相关论文: Detecting approximate replicate components of a hi…

We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…

Motivated by modern applications in which one constructs graphical models based on a very large number of features, this paper introduces a new class of cluster-based graphical models, in which variable clustering is applied as an initial…

In this paper, we propose a path following replicator dynamic, and investigate its potentials in uncovering the underlying cluster structure of a graph. The proposed dynamic is a generalization of the discrete replicator dynamic. The…

We propose a distributed computing framework, based on a divide and conquer strategy and hierarchical modeling, to accelerate posterior inference for high-dimensional Bayesian factor models. Our approach distributes the task of…

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…

This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model selection methods fail to consistently recover the true model when…

We propose an algorithm for clustering high dimensional data. If $P$ features for $N$ objects are represented in an $N\times P$ matrix ${\bf X}$, where $N\ll P$, the method is based on exploiting the cluster-dependent structure of the…

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…

The matrix element method utilizes ab initio calculations of probability densities as powerful discriminants for processes of interest in experimental particle physics. The method has already been used successfully at previous and current…

Dense retrieval models use bi-encoder network architectures for learning query and document representations. These representations are often in the form of a vector representation and their similarities are often computed using the dot…

In several applications, input samples are more naturally represented in terms of similarities between each other, rather than in terms of feature vectors. In these settings, machine-learning algorithms can become very computationally…

In this paper, a novel learning paradigm is presented to automatically identify groups of informative and correlated features from very high dimensions. Specifically, we explicitly incorporate correlation measures as constraints and then…

This paper is concerned with the approximation of tensors using tree-based tensor formats, which are tensor networks whose graphs are dimension partition trees. We consider Hilbert tensor spaces of multivariate functions defined on a…

Pervasive cross-section dependence is increasingly recognized as a characteristic of economic data and the approximate factor model provides a useful framework for analysis. Assuming a strong factor structure where $\Lop\Lo/N^\alpha$ is…

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…

Model selection consistency in the high-dimensional regression setting can be achieved only if strong assumptions are fulfilled. We therefore suggest to pursue a different goal, which we call a minimal class of models. The minimal class of…

Matrices of (approximate) low rank are pervasive in data science, appearing in recommender systems, movie preferences, topic models, medical records, and genomics. While there is a vast literature on how to exploit low rank structure in…

The factor analysis model is a statistical model where a certain number of hidden random variables, called factors, affect linearly the behaviour of another set of observed random variables, with additional random noise. The main assumption…

We study distributed low rank approximation in which the matrix to be approximated is only implicitly represented across the different servers. For example, each of $s$ servers may have an $n \times d$ matrix $A^t$, and we may be interested…