arXiv:2510. 11546v3 Announce Type: replace-cross Abstract: High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods.
arXiv:2306. 14851v5 Announce Type: replace-cross Abstract: Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner.
arXiv:2606. 11738v1 Announce Type: cross Abstract: We study online estimation for high-dimensional generalized linear models with streaming data.
arXiv:2511. 15615v2 Announce Type: replace-cross Abstract: This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate.
arXiv:2603. 07965v2 Announce Type: replace-cross Abstract: Bayesian optimization (BO) for high-dimensional constrained problems remains a significant challenge due to the curse of dimensionality.
arXiv:2606. 03553v1 Announce Type: cross Abstract: While principal component analysis (PCA) is a fundamental tool for dimensionality reduction, its dense representations make it ill-suited for high-dimensional data.
arXiv:2606. 12120v1 Announce Type: new Abstract: Low-rank optimal transport (OT) mitigates the quadratic scaling of classical solvers, yet existing approaches rely heavily on first-order mirror-descent updates that require careful hyperparameter tuning and ignore the optimization landscape's curvature.
arXiv:2503. 24075v4 Announce Type: replace-cross Abstract: Low-rank optimization problems with sparse simplex constraints involve variables that must satisfy nonnegativity, sparsity, and sum-to-1 conditions, making their optimization particularly challenging due to the interplay between low-rank structures and constraints.
arXiv:2109. 11057v2 Announce Type: replace-cross Abstract: Weighted low-rank matrix approximation (WLRMA) generalizes classical low-rank approximation and matrix completion by allowing arbitrary elementwise weights.
arXiv:2607. 03839v1 Announce Type: new Abstract: Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization.
arXiv:2607. 07735v1 Announce Type: cross Abstract: Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data.
arXiv:2607. 00252v1 Announce Type: new Abstract: We present an algorithm for the group distributionally robust (GDR) least squares problem.
arXiv:2601. 18115v2 Announce Type: replace Abstract: We study the problem of learning a single neuron under standard squared loss in the presence of arbitrary label noise and group-level distributional shifts, for a broad family of covariate distributions.