相关论文: Exhuming nonnegative garrote from oblivion using s…

Data valuation quantifies data importance, but existing methods cannot ensure validity in a single training process. The neural dynamic data valuation (NDDV) method [3] addresses this limitation. Based on NDDV, we are the first to explore…

Tensor completion is a fundamental tool for incomplete data analysis, where the goal is to predict missing entries from partial observations. However, existing methods often make the explicit or implicit assumption that the observed entries…

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Non-smooth optimization is a core ingredient of many imaging or machine learning pipelines. Non-smoothness encodes structural constraints on the solutions, such as sparsity, group sparsity, low-rank and sharp edges. It is also the basis for…

We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…

The rapid scaling of large language models~(LLMs) has made inference efficiency a primary bottleneck in the practical deployment. To address this, semi-structured sparsity offers a promising solution by strategically retaining $N$ elements…

In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship between the explanatory and explained variables in the…

In a classical regression model, it is usually assumed that the explanatory variables are independent of each other and error terms are normally distributed. But when these assumptions are not met, situations like the error terms are not…

In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least…

When equipped with efficient optimization algorithms, the over-parameterized neural networks have demonstrated high level of performance even though the loss function is non-convex and non-smooth. While many works have been focusing on…

In this paper, we focus on distributed estimation and support recovery for high-dimensional linear quantile regression. Quantile regression is a popular alternative tool to the least squares regression for robustness against outliers and…

High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of the data space and then applies a…

We introduce and study the Group Square-Root Lasso (GSRL) method for estimation in high dimensional sparse regression models with group structure. The new estimator minimizes the square root of the residual sum of squares plus a penalty…

As researchers increasingly rely on machine learning models and LLMs to annotate unstructured data, such as texts or images, various approaches have been proposed to correct bias in downstream statistical analysis. However, existing methods…

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is…

Incorporating neural networks for the solution of Ordinary Differential Equations (ODEs) represents a pivotal research direction within computational mathematics. Within neural network architectures, the integration of the intrinsic…

Many machine learning algorithms require precise estimates of covariance matrices. The sample covariance matrix performs poorly in high-dimensional settings, which has stimulated the development of alternative methods, the majority based on…

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Generative Adversarial Networks (GANs) have achieved remarkable results in the task of generating realistic natural images. In most successful applications, GAN models share two common aspects: solving a challenging saddle point…

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…