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
A Complete Decomposition of KL Error using Refined Information and Mode Interaction Selection
James Enouen, Mahito Sugiyama
Reinforcement Learning Based Bidding Framework with High-dimensional Bids in Power Markets
Jinyu Liu, Hongye Guo, Yun Li, Qinghu Tang, Fuquan Huang, Tunan Chen, Haiwang Zhong, Qixin Chen
High-Dimensional Differential Parameter Inference in Exponential Family using Time Score Matching
Daniel J. Williams, Leyang Wang, Qizhen Ying, Song Liu, Mladen Kolar
fastHDMI: Fast Mutual Information Estimation for High-Dimensional Data
Kai Yang, Masoud Asgharian, Nikhil Bhagwat, Jean-Baptiste Poline, Celia M.T. Greenwood
From Optimization to Sampling via Lyapunov Potentials
August Y. Chen, Karthik Sridharan
Solving Reach-Avoid-Stay Problems Using Deep Deterministic Policy Gradients
Gabriel Chenevert, Jingqi Li, Achyuta kannan, Sangjae Bae, Donggun Lee
Deep Signature: Characterization of Large-Scale Molecular Dynamics
Tiexin Qin, Mengxu Zhu, Chunyang Li, Terry Lyons, Hong Yan, Haoliang Li