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Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…

Machine Learning · Statistics 2024-12-10 Nathan Wycoff , Lisa O. Singh , Ali Arab , Katharine M. Donato

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability…

Machine Learning · Computer Science 2017-07-12 Marek Śmieja , Krzysztof Hajto , Jacek Tabor

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

An important problem in the analysis of high-dimensional omics data is to identify subsets of molecular variables that are associated with a phenotype of interest. This requires addressing the challenges of high dimensionality, strong…

Methodology · Statistics 2022-04-05 Fan Wang , Sylvia Richardson , Steven M. Hill

We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combination of the minimax concave penalty and Laplacian quadratic…

Statistics Theory · Mathematics 2011-12-16 Jian Huang , Shuangge Ma , Hongzhe Li , Cun-Hui Zhang

Sparse coding techniques for image processing traditionally rely on a processing of small overlapping patches separately followed by averaging. This has the disadvantage that the reconstructed image no longer obeys the sparsity prior used…

Image and Video Processing · Electrical Eng. & Systems 2018-12-31 Elad Plaut , Raja Giryes

Clustering is a widely deployed unsupervised learning tool. Model-based clustering is a flexible framework to tackle data heterogeneity when the clusters have different shapes. Likelihood-based inference for mixture distributions often…

Machine Learning · Statistics 2023-05-30 Yubo Zhuang , Xiaohui Chen , Yun Yang

Sparse representation has been applied successfully in abnormal event detection, in which the baseline is to learn a dictionary accompanied by sparse codes. While much emphasis is put on discriminative dictionary construction, there are no…

Computer Vision and Pattern Recognition · Computer Science 2016-03-15 Huamin Ren , Hong Pan , Søren Ingvor Olsen , Thomas B. Moeslund

We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…

Statistics Theory · Mathematics 2014-09-05 Emilie Devijver

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic…

Machine Learning · Statistics 2016-03-23 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Information Theory · Computer Science 2011-11-08 M. Amin Khajehnejad , Weiyu Xu , A. Salman Avestimehr , Babak Hassibi

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Machine Learning · Computer Science 2021-11-08 Junhui Cai , Xu Han , Ya'acov Ritov , Linda Zhao

In this paper, we consider the problem of estimating a conditional density in moderately large dimensions. Much more informative than regression functions, conditional densities are of main interest in recent methods, particularly in the…

Methodology · Statistics 2018-01-22 Minh-Lien Jeanne Nguyen

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson