相关论文: High-dimensional inference via hybrid orthogonaliz…

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

In this paper we consider the problem of exact recovery of a fixed sparse vector with the measurement matrices sequentially arriving along with corresponding measurements. We propose an extension of the iterative hard thresholding (IHT)…

Matching is one of the simplest approaches for estimating causal effects from observational data. Matching techniques compare the observed outcomes across pairs of individuals with similar covariate values but different treatment statuses…

In recent years, there has been considerable theoretical development regarding variable selection consistency of penalized regression techniques, such as the lasso. However, there has been relatively little work on quantifying the…

Deep sparse networks are widely investigated as a neural network architecture for prediction tasks with high-dimensional sparse features, with which feature interaction selection is a critical component. While previous methods primarily…

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

In applied settings, tests of hypothesis where a nuisance parameter is only identifiable under the alternative often reduces into one of Testing One Hypothesis Multiple times (TOHM). Specifically, a fine discretization of the space of the…

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Human-Object Interaction (HOI) aims to identify the pairs of humans and objects in images and to recognize their relationships, ultimately forming $\langle human, object, verb \rangle$ triplets. Under default settings, HOI performance is…

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…

Deep learning models have achieved remarkable success across various domains, yet their learned representations and decision-making processes remain largely opaque and hard to interpret. This work introduces HOLE (Homological Observation of…

This paper studies nonparametric series estimation and inference for the effect of a single variable of interest x on an outcome y in the presence of potentially high-dimensional conditioning variables z. The context is an additively…

Statistical matching is an effective method for estimating causal effects in which treated units are paired with control units with ``similar'' values of confounding covariates prior to performing estimation. In this way, matching helps…

Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in…

Deep neural networks are applied in more and more areas of everyday life. However, they still lack essential abilities, such as robustly dealing with spatially transformed input signals. Approaches to mitigate this severe robustness issue…

In the constraint programming framework, state-of-the-art static and dynamic decomposition techniques are hard to apply to problems with complete initial constraint graphs. For such problems, we propose a hybrid approach of these techniques…

Hashing is one of the most popular methods for similarity search because of its speed and efficiency. Dense binary hashing is prevalent in the literature. Recently, insect olfaction was shown to be structurally and functionally analogous to…

Statistical inference of the high-dimensional regression coefficients is challenging because the uncertainty introduced by the model selection procedure is hard to account for. A critical question remains unsettled; that is, is it possible…

High-dimensional group inference is an essential part of statistical methods for analysing complex data sets, including hierarchical testing, tests of interaction, detection of heterogeneous treatment effects and inference for local…

The success of the Lasso in the era of high-dimensional data can be attributed to its conducting an implicit model selection, i.e., zeroing out regression coefficients that are not significant. By contrast, classical ridge regression can…