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The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…

Statistics Theory · Mathematics 2012-08-20 Lingzhou Xue , Hui Zou , Tianxi Cai

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

In high dimensional sparse regression, pivotal estimators are estimators for which the optimal regularization parameter is independent of the noise level. The canonical pivotal estimator is the square-root Lasso, formulated along with its…

Machine Learning · Statistics 2020-09-04 Mathurin Massias , Quentin Bertrand , Alexandre Gramfort , Joseph Salmon

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…

Numerical Analysis · Mathematics 2017-04-27 Yong-Xia Hao , Chong-Jun Li , Ren-Hong Wang

We proposed the method that translates the 2-D CSP for minimizing the number of cuts to the Ising model. After that, we conducted computer experiments of the proposed model using the benchmark problem. From the above, the following results…

Data Structures and Algorithms · Computer Science 2021-04-01 Hiroshi Arai , Harumi Haraguchi

In this paper, we study the problem of inferring time-varying Markov random fields (MRF), where the underlying graphical model is both sparse and changes sparsely over time. Most of the existing methods for the inference of time-varying…

Machine Learning · Computer Science 2021-02-09 Salar Fattahi , Andres Gomez

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

In distributed second order optimization, a standard strategy is to average many local estimates, each of which is based on a small sketch or batch of the data. However, the local estimates on each machine are typically biased, relative to…

Machine Learning · Computer Science 2020-07-06 Michał Dereziński , Burak Bartan , Mert Pilanci , Michael W. Mahoney

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Parametric shape optimization aims at minimizing an objective function f(x) where x are CAD parameters. This task is difficult when f is the output of an expensive-to-evaluate numerical simulator and the number of CAD parameters is large.…

Machine Learning · Statistics 2021-05-06 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

Overparameterization and overfitting are common concerns when designing and training deep neural networks, that are often counteracted by pruning and regularization strategies. However, these strategies remain secondary to most learning…

Machine Learning · Computer Science 2020-09-01 Malena Reiners , Kathrin Klamroth , Michael Stiglmayr

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

Methodology · Statistics 2020-06-09 M. Taavoni , M. Arashi

We consider the estimation of high-dimensional network structures from partially observed Markov random field data using a penalized pseudo-likelihood approach. We fit a misspecified model obtained by ignoring the missing data problem. We…

Statistics Theory · Mathematics 2011-08-16 Yves F. Atchade

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

A method is created to automatically increase the threshold projection parameter in three-field density-based topology optimization to achieve a near binary design. The parameter increase each iteration is based on an exponential growth…

Optimization and Control · Mathematics 2024-04-23 Peter Donald Dunning

We consider the problem of estimating the graph structure associated with a discrete Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

Statistics Theory · Mathematics 2008-04-29 Pradeep Ravikumar , Martin J. Wainwright , John D. Lafferty

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

We consider the problem of estimation of a covariance matrix for Gaussian data in a high dimensional setting. Existing approaches include maximum likelihood estimation under a pre-specified sparsity pattern, l_1-penalized loglikelihood…

Methodology · Statistics 2024-10-04 Luca Cibinel , Alberto Roverato , Veronica Vinciotti

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

Optimization and Control · Mathematics 2010-06-01 Jean B. Lasserre , Thanh Tung Phan
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