariance Estimation for High-dimensional Fu…

The Mat\'ern family of covariance functions is currently the most popularly used model in spatial statistics, geostatistics, and machine learning to specify the correlation between two geographical locations based on spatial distance.…

Bayesian factor analysis is routinely used for dimensionality reduction in modeling of high-dimensional covariance matrices. Factor analytic decompositions express the covariance as a sum of a low rank and diagonal matrix. In practice,…

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

This paper proposes a novel model-free screening procedure for ultrahigh dimensional data analysis. By utilizing slicing technique which has been successfully ap- plied to continuous variables, we construct a new index called the fused…

Diffusion models have proven effective for various applications such as images, audio and graph generation. Other important applications are image super-resolution and the solution of inverse problems. More recently, some works have used…

Accurately specifying covariance structures is critical for valid inference in longitudinal and functional data analysis, particularly when data are sparsely observed. In this study, we develop a global goodness-of-fit test to assess…

Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…

Recognizability, a key perceptual factor in human face processing, strongly affects the performance of face recognition (FR) systems in both verification and identification tasks. Effectively using recognizability to enhance feature…

Many econometric analyses involve spatio--temporal data. A considerable amount of literature has addressed spatio--temporal models, with Spatial Dynamic Panel Data (SDPD) being widely investigated and applied. In real data applications,…

Data uncertainty is commonly observed in the images for face recognition (FR). However, deep learning algorithms often make predictions with high confidence even for uncertain or irrelevant inputs. Intuitively, FR algorithms can benefit…

Inspecting large-scale industrial surfaces like aircraft fuselages for quality control requires capturing their precise 3D surface geometry at high resolution. Vision-based tactile sensors (VBTSs) offer high local resolution but require…

Computation of the large sparse matrix exponential has been an important topic in many fields, such as network and finite-element analysis. The existing scaling and squaring algorithm (SSA) is not suitable for the computation of the large…

This paper presents an efficient approach to image segmentation that approximates the piecewise-smooth (PS) functional in [12] with explicit solutions. By rendering some rational constraints on the initial conditions and the final solutions…

Automatic continuous time, continuous value assessment of a patient's pain from face video is highly sought after by the medical profession. Despite the recent advances in deep learning that attain impressive results in many domains, pain…

Multi-task learning is a widely used technique for harnessing information from various tasks. Recently, the sparse orthogonal factor regression (SOFAR) framework, based on the sparse singular value decomposition (SVD) within the coefficient…

This paper proposes a new robust smooth-threshold estimating equation to select important variables and automatically estimate parameters for high dimensional longitudinal data. A novel working correlation matrix is proposed to capture…

The datasets of face recognition contain an enormous number of identities and instances. However, conventional methods have difficulty in reflecting the entire distribution of the datasets because a mini-batch of small size contains only a…

Estimating large covariance matrices has been a longstanding important problem in many applications and has attracted increased attention over several decades. This paper deals with two methods based on pre-existing works to impose sparsity…

We introduce a novel covariance estimator for portfolio selection that adapts to the non-stationary or persistent heteroskedastic environments of financial time series by employing exponentially weighted averages and nonlinearly shrinking…

We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To…