A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
POTD estimates SDR subspace using optimal transport for binary response.
Extends active subspace analysis to infinite dimensions.
Neural networks simplify SDR in regression tasks.
A new geometry-preserving method for interpreting compositional data.
Enhances SDR via Hellinger correlation for better data dependency understanding.
Motivated by the idea of turbomachinery active subspace performance maps, this paper studies dimension reduction in turbomachinery 3D CFD simulations. First, we show that these subspaces exist across different blades---under the same parametrization---largely independent of their Mach number or Reynolds number. This is…
In this paper, we propose a novel lower dimensional representation of a shape sequence. The proposed dimension reduction is invertible and computationally more efficient in comparison to other related works. Theoretically, the differential geometry tools such as moving frame and parallel transportation are successfully…
Paper introduces S-SSE for stable sparse subspace embedding.
A new DDR framework learns low-dimensional data representations using dynamical systems.
A new method reduces high-dimensional parameter spaces for faster numerical tasks.
GDMaps reduces high-dimensional data to lower dimensions for better classification.
A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of model-based clustering, classification, or discriminant analysis. A reduced subspac…
New algorithm reduces dimensionality in federated learning.
A method for high-dimensional Bayesian optimization reduces dimensionality using EDR and Gaussian process.
TrIM improves gradient-based dimension reduction and regression.
Paper improves SDR estimation speed and conditions.
A new method reduces both input and output dimensions for better goal-oriented analysis.
ALPCAH improves PCA for noisy data samples.
In statistical learning, high covariate dimensionality poses challenges for robust prediction and inference. To address this challenge, supervised dimension reduction is often performed, where dependence on the outcome is maximized for a selected covariate subspace with smaller dimensionality. Prevalent dimension reduc…
SMAVE optimizes SDR by projecting onto a low-dimensional subspace on a Riemannian manifold.
A new machine learning methodology, called successive subspace learning (SSL), is introduced in this work. SSL contains four key ingredients: 1) successive near-to-far neighborhood expansion; 2) unsupervised dimension reduction via subspace approximation; 3) supervised dimension reduction via label-assisted regression …
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 dimension reduction, i.e. to very low dimensions, in improving the performance of imp…
We introduce a dimension reduction method for visualizing the clustering structure obtained from a finite mixture of Gaussian densities. Information on the dimension reduction subspace is obtained from the variation on group means and, depending on the estimated mixture model, on the variation on group covariances. The…
Gradient-free method reduces dimensionality without gradients for expensive models.
Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, assumed unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from "undersampling" due to complexity and speed con…
Algorithm finds a subspace minimizing distances to inliers with outliers.
Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…
A typical goal of supervised dimension reduction is to find a low-dimensional subspace of the input space such that the projected input variables preserve maximal information about the output variables. The dependence maximization approach solves the supervised dimension reduction problem through maximizing a statistic…
Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, whose number, orientations, and dimensions are all unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from unde…
We describe ways to define and calculate -norm signal subspaces which are less sensitive to outlying data than -calculated subspaces. We focus on the computation of the maximum-projection principal component of a data matrix containing N signal samples of dimension D and conclude that the general proble…
Canonical correlation analysis (CCA) is a fundamental statistical tool for exploring the correlation structure between two sets of random variables. In this paper, motivated by recent success of applying CCA to learn low dimensional representations of high dimensional objects, we propose to quantify the estimation loss…
PCA is one of the most widely used dimension reduction techniques. A related easier problem is "subspace learning" or "subspace estimation". Given relatively clean data, both are easily solved via singular value decomposition (SVD). The problem of subspace learning or PCA in the presence of outliers is called robust su…
This paper reviews and compares supervised linear dimension-reduction techniques.
Investigates projections onto explicit subspaces and their variance effects.
The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing …
Modern techniques simplify complex high-dimensional data.
GPS model predicts subspace-valued functions efficiently.
We investigate a Gaussian mixture model (GMM) with component means constrained in a pre-selected subspace. Applications to classification and clustering are explored. An EM-type estimation algorithm is derived. We prove that the subspace containing the component means of a GMM with a common covariance matrix also conta…
PCA adapted for curved spaces improves data analysis.
We consider the problem of efficient randomized dimensionality reduction with norm-preservation guarantees. Specifically we prove data-dependent Johnson-Lindenstrauss-type geometry preservation guarantees for Ho's random subspace method: When data satisfy a mild regularity condition -- the extent of which can be estima…
A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications constrained by high-dimensional uncertain parameter spaces. The difficulty of accura…
Simplified proof for dimension reduction of polygonal curves.
Optimizes parameters in high-dimensional spaces for practical applications.
During the last decades, we have witnessed a surge of interests of learning a low-dimensional space with discriminative information from one single view. Even though most of them can achieve satisfactory performance in some certain situations, they fail to fully consider the information from multiple views which are hi…
Projective DP-SGD reduces privacy error by identifying low-dimensional gradient subspaces.
Anchor PCA improves robustness in multi-domain PCA.
Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the covariates. The estimated linear combinations include all covariates, making res…
R package psvmSDR simplifies SDR computation for machine learning.