Related papers: Spatially-adaptive sensing in nonparametric regres…
Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…
This paper investigates gradient-based adaptive prediction and control for nonlinear stochastic dynamical systems under a weak convexity condition on the prediction-based loss. This condition accommodates a broad range of nonlinear models…
Although adaptive optimization algorithms have been successful in many applications, there are still some mysteries in terms of convergence analysis that have not been unraveled. This paper provides a novel non-convex analysis of adaptive…
Sparse coding networks, which utilize unsupervised learning to maximize coding efficiency, have successfully reproduced response properties found in primary visual cortex \cite{AN:OlshausenField96}. However, conventional sparse coding…
Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…
We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…
The potential of location-shift models to find adequate models between the proportional odds model and the non-proportional odds model is investigated. It is demonstrated that these models are very useful in ordinal modeling. While…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm…
In this paper, we consider an unknown functional estimation problem in a general nonparametric regression model with the feature of having both multiplicative and additive noise.We propose two new wavelet estimators in this general context.…
Optimization lies at the heart of machine learning and signal processing. Contemporary approaches based on the stochastic gradient method are non-adaptive in the sense that their implementation employs prescribed parameter values that need…
Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…
We show both adaptive and non-adaptive minimax rates of convergence for a family of weighted Laplacian-Eigenmap based nonparametric regression methods, when the true regression function belongs to a Sobolev space and the sampling density is…
We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…
The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
In this paper, we present a practical algorithm based on sparsity regularization to effectively solve nonlinear dynamic inverse problems that are encountered in subsurface model calibration. We use an iteratively reweighted algorithm that…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…