Related papers: Mixture model for designs in high dimensional regr…

In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…

Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we…

There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…

This paper presents a novel approach for guiding a Generative Adversarial Network trained on the FashionGen dataset to generate designs corresponding to target fashion styles. Finding the latent vectors in the generator's latent space that…

The latent block model is used to simultaneously rank the rows and columns of a matrix to reveal a block structure. The algorithms used for estimation are often time consuming. However, recent work shows that the log-likelihood ratios are…

In high-dimensional sparse regression, would increasing the signal-to-noise ratio while fixing the sparsity level always lead to better model selection? For high-dimensional sparse regression problems, surprisingly, in this paper we answer…

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…

We study the convergence properties of a class of data augmentation algorithms targeting posterior distributions of Bayesian lasso models with log-concave likelihoods. Leveraging isoperimetric inequalities, we derive a generic convergence…

Suppose that we observe $y \in \mathbb{R}^n$ and $X \in \mathbb{R}^{n \times m}$ in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 \beta^* +\epsilon \\ X & = & X_0 + W, \end{eqnarray*} where $X_0$ is an $n \times m$…

Lasso is a celebrated method for variable selection in linear models, but it faces challenges when the variables are moderately or strongly correlated. This motivates alternative approaches such as using a non-convex penalty, adding a ridge…

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…

The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO…

While Weighted Lasso sparse regression has appealing statistical guarantees that would entail a major real-world impact in finance, genomics, and brain imaging applications, it is typically scarcely adopted due to its complex…

In this paper, we investigate a multivariate multi-response (MVMR) linear regression problem, which contains multiple linear regression models with differently distributed design matrices, and different regression and output vectors. The…

Gaussian mixture models are a popular tool for model-based clustering, and mixtures of factor analyzers are Gaussian mixture models having parsimonious factor covariance structure for mixture components. There are several recent extensions…

Replicated weighted networks often exhibit many structural zeros alongside heterogeneous non-zero edge strengths. In structural connectomics, this zero-inflation coincides with subjects expressing overlapping, rather than discrete,…

The Lasso is a prominent algorithm for variable selection. However, its instability in the presence of correlated variables in the high-dimensional setting is well-documented. Although previous research has attempted to address this issue…

Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…

Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture…