Related papers: Reconstructing DNA copy number by penalized estima…

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

We develop nested variational inference (NVI), a family of methods that learn proposals for nested importance samplers by minimizing an forward or reverse KL divergence at each level of nesting. NVI is applicable to many commonly-used…

We study estimators with generalized lasso penalties within the computational sufficiency framework introduced by Vu (2018, arXiv:1807.05985). By representing these penalties as support functions of zonotopes and more generally Minkowski…

Genomic copy number variation (CNV) is a large source of variation between organisms, and its consequences include phenotypic differences and genetic disorders. CNVs are commonly detected by hybridizing genomic DNA to microarrays of nucleic…

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

In recent years, there have been many popular Convolutional Neural Networks (CNNs), such as Google's Inception-V4, that have performed very well for various image classification problems. These commonly used CNN models usually use the same…

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…

Popular regularizers with non-differentiable penalties, such as Lasso, Elastic Net, Generalized Lasso, or SLOPE, reduce the dimension of the parameter space by inducing sparsity or clustering in the estimators' coordinates. In this paper,…

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Automated design methods for convolutional neural networks (CNNs) have recently been developed in order to increase the design productivity. We propose a neuroevolution method capable of evolving and optimizing CNNs with respect to the…

We study the multivariate square-root lasso, a method for fitting the multivariate response linear regression model with dependent errors. This estimator minimizes the nuclear norm of the residual matrix plus a convex penalty. Unlike…

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…

In second-order optimization, a potential bottleneck can be computing the Hessian matrix of the optimized function at every iteration. Randomized sketching has emerged as a powerful technique for constructing estimates of the Hessian which…

Copy number variants (CNVs) account for more polymorphic base pairs in the human genome than do single nucleotide polymorphisms (SNPs). CNVs encompass genes as well as noncoding DNA, making these polymorphisms good candidates for functional…

Chromosomal DNA is characterized by variation between individuals at the level of entire chromosomes (e.g., aneuploidy in which the chromosome copy number is altered), segmental changes (including insertions, deletions, inversions, and…

Network reconstruction is important to the understanding and control of collective dynamics in complex systems. Most real networks exhibit sparsely connected properties, and the connection parameter is a signal (0 or 1). Well-known…