相关论文: False Discovery and Its Control in Low Rank Estima…

False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…

Modern statistical analyses often involve testing large numbers of hypotheses. In many situations, these hypotheses may have an underlying tree structure that not only helps determine the order that tests should be conducted but also…

Variable selection has been widely used in data analysis for the past decades, and it becomes increasingly important in the Big Data era as there are usually hundreds of variables available in a dataset. To enhance interpretability of a…

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Motivated by the popularity of stochastic rounding in the context of machine learning and the training of large-scale deep neural network models, we consider stochastic nearness rounding of real matrices $\mathbf{A}$ with many more rows…

When testing multiple hypothesis in a survey --e.g. many different source locations, template waveforms, and so on-- the final result consists in a set of confidence intervals, each one at a desired confidence level. But the probability…

Detecting emergence of a low-rank signal from high-dimensional data is an important problem arising from many applications such as camera surveillance and swarm monitoring using sensors. We consider a procedure based on the largest…

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

The low-rank matrix completion problem can be succinctly stated as follows: given a subset of the entries of a matrix, find a low-rank matrix consistent with the observations. While several low-complexity algorithms for matrix completion…

We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…

We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component L and a diagonal component D. The rank of L can either be chosen to be…

Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…

In many scientific settings there is a need for adaptive experimental design to guide the process of identifying regions of the search space that contain as many true positives as possible subject to a low rate of false discoveries (i.e.…

Subspace inference for neural networks assumes that a subspace of their parameter space suffices to produce a reliable uncertainty quantification. In this work, we underpin the validity of this assumption by using low rank techniques. We…

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…

Simultaneously performing variable selection and inference in high-dimensional regression models is an open challenge in statistics and machine learning. The increasing availability of vast amounts of variables requires the adoption of…

Low-rank training methods reduce the number of trainable parameters by re-parameterizing the weights with matrix decompositions (e.g., singular value decomposition). However, enforcing a fixed low-rank structure caps the rank of the weight…

Most link prediction methods return estimates of the connection probability of missing edges in a graph. Such output can be used to rank the missing edges from most to least likely to be a true edge, but does not directly provide a…

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Non-Negative Matrix Factorization (NMF) is a widely used dimension reduction method that factorizes a non-negative data matrix into two lower dimensional non-negative matrices: One is the basis or feature matrix which consists of the…