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
Optimizing High-Dimensional Physics Simulations via Composite Bayesian Optimization
Wesley Maddox, Qing Feng, Max Balandat
Encoding Causal Macrovariables
Benedikt Höltgen
Graph Embedding via High Dimensional Model Representation for Hyperspectral Images
Gulsen Taskin, Gustau Camps-Valls
On the rate of convergence of a classifier based on a Transformer encoder
Iryna Gurevych, Michael Kohler, Gözde Gül Sahin
A Data-Driven Line Search Rule for Support Recovery in High-dimensional Data Analysis
Peili Li, Yuling Jiao, Xiliang Lu, Lican Kang
Deep Probability Estimation
Sheng Liu, Aakash Kaku, Weicheng Zhu, Matan Leibovich, Sreyas Mohan, Boyang Yu, Haoxiang Huang, Laure Zanna, Narges Razavian, Jonathan Niles-Weed, Carlos Fernandez-Granda