相关论文: A dimensional R2 regression metric

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…

Features in predictive models are not exchangeable, yet common supervised models treat them as such. Here we study ridge regression when the analyst can partition the features into $K$ groups based on external side-information. For example,…

Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…

Deep learning has achieved remarkable success across many domains, but it has also created a growing demand for interpretability in model predictions. Although many explainable machine learning methods have been proposed, post-hoc…

An important theme in modern inverse problems is the reconstruction of time-dependent data from only finitely many measurements. To obtain satisfactory reconstruction results in this setting it is essential to strongly exploit temporal…

We consider the most common variants of linear regression, including Ridge, Lasso and Support-vector regression, in a setting where the learner is allowed to observe only a fixed number of attributes of each example at training time. We…

Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which…

A major challenge in sparsity pattern estimation is that small modes are difficult to detect in the presence of noise. This problem is alleviated if one can observe samples from multiple realizations of the nonzero values for the same…

In scientific reasoning tasks, the veracity of the reasoning process is as critical as the final outcome. While Process Reward Models (PRMs) offer a solution to the coarse-grained supervision problems inherent in Outcome Reward Models…

Confidence sets play a fundamental role in statistical inference. In this paper, we consider confidence intervals for high dimensional linear regression with random design. We first establish the convergence rates of the minimax expected…

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

During the last decades, learning a low-dimensional space with discriminative information for dimension reduction (DR) has gained a surge of interest. However, it's not accessible for these DR methods to achieve satisfactory performance…

From an engineering perspective, a design should not only perform well in an ideal condition, but should also resist noises. Such a design methodology, namely robust design, has been widely implemented in the industry for product quality…

Reciprocity--the tendency of individuals to form mutual ties--is a fundamental structural feature of many directed networks. Despite its ubiquity, reciprocity remains insufficiently integrated into statistical network models, particularly…

Nonparametric mean function regression with repeated measurements serves as a cornerstone for many statistical branches, such as longitudinal/panel/functional data analysis. In this work, we investigate this problem using fully connected…

Dimensionality reduction is a popular preprocessing and a widely used tool in data mining. Transparency, which is usually achieved by means of explanations, is nowadays a widely accepted and crucial requirement of machine learning based…

Devising domain- and model-agnostic evaluation metrics for generative models is an important and as yet unresolved problem. Most existing metrics, which were tailored solely to the image synthesis setup, exhibit a limited capacity for…

Challenges with data in the big-data era include (i) the dimension $p$ is often larger than the sample size $n$ (ii) outliers or contaminated points are frequently hidden and more difficult to detect. Challenge (i) renders most conventional…

We prove weak convergence in a separable Hilbert space for estimators of high-dimensional regression coefficients, which yields asymptotic normality and enables direct use of standard asymptotic tools such as the continuous mapping theorem.…