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Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

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

After the completion of human genome sequence was anounced, it is evident that interpretation of DNA sequences is an immediate task to work on. For understanding their signals, improvement of present sequence analysis tools and developing…

Computational Complexity · Computer Science 2007-05-23 Gene Kim , MyungHo Kim

Correlations between two variables of a high-dimensional system can be indicative of an underlying interaction, but can also result from indirect effects. Inverse Ising inference is a method to distinguish one from the other. Essentially,…

Populations and Evolution · Quantitative Biology 2014-12-10 Benedikt Obermayer , Erel Levine

Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…

Methodology · Statistics 2020-12-17 Adam B Kashlak

The lasso is a popular tool for sparse linear regression, especially for problems in which the number of variables p exceeds the number of observations n. But when p>n, the lasso criterion is not strictly convex, and hence it may not have a…

Statistics Theory · Mathematics 2012-11-06 Ryan J. Tibshirani

Genome-wide association studies (GWA studies or GWAS) investigate the relationships between genetic variants such as single-nucleotide polymorphisms (SNPs) and individual traits. Recently, incorporating biological priors together with…

Machine Learning · Statistics 2017-09-13 Tao Yang , Paul Thompson , Sihai Zhao , Jieping Ye

Many inference problems in structured prediction can be modeled as maximizing a score function on a space of labels, where graphs are a natural representation to decompose the total score into a sum of unary (nodes) and pairwise (edges)…

Machine Learning · Statistics 2021-02-19 Kevin Bello , Jean Honorio

Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics, covariates are subject to measurement error. We study the…

Methodology · Statistics 2017-01-04 Øystein Sørensen , Arnoldo Frigessi , Magne Thoresen

High-dimensional genetic covariate selection in population pharmacokinetic (PK) models is challenging due to the cohort's restricted size and high correlation among single-nucleotide polymorphisms (SNPs). We propose a fully Bayesian,…

Applications · Statistics 2026-04-17 Julien Martinelli , Ibtissem Rebai , David W. Haas , Julie Bertrand

Compressed Sensing (CS) is an effective approach to reduce the required number of samples for reconstructing a sparse signal in an a priori basis, but may suffer severely from the issue of basis mismatch. In this paper we study the problem…

Information Theory · Computer Science 2014-02-04 Yuejie Chi

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Interpretable machine learning has demonstrated impressive performance while preserving explainability. In particular, neural additive models (NAM) offer the interpretability to the black-box deep learning and achieve state-of-the-art…

Machine Learning · Statistics 2022-02-28 Shiyun Xu , Zhiqi Bu , Pratik Chaudhari , Ian J. Barnett

The problem central to sparse recovery and compressive sensing is that of stable sparse recovery: we want a distribution of matrices A in R^{m\times n} such that, for any x \in R^n and with probability at least 2/3 over A, there is an…

Data Structures and Algorithms · Computer Science 2011-12-30 Eric Price , David P. Woodruff

We introduce the sparse direct sampling method (DSM) to estimate properties of a region from signals that probe the region. We demonstrate the sparse-DSM on two separate problems: estimating both the angle-of-arrival of a radio wave…

Analysis of PDEs · Mathematics 2020-10-19 Isaac Harris , Jacob D Rezac

We provide an approach to exploratory data analysis in matched observational studies with a single intervention and multiple endpoints. In such settings, the researcher would like to explore evidence for actual treatment effects among these…

Methodology · Statistics 2025-12-10 Mengqi Lin , Colin Fogarty

Deep learning models are known to often learn features that spuriously correlate with the class label during training but are irrelevant to the prediction task. Existing methods typically address this issue by annotating potential spurious…

Computer Vision and Pattern Recognition · Computer Science 2025-12-30 Weiwei Li , Junzhuo Liu , Yuanyuan Ren , Yuchen Zheng , Yahao Liu , Wen Li

A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per group. Capitalizing on the concept of atomic norm, a composite…

Machine Learning · Computer Science 2023-11-03 David Gregoratti , Xavier Mestre , Carlos Buelga

Variable (feature, gene, model, which we use interchangeably) selections for regression with high-dimensional BIGDATA have found many applications in bioinformatics, computational biology, image processing, and engineering. One appealing…

Machine Learning · Computer Science 2014-07-29 Zhenqiu Liu , Gang Li

We consider multichannel sparse recovery problem where the objective is to find good recovery of jointly sparse unknown signal vectors from the given multiple measurement vectors which are different linear combinations of the same known…

Information Theory · Computer Science 2015-06-11 Esa Ollila

We propose a matching method that recovers direct treatment effects from randomized experiments where units are connected in an observed network, and units that share edges can potentially influence each others' outcomes. Traditional…