High Dimensional
High-dimensional data analysis focuses on extracting meaningful information and building predictive models from datasets with numerous variables, often exceeding the number of observations. Current research emphasizes developing computationally efficient algorithms, such as stochastic gradient descent and its variants, and novel model architectures like graph neural networks and deep learning approaches tailored to handle the unique challenges posed by high dimensionality, including issues of sparsity and missing data. These advancements are crucial for addressing complex problems across diverse fields, including scientific modeling, robotics, and financial risk assessment, where high-dimensional data are increasingly prevalent.
Papers
Interpretation of High-Dimensional Linear Regression: Effects of Nullspace and Regularization Demonstrated on Battery Data
Joachim Schaeffer, Eric Lenz, William C. Chueh, Martin Z. Bazant, Rolf Findeisen, Richard D. Braatz
Generalization Bound and Learning Methods for Data-Driven Projections in Linear Programming
Shinsaku Sakaue, Taihei Oki
Entropy-based Guidance of Deep Neural Networks for Accelerated Convergence and Improved Performance
Mackenzie J. Meni, Ryan T. White, Michael Mayo, Kevin Pilkiewicz
Distributionally Robust Statistical Verification with Imprecise Neural Networks
Souradeep Dutta, Michele Caprio, Vivian Lin, Matthew Cleaveland, Kuk Jin Jang, Ivan Ruchkin, Oleg Sokolsky, Insup Lee