相关论文: $\ell_0$-Regularized High-dimensional Accelerated …

Many least squares problems involve affine equality and inequality constraints. Although there are variety of methods for solving such problems, most statisticians find constrained estimation challenging. The current paper proposes a new…

We study the problem of robust time series analysis under the standard auto-regressive (AR) time series model in the presence of arbitrary outliers. We devise an efficient hard thresholding based algorithm which can obtain a consistent…

We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

Motivated by Tucker tensor decomposition, this paper imposes low-rank structures to the column and row spaces of coefficient matrices in a multivariate infinite-order vector autoregression (VAR), which leads to a supervised factor model…

Pretrained on large-scale and diverse datasets, VLA models demonstrate strong generalization and adaptability as general-purpose robotic policies. However, Supervised Fine-Tuning (SFT), which serves as the primary mechanism for adapting…

We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…

We propose a random feature model for approximating high-dimensional sparse additive functions called the hard-ridge random feature expansion method (HARFE). This method utilizes a hard-thresholding pursuit-based algorithm applied to the…

In this paper, we exploit the spiked covariance structure of the clutter plus noise covariance matrix for radar signal processing. Using state-of-the-art techniques high dimensional statistics, we propose a nonlinear shrinkage-based…

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

The deployment of large language models (LLMs) is often constrained by their substantial computational and memory demands. While structured pruning presents a viable approach by eliminating entire network components, existing methods suffer…

Matrix factorization (MF) has been widely used to discover the low-rank structure and to predict the missing entries of data matrix. In many real-world learning systems, the data matrix can be very high-dimensional but sparse. This poses an…

When a language model answers a table question, users have no way to verify which cells informed which reasoning steps. We introduce RSAT, a method that trains small language models (SLMs, 1-8B) to produce step-by-step reasoning with…

We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…

Square-root (loss) regularized models have recently become popular in linear regression due to their nice statistical properties. Moreover, some of these models can be interpreted as the distributionally robust optimization counterparts of…

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

In real data analysis with structural equation modeling, data are unlikely to be exactly normally distributed. If we ignore the non-normality reality, the parameter estimates, standard error estimates, and model fit statistics from normal…

In sparse linear bandits, a learning agent sequentially selects an action and receive reward feedback, and the reward function depends linearly on a few coordinates of the covariates of the actions. This has applications in many real-world…

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

This paper addresses the problem of extracting periodic oscillatory features in vibration sig- nals for detecting faults in rotating machinery. To extract the feature, we propose an approach in the short-time Fourier transform (STFT) domain…