相关论文: Statistical Inference in High-dimensional Generali…

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Decomposing a complex time series into trend, seasonality, and remainder components is an important primitive that facilitates time series anomaly detection, change point detection, and forecasting. Although numerous batch algorithms are…

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…

We consider the problem of learning from observation (LfO), in which the agent aims to mimic the expert's behavior from the state-only demonstrations by experts. We additionally assume that the agent cannot interact with the environment but…

We consider online learning with linear models, where the algorithm predicts on sequentially revealed instances (feature vectors), and is compared against the best linear function (comparator) in hindsight. Popular algorithms in this…

Digital twins (DTs), serving as the core enablers for real-time monitoring and predictive maintenance of complex cyber-physical systems, impose critical requirements on their virtual models: high predictive accuracy, strong…

Finding a small spectral approximation for a tall $n \times d$ matrix $A$ is a fundamental numerical primitive. For a number of reasons, one often seeks an approximation whose rows are sampled from those of $A$. Row sampling improves…

We consider statistical inference for network-linked regression problems, where covariates may include network summary statistics computed for each node. In settings involving network data, it is often natural to posit that latent variables…

Online metric learning has been widely applied in classification and retrieval. It can automatically learn a suitable metric from data by restricting similar instances to be separated from dissimilar instances with a given margin. However,…

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in datacenters. This paper proposes a…

As autonomous systems increasingly rely on onboard sensing for localization and perception, the parallel tasks of motion planning and state estimation become more strongly coupled. This coupling is well-captured by augmenting the planning…

With the increasing volume of streaming data in industrial systems, online anomaly detection has become a critical task. The diverse and rapidly evolving data patterns pose significant challenges for online anomaly detection. Many existing…

This paper introduces a new latent variable generative model able to handle high dimensional longitudinal data and relying on variational inference. The time dependency between the observations of an input sequence is modelled using…

Deep learning models, especially convolutional neural networks, have achieved impressive results in medical image classification. However, these models often produce overconfident predictions, which can undermine their reliability in…

The Internet of Things (IoT) system generates massive high-speed temporally correlated streaming data and is often connected with online inference tasks under computational or energy constraints. Online analysis of these streaming time…

Existing research into online multi-label classification, such as online sequential multi-label extreme learning machine (OSML-ELM) and stochastic gradient descent (SGD), has achieved promising performance. However, these works do not take…

As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…

Online streaming feature selection (OSFS), which conducts feature selection in an online manner, plays an important role in dealing with high-dimensional data. In many real applications such as intelligent healthcare platform, streaming…