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We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

Econometrics · Economics 2024-11-18 Matteo Mogliani , Anna Simoni

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…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

This paper presents a novel spectral algorithm with additive clustering designed to identify overlapping communities in networks. The algorithm is based on geometric properties of the spectrum of the expected adjacency matrix in a random…

Machine Learning · Statistics 2017-11-07 Emilie Kaufmann , Thomas Bonald , Marc Lelarge

Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…

Methodology · Statistics 2022-06-06 Tiantian Zeng , Md Selim , Jie Zhang , Arnold Stromberg , Jin Chen , Chi Wang

The success of many computer vision tasks lies in the ability to exploit the interdependency between different image modalities such as intensity and depth. Fusing corresponding information can be achieved on several levels, and one…

Computer Vision and Pattern Recognition · Computer Science 2014-06-26 Martin Kiechle , Tim Habigt , Simon Hawe , Martin Kleinsteuber

Graphical models are widely used in science to represent joint probability distributions with an underlying conditional dependence structure. The inverse problem of learning a discrete graphical model given i.i.d samples from its joint…

Machine Learning · Computer Science 2020-12-24 Abhijith J. , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

We present reconstruction algorithms for smooth signals with block sparsity from their compressed measurements. We tackle the issue of varying group size via group-sparse least absolute shrinkage selection operator (LASSO) as well as via…

Machine Learning · Statistics 2013-09-11 Shahzad Gishkori , Geert Leus

The paper introduces a methodology for visualizing on a dimension reduced subspace the classification structure and the geometric characteristics induced by an estimated Gaussian mixture model for discriminant analysis. In particular, we…

Methodology · Statistics 2015-08-10 Luca Scrucca

The sequential analysis of the problem of joint signal detection and signal-to-noise ratio (SNR) estimation for a linear Gaussian observation model is considered. The problem is posed as an optimization setup where the goal is to minimize…

Information Theory · Computer Science 2017-01-20 M. Fauß , K. G. Nagananda , A. M. Zoubir , H. V. Poor

Graph signal processing (GSP) provides a powerful framework for analyzing signals arising in a variety of domains. In many applications of GSP, multiple network structures are available, each of which captures different aspects of the same…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , George Michailidis , T. Mitchell Roddenberry

Clustering aims to divide a set of points into groups. The current paradigm assumes that the grouping is well-defined (unique) given the probability model from which the data is drawn. Yet, recent experiments have uncovered several…

Machine Learning · Statistics 2024-06-25 Mireille Boutin , Evzenie Coupkova

When considering sparse motion capture marker data, one typically struggles to balance its overfitting via a high dimensional blendshape system versus underfitting caused by smoothness constraints. With the current trend towards using more…

Computer Vision and Pattern Recognition · Computer Science 2019-09-06 Matthew Cong , Lana Lan , Ronald Fedkiw

High-order clustering aims to classify objects in multiway datasets that are prevalent in various fields such as bioinformatics, recommendation systems, and social network analysis. Such data are often sparse and high-dimensional, posing…

Statistics Theory · Mathematics 2025-12-05 Ian Välimaa , Lasse Leskelä

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

In compressive sensing, sparse signals are recovered from underdetermined noisy linear observations. One of the interesting problems which attracted a lot of attention in recent times is the support recovery or sparsity pattern recovery…

Information Theory · Computer Science 2010-04-26 Subhojit Som , Lee C Potter

Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…

Machine Learning · Statistics 2012-04-09 Suvrit Sra

Hyperspectral images provide much more information than conventional imaging techniques, allowing a precise identification of the materials in the observed scene, but because of the limited spatial resolution, the observations are usually…

Image and Video Processing · Electrical Eng. & Systems 2019-03-29 Lucas Drumetz , Travis R. Meyer , Jocelyn Chanussot , Andrea L. Bertozzi , Christian Jutten

We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…

Methodology · Statistics 2014-08-05 Shizhe Chen , Daniela Witten , Ali Shojaie

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

Machine Learning · Computer Science 2014-08-12 Tomoharu Iwata , David Duvenaud , Zoubin Ghahramani

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

Machine Learning · Statistics 2013-03-25 Tomoharu Iwata , David Duvenaud , Zoubin Ghahramani