相关论文: On regularization methods based on R\'enyi's pseud…

Fitting high-dimensional statistical models often requires the use of non-linear parameter estimation procedures. As a consequence, it is generally impossible to obtain an exact characterization of the probability distribution of the…

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

A dimension reduction method based on the "Nonlinear Level set Learning" (NLL) approach is presented for the pointwise prediction of functions which have been sparsely sampled. Leveraging geometric information provided by the Implicit…

High-dimensional data have recently been analyzed because of data collection technology evolution. Although many methods have been developed to gain sparse recovery in the past two decades, most of these methods require selection of tuning…

Ordinary least-squares (OLS) estimators for a linear model are very sensitive to unusual values in the design space or outliers among y values. Even one single atypical value may have a large effect on the parameter estimates. This article…

Loss functions play a pivotal role in optimizing recommendation models. Among various loss functions, Softmax Loss (SL) and Cosine Contrastive Loss (CCL) are particularly effective. Their theoretical connections and differences warrant…

Ordinary least square (OLS), maximum likelihood (ML) and robust methods are the widely used methods to estimate the parameters of a linear regression model. It is well known that these methods perform well under some distributional…

This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework employs a novel scaled pseudo-Huber (SPH) loss function, which…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

We consider high-dimensional binary classification by sparse logistic regression. We propose a model/feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size and derive the non-asymptotic…

In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a…

This paper presents an innovative approach to dimensionality reduction and feature extraction in high-dimensional datasets, with a specific application focus on wood surface defect detection. The proposed framework integrates sparse…

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

High-dimensional data are commonly seen in modern statistical applications, variable selection methods play indispensable roles in identifying the critical features for scientific discoveries. Traditional best subset selection methods are…

High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we…

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…