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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
SOFARI-R: High-Dimensional Manifold-Based Inference for L...
Zemin Zheng, Xin Zhou, Jinchi Lv · 2025-04-25 · via stat.ML updates on arXiv.org

Data reduction with uncertainty quantification plays a key role in various multi-task learning applications, where large numbers of responses and features are present. To this end, a general framework of high-dimensional manifold-based SOFAR inference (SOFARI) was introduced recently in Zheng, Zhou, Fan and Lv (2024) for interpretable multi-task learning inference focusing on the left factor vectors and singular values exploiting the latent singular value decomposition (SVD) structure. Yet, designing a valid inference procedure on the latent right factor vectors is not straightforward from that of the left ones and can be even more challenging due to asymmetry of left and right singular vectors in the response matrix. To tackle these issues, in this paper we suggest a new method of high-dimensional manifold-based SOFAR inference for latent responses (SOFARI-R), where two variants of SOFARI-R are introduced. The first variant deals with strongly orthogonal factors by coupling left singular vectors with the design matrix and then appropriately rescaling them to generate new Stiefel manifolds. The second variant handles the more general weakly orthogonal factors by employing the hard-thresholded SOFARI estimates and delicately incorporating approximation errors into the distribution. Both variants produce bias-corrected estimators for the latent right factor vectors that enjoy asymptotically normal distributions with justified asymptotic variance estimates. We demonstrate the effectiveness of the newly suggested method using extensive simulation studies and an economic application.