相关论文: Coupled regularized sample covariance matrix estim…

Semi-supervised learning (SSL) has shown notable potential in relieving the heavy demand of dense prediction tasks on large-scale well-annotated datasets, especially for the challenging multi-organ segmentation (MoS). However, the…

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

In this work, the estimation of the multivariate normal mean by different classes of shrinkage estimators is investigated. The risk associated with the balanced loss function is used to compare two estimators. We start by considering…

Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to…

Convex regression (CR) is an approach for fitting a convex function to a finite number of observations. It arises in various applications from diverse fields such as statistics, operations research, economics, and electrical engineering.…

Sparse representation based classification (SRC) is popularly used in many applications such as face recognition, and implemented in two steps: representation coding and classification. For a given set of testing images, SRC codes every…

The problem of corrupted data, missing features, or missing modalities continues to plague the modern machine learning landscape. To address this issue, a class of regularization methods that enforce consistency between imputed and fully…

As regression is a widely studied problem, many methods have been proposed to solve it, each of them often requiring setting different hyper-parameters. Therefore, selecting the proper method for a given application may be very difficult…

Linear shrinkage estimators of a covariance matrix --- defined by a weighted average of the sample covariance matrix and a pre-specified shrinkage target matrix --- are popular when analysing high-throughput molecular data. However, their…

This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…

Cluster-randomized experiments are increasingly used to evaluate interventions in routine practice conditions, and researchers often adopt model-based methods with covariate adjustment in the statistical analyses. However, the validity of…

Quantile is an important risk measure quantifying the stochastic system random behaviors. This paper studies a pooled quantile estimator, which is the sample quantile of detailed simulation outputs after directly pooling independent sample…

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…

Covariance matrix estimation and principal component analysis (PCA) are two cornerstones of multivariate analysis. Classic textbook solutions perform poorly when the dimension of the data is of a magnitude similar to the sample size, or…

Conformal Predictors (CP) are wrappers around ML models, providing error guarantees under weak assumptions on the data distribution. They are suitable for a wide range of problems, from classification and regression to anomaly detection.…

In representation learning (RL), how to make the learned representations easy to interpret and less overfitted to training data are two important but challenging issues. To address these problems, we study a new type of regulariza- tion…

This paper considers a high dimensional linear regression model with corrected variables. A variety of methods have been developed in recent years, yet it is still challenging to keep accurate estimation when there are complex correlation…

Super sample covariance (SSC) is important when estimating covariance matrices using a set of mock catalogues for galaxy surveys. If the underlying cosmological simulations do not include the variation in background parameters appropriate…

Multimodal Large Language Models (MLLMs) achieve strong performance through instruction tuning, but real-world deployment requires them to continually expand their capabilities, making Multimodal Continual Instruction Tuning (MCIT)…

Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…