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Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…

Optimization and Control · Mathematics 2020-10-20 Dewei Zhang , Yin Liu , Sam Davanloo Tajbakhsh

In many high dimensional classification or regression problems set in a biological context, the complete identification of the set of informative features is often as important as predictive accuracy, since this can provide mechanistic…

Machine Learning · Computer Science 2020-03-02 Yuxin Sun , Benny Chain , Samuel Kaski , John Shawe-Taylor

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Machine Learning · Statistics 2016-05-30 Prateek Jain , Nikhil Rao , Inderjit Dhillon

Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive…

Machine Learning · Computer Science 2013-11-25 Nikhil Rao , Christopher Cox , Robert Nowak , Timothy Rogers

In multi-task learning (MTL), we improve the performance of key machine learning algorithms by training various tasks jointly. When the number of tasks is large, modeling task structure can further refine the task relationship model. For…

Machine Learning · Computer Science 2020-11-25 Xiangyu Niu , Yifan Sun , Jinyuan Sun

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

In structured output learning, obtaining labelled data for real-world applications is usually costly, while unlabelled examples are available in abundance. Semi-supervised structured classification has been developed to handle large amounts…

Machine Learning · Computer Science 2013-11-12 P. Balamurugan , Shirish Shevade , Sundararajan Sellamanickam

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Econometrics · Economics 2025-04-15 Angelo Milfont , Alvaro Veiga

In statistics, generalized linear models (GLMs) are widely used for modeling data and can expressively capture potential nonlinear dependence of the model's outcomes on its covariates. Within the broad family of GLMs, those with binary…

Statistics Theory · Mathematics 2025-09-04 Namiko Matsumoto , Arya Mazumdar

Expression quantitative trait loci (eQTL) mapping constitutes a challenging problem due to, among other reasons, the high-dimensional multivariate nature of gene-expression traits. Next to the expression heterogeneity produced by…

Quantitative Methods · Quantitative Biology 2014-12-10 Inma Tur , Alberto Roverato , Robert Castelo

Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…

Machine Learning · Statistics 2025-01-31 Koki Okajima , Tomoyuki Obuchi

To address the challenge of utilizing patient data from other organ transplant centers (source cohorts) to improve survival time estimation and inference for a target center (target cohort) with limited samples and strict data-sharing…

Methodology · Statistics 2025-03-25 Hua Liu , Jiaqi Men , Shouxia Wang , Jinhong You , Jiguo Cao

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

Machine Learning · Statistics 2017-12-14 George Philipp , Seunghak Lee , Eric P. Xing

Evolution Strategies (ES) is a class of powerful black-box optimisation methods that are highly parallelisable and can handle non-differentiable and noisy objectives. However, na\"ive ES becomes prohibitively expensive at scale on GPUs due…

This paper explores transfer learning in heterogeneous multi-source environments with distributional divergence between target and auxiliary domains. To address challenges in statistical bias and computational efficiency, we propose a…

Machine Learning · Statistics 2025-04-08 Chenqi Gong , Hu Yang

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…

Methodology · Statistics 2024-07-23 Wenxi Tan , Lingzhou Xue , Songshan Yang , Xiang Zhan

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

The rapid growth of nature-inspired metaheuristics has exposed a persistent gap between metaphorical novelty and genuine algorithmic advancement. Motivated by the biophysics of chromatin loop extrusion -- a well-characterized genome-folding…

Neural and Evolutionary Computing · Computer Science 2026-04-07 Eren Unlu

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer