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Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

Methodology · Statistics 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

Multi-view learning (MVL) is a strategy for fusing data from different sources or subsets. Canonical correlation analysis (CCA) is very important in MVL, whose main idea is to map data from different views onto a common space with maximum…

Machine Learning · Computer Science 2021-05-04 Chenfeng Guo , Dongrui Wu

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

This paper addresses compressive sensing for multi-channel ECG. Compared to the traditional sparse signal recovery approach which decomposes the signal into the product of a dictionary and a sparse vector, the recently developed cosparse…

Information Theory · Computer Science 2013-11-21 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

Modern vision pipelines increasingly rely on pretrained image encoders whose representations are reused across tasks and models, yet these representations are often overcomplete and model-specific. We propose a simple, training-free method…

Computer Vision and Pattern Recognition · Computer Science 2026-04-02 Dylan B. Lewis , Jens Gregor , Hector Santos-Villalobos

We propose a Monte-Carlo-based method for reconstructing sparse signals in the formulation of sparse linear regression in a high-dimensional setting. The basic idea of this algorithm is to explicitly select variables or covariates to…

Machine Learning · Statistics 2021-02-01 Kao Hayashi , Tomoyuki Obuchi , Yoshiyuki Kabashima

Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…

Optimization and Control · Mathematics 2020-06-30 Ganzhao Yuan , Li Shen , Wei-Shi Zheng

We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…

Optimization and Control · Mathematics 2022-10-14 Dimitris Bertsimas , Driss Lahlou Kitane

Compressive sampling (CoSa) is a new methodology which demonstrates that sparse signals can be recovered from a small number of linear measurements. Greedy algorithms like CoSaMP have been designed for this recovery, and variants of these…

Numerical Analysis · Mathematics 2014-07-28 Raja Giryes , Deanna Needell

Sparse Principal Component Analysis (PCA) is a dimensionality reduction technique wherein one seeks a low-rank representation of a data matrix with additional sparsity constraints on the obtained representation. We consider two…

Information Theory · Computer Science 2014-05-06 Yash Deshpande , Andrea Montanari

Graph sparsification is to approximate an arbitrary graph by a sparse graph and is useful in many applications, such as simplification of social networks, least squares problems, numerical solution of symmetric positive definite linear…

Data Structures and Algorithms · Computer Science 2021-02-23 Ming-Jun Lai , Jiaxin Xie , Zhiqiang Xu

A reliable support detection is essential for a greedy algorithm to reconstruct a sparse signal accurately from compressed and noisy measurements. This paper proposes a novel support detection method for greedy algorithms, which is referred…

Information Theory · Computer Science 2016-08-24 Namyoon Lee

For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…

Information Theory · Computer Science 2013-10-29 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

Sparse signal representations based on linear combinations of learned atoms have been used to obtain state-of-the-art results in several practical signal processing applications. Approximation methods are needed to process high-dimensional…

Machine Learning · Computer Science 2020-02-17 Fredrik Sandin , Sergio Martin-del-Campo

Canonical correlation analysis is a classic well-known multivariate statistical method focusing on the relationships between two sets of variables. The visualisation of those relationships can be achieved by means of a biplot of the…

Methodology · Statistics 2026-04-02 Jan Graffelman

Sparse estimation for Gaussian graphical models is a crucial technique for making the relationships among numerous observed variables more interpretable and quantifiable. Various methods have been proposed, including graphical lasso, which…

Machine Learning · Computer Science 2024-08-09 Tomokaze Shiratori , Yuichi Takano

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Machine Learning · Statistics 2016-01-11 Ziyuan Lin , Jaakko Peltonen

Integrative analyses of different high dimensional data types are becoming increasingly popular. Similarly, incorporating prior functional relationships among variables in data analysis has been a topic of increasing interest as it helps…

Methodology · Statistics 2016-06-09 Sandra E. Safo , Shuzhao Li , Qi Long
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