3 papers
stat.ME2025
Contrastive Dimension Reduction: A Systematic Review
Sam Hawke, Eric Zhang, Jiawen Chen +1
Contrastive dimension reduction (CDR) methods aim to extract signal unique to or enriched in a treatment (foreground) group relative to a control (background) group. This setting a…
q-fin.MF2025
Convex Order and Arbitrage
Erica Zhang
Wiesel and Zhang [2023] established that two probability measures on with finite second moments are in convex order (i.e. ) if and only if $W…
stat.ME2025
Contrastive CUR: Interpretable Joint Feature and Sample Selection for Case-Control Studies
Eric Zhang, Michael Love, Didong Li
Dimension reduction is an essential tool for analyzing high dimensional data. Most existing methods, including principal component analysis (PCA), as well as their extensions, prov…