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Showing 1 to 20 of 27 for “"High dimensional statistics"”.

  1. Geometric aspects of uncertainty quantification in high-dimensional statistics

    In high-dimensional statistics, uncertainty quantification is often of its own mathematical interest and complexity. We discuss phenomena that are particular to high-dimensional inference tasks, which closely relate to the need to `adapt' to hidden lower-dimensional structures that are not directly …

    cambridge Repository record for Geometric aspects of uncertainty quantification in high-dimensional statistics (opens in a new tab)

  2. High-Dimensional Statistics for Causal Inference and Panel Data

    … a focus on addressing key biases that arise in high-dimensional and dynamic environments. While this dissertation is motivated by the need to flexibly measure the economic impacts of climate change, the methods I develop are much more general. They apply broadly to panel data problems across …

    mit Repository record for High-Dimensional Statistics for Causal Inference and Panel Data (opens in a new tab)

  3. Algorithms and Algorithmic Barriers in High-Dimensional Statistics and Random Combinatorial Structures

    … models arising from modern machine learning and high-dimensional statistical inference tasks. • Our first set of results to this direction establishes self-regularity for two-layer NNs with sigmoid, binary step, rectified linear unit (ReLU) activation functions and non-negative output weights in …

    mit Repository record for Algorithms and Algorithmic Barriers in High-Dimensional Statistics and Random Combinatorial Structures (opens in a new tab)

  4. Topics in Sparsity and Compression: From High dimensional statistics to Overparametrized Neural Networks

    This thesis presents applications of sparsity in three different areas: covariance estimation in time-series data, linear regression with categorical variables, and neural network compression. In the first chapter, motivated by problems in computational finance, we consider a framework for jointly …

    mit Repository record for Topics in Sparsity and Compression: From High dimensional statistics to Overparametrized Neural Networks (opens in a new tab)

  5. Theory and Algorithms for Penalization, Graphical Models, and Surrogate Marker Evaluation

    … we study three problems: oracle inequality in high-dimensional statistics theory, graphical models, and surrogate measures in clinical trials. First, we introduce a general slow rate bound for maximum regularized likelihood estimators in Kullback-Leibler divergence. The result applies to a wide …

    washington Repository record for Theory and Algorithms for Penalization, Graphical Models, and Surrogate Marker Evaluation (opens in a new tab)

  6. Essays on Algorithmic Learning and Uncertainty Quantification

    … have found extensive use in machine learning and high-dimensional statistics, motivating a more thorough analysis of their limitations in high-dimensional problems.

    mit Repository record for Essays on Algorithmic Learning and Uncertainty Quantification (opens in a new tab)

  7. Statistical Learning with Discrete Structures: Statistical and Computational Perspectives

    … explore statistical and computational aspects of statistics estimators (some classical and some new) that can be formulated as discrete optimization problems. In Chapters 2 and 3, we study two well-known problems in high-dimensional statistics: sparse Principal Component Analysis (PCA) and …

    mit Repository record for Statistical Learning with Discrete Structures: Statistical and Computational Perspectives (opens in a new tab)

  8. Model selection and estimation in high dimensional settings

    … and this complexity can be attributed to the high dimensionality of the space containing the inputs and the outputs; the existence of a structural prior knowledge within the inputs or the outputs that if ignored may lead to inefficient estimates of the parameters; and the presence of a …

    gatech Repository record for Model selection and estimation in high dimensional settings (opens in a new tab)

  9. High Dimensional Inference for Semiparametric Models

    In the literature, high dimensional inference refers to statistical inference when

    purdue-thes Repository record for High Dimensional Inference for Semiparametric Models (opens in a new tab)

  10. Statistical inference in high-dimensional matrix models

    Matrix models are ubiquitous in modern statistics. For instance, they are used in finance to assess interdependence of assets, in genomics to impute missing data and in movie recommender systems to model the relationship between users and movie ratings. Typically such models are either …

    cambridge Repository record for Statistical inference in high-dimensional matrix models (opens in a new tab)

  11. Approximate Message Passing for Matrix Regression

    … have become popular in various structured high-dimensional statistical problems. Previous AMP algorithms for generalized linear models (GLM) typically require the signal to be in the form of a vector, and the design matrix to have independent and identically distributed Gaussian entries. In …

    cambridge Repository record for Approximate Message Passing for Matrix Regression (opens in a new tab)

  12. Optimization Methods for Machine Learning under Structural Constraints

    … a focus on shape constraints in nonparametric statistics and sparsity in high-dimensional statistics. In the first chapter, we consider the subgradient regularized convex regression problem, which aims to fit a convex function between the target variable and covariates. We propose novel …

    mit Repository record for Optimization Methods for Machine Learning under Structural Constraints (opens in a new tab)

  13. Nonparametric testing in modern statistics: A personal journey

    Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2026-08-01

    uiuc Repository record for Nonparametric testing in modern statistics: A personal journey (opens in a new tab)

  14. On inference about rare events

    … with the number of samples, in a manner akin to high-dimensional statistics. In that context, we propose an approach that allows us to easily establish consistent estimators for a large class of canonical estimation problems. These include estimating entropy, the size of the alphabet, and the …

    mit Repository record for On inference about rare events (opens in a new tab)

  15. Joint Network Modeling of Omics Data for Understanding Complex Diseases

    … data sources, stemming from advancements in high-throughput genomic technologies, encourages the development of more sophisticated models. Through the simultaneous analysis of multiple data sets or types, joint network approaches enhance statistical power and provide a route towards a deeper …

    cambridge Repository record for Joint Network Modeling of Omics Data for Understanding Complex Diseases (opens in a new tab)

  16. Natural gradient methods in statistics and machine learning

    … used for modelling correlation structure in high-dimensional statistics; and various mixture distributions, which represent complex probability distributions as combinations of simpler distributions, allowing for features such as multimodality, which may not be possible to represent in the …

    cambridge Repository record for Natural gradient methods in statistics and machine learning (opens in a new tab)

  17. Sparse Learning using Discrete Optimization: Scalable Algorithms and Statistical Insights

    … concept in interpretable machine learning and high-dimensional statistics. While sparse learning problems can be naturally modeled using discrete optimization, computational challenges have historically shifted the focus towards alternatives based on continuous optimization and heuristics. …

    mit Repository record for Sparse Learning using Discrete Optimization: Scalable Algorithms and Statistical Insights (opens in a new tab)

  18. Message Passing Algorithms for Statistical Estimation and Communication

    This thesis studies two high-dimensional statistical estimation problems: matrix sketching, and communication over many-user channels. Efficient recovery schemes, based on belief propagation (BP) and Approximate Message Passing (AMP), are developed for these problems. We first consider matrix …

    cambridge Repository record for Message Passing Algorithms for Statistical Estimation and Communication (opens in a new tab)

  19. Topics in high-dimensional linear bandits and approximate Bayesian sampling

    Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2024-05-01

    uiuc Repository record for Topics in high-dimensional linear bandits and approximate Bayesian sampling (opens in a new tab)

  20. Change point detection for high dimensional data and valid inference for Bayesian linear models

    We propose statistical methodologies for high dimensional change point detection and inference for Bayesian linear models. In the first project, we propose a change point detection method testing mean shift for high dimensional observations with unknown heteroscedasticity. The proposed tests target …

    uiuc Repository record for Change point detection for high dimensional data and valid inference for Bayesian linear models (opens in a new tab)

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