相关论文: A new algorithm for estimating the effective dimen…
In this paper, we propose two new methods to estimate the dimension-reduction directions of the central subspace (CS) by constructing a regression model such that the directions are all captured in the regression mean. Compared with the…
We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…
Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…
A theory of sufficient dimension reduction (SDR) is developed from an optimizational perspective. In our formulation of the problem, instead of dealing with raw data, we assume that our ground truth includes a mapping ${\mathbf f}: {\mathbb…
We consider a fundamental problem in unsupervised learning called \emph{subspace recovery}: given a collection of $m$ points in $\mathbb{R}^n$, if many but not necessarily all of these points are contained in a $d$-dimensional subspace $T$…
In this paper, we study both multi-armed and contextual bandit problems in censored environments. Our goal is to estimate the performance loss due to censorship in the context of classical algorithms designed for uncensored environments.…
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…
We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…
The joint optimization of the reconstruction and classification error is a hard non convex problem, especially when a non linear mapping is utilized. In order to overcome this obstacle, a novel optimization strategy is proposed, in which a…
Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…
We review sufficient dimension reduction (SDR) estimators with multivariate response in this paper. A wide range of SDR methods are characterized as inverse regression SDR estimators or forward regression SDR estimators. The inverse…
Dynamic subspace estimation, or subspace tracking, is a fundamental problem in statistical signal processing and machine learning. This paper considers a geodesic model for time-varying subspaces. The natural objective function for this…
In this work, we present a method which determines optimal multi-step dynamic mode decomposition (DMD) models via entropic regression, which is a nonlinear information flow detection algorithm. Motivated by the higher-order DMD (HODMD)…
Let $\RR$ be a real closed field (e.g. the field of real numbers) and $\mathscr{S} \subset \RR^n$ be a semi-algebraic set defined as the set of points in $\RR^n$ satisfying a system of $s$ equalities and inequalities of multivariate…
Dimension reduction is widely regarded as an effective way for decreasing the computation, storage and communication loads of data-driven intelligent systems, leading to a growing demand for statistical methods that allow analysis (e.g.,…
We develop theory for nonlinear dimensionality reduction (NLDR). A number of NLDR methods have been developed, but there is limited understanding of how these methods work and the relationships between them. There is limited basis for using…
This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…
Unsupervised learning aims to capture the underlying structure of potentially large and high-dimensional datasets. Traditionally, this involves using dimensionality reduction (DR) methods to project data onto lower-dimensional spaces or…
This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…
In the covariate shift learning scenario, the training and test covariate distributions differ, so that a predictor's average loss over the training and test distributions also differ. In this work, we explore the potential of extreme…