相关论文: Total Variation Regularized Tensor-on-scalar Regre…

Owing to its significant success, the prior imposed on gradient maps has consistently been a subject of great interest in the field of image processing. Total variation (TV), one of the most representative regularizers, is known for its…

This paper conducts a rigorous analysis for provable estimation of multidimensional arrays, in particular third-order tensors, from a random subset of its corrupted entries. Our study rests heavily on a recently proposed tensor algebraic…

This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to be skewed and have a fat tail, previous methods transform RV into values…

Tensor-valued data arise naturally in multidimensional signal and imaging problems, such as biomedical imaging. When incorporated into generalized linear models (GLMs), naive vectorization can destroy their multi-way structure and lead to…

Tensor completion is an extension of matrix completion aimed at recovering a multiway data tensor by leveraging a given subset of its entries (observations) and the pattern of observation. The low-rank assumption is key in establishing a…

Compartmental epidemic models are among the most popular ones in epidemiology. For the parameters (e.g., the transmission rate) characterizing these models, the majority of researchers simplify them as constants, while some others manage to…

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…

We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…

In this paper we provide a latent-variable formulation and solution to the recommender system (RS) problem in terms of a fundamental property that any reasonable solution should be expected to satisfy. Specifically, we examine a novel…

Out-of-distribution (OOD) generalization remains challenging when models simultaneously encounter correlation shifts across environments and diversity shifts driven by rare or hard samples. Existing invariant risk minimization (IRM) methods…

This paper studies Time Series Extrinsic Regression (TSER): a regression task of which the aim is to learn the relationship between a time series and a continuous scalar variable; a task closely related to time series classification (TSC),…

In this paper we propose novel methods for compression and recovery of multilinear data under limited sampling. We exploit the recently proposed tensor- Singular Value Decomposition (t-SVD)[1], which is a group theoretic framework for…

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

Many real-world datasets are labeled with natural orders, i.e., ordinal labels. Ordinal regression is a method to predict ordinal labels that finds a wide range of applications in data-rich domains, such as natural, health and social…

The tensor-train (TT) decomposition is widely used to compress large tensors into a more compact form by exploiting their inherent data structures. A fundamental approach for constructing the TT format is the well-known TT-SVD method, which…

We establish adaptive results for trend filtering: least squares estimation with a penalty on the total variation of $(k-1)^{\rm th}$ order differences. Our approach is based on combining a general oracle inequality for the…

Popular methods for finding regularized solutions to inverse problems include sparsity promoting $\ell_1$ regularization techniques, one in particular which is the well known total variation (TV) regularization. More recently, several…

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

In this paper, we propose three approaches for the estimation of the Tucker decomposition of multi-way arrays (tensors) from partial observations. All approaches are formulated as convex minimization problems. Therefore, the minimum is…