Related papers: Optimal designs for Lasso and Dantzig selector usi…
We initiate the study of approximating the largest induced expander in a given graph $G$. Given a $\Delta$-regular graph $G$ with $n$ vertices, the goal is to find the set with the largest induced expansion of size at least $\delta \cdot…
Consider the approximate sparse recovery problem: given Ax, where A is a known m-by-n dimensional matrix and x is an unknown (approximately) sparse n-dimensional vector, recover an approximation to x. The goal is to design the matrix A such…
We propose maximum likelihood estimation for learning Gaussian graphical models with a Gaussian (ell_2^2) prior on the parameters. This is in contrast to the commonly used Laplace (ell_1) prior for encouraging sparseness. We show that our…
The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many…
We propose a novel algorithm for efficiently computing a sparse directed adjacency matrix from a group of time series following a causal graph process. Our solution is scalable for both dense and sparse graphs and automatically selects the…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
This paper considers point and interval estimation of the $\ell_q$ loss of an estimator in high-dimensional linear regression with random design. We establish the minimax rate for estimating the $\ell_{q}$ loss and the minimax expected…
We leverage recent advances in high-dimensional statistics to derive new L2 estimation upper bounds for Lasso and Group Lasso in high-dimensions. For Lasso, our bounds scale as $(k^*/n) \log(p/k^*)$---$n\times p$ is the size of the design…
Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…
In this paper, we begin the exploration of vertex-ordering problems through the lens of exponential-time approximation algorithms. In particular, we ask the following question: Can we simultaneously beat the running times of the fastest…
Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…
Recent research has focused on $\ell_1$ penalized least squares (Lasso) estimators for high-dimensional linear regressions in which the number of covariates $p$ is considerably larger than the sample size $n$. However, few studies have…
In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…
High-dimensional compositional data are frequently encountered in many fields of modern scientific research. In regression analysis of compositional data, the presence of covariate measurement errors poses grand challenges for existing…
We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…
Effective resistances are ubiquitous in graph algorithms and network analysis. In this work, we study sublinear time algorithms to approximate the effective resistance of an adjacent pair $s$ and $t$. We consider the classical adjacency…
An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…
Expander graphs play a central role in graph theory and algorithms. With a number of powerful algorithmic tools developed around them, such as the Cut-Matching game, expander pruning, expander decomposition, and algorithms for decremental…
We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…