Related papers: Simultaneous sparse estimation of canonical vector…
Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…
Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…
We consider a Gaussian sequence space model $X_{\lambda}=f_{\lambda} + \xi_{\lambda},$ where $\xi $ has a diagonal covariance matrix $\Sigma=\diag(\sigma_\lambda ^2)$. We consider the situation where the parameter vector $(f_{\lambda})$ is…
The multivariate regression interpretation of the Gaussian chain graph model simultaneously parametrizes (i) the direct effects of $p$ predictors on $q$ outcomes and (ii) the residual partial covariances between pairs of outcomes. We…
We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…
Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…
In genetic studies, not only can the number of predictors obtained from microarray measurements be extremely large, there can also be multiple response variables. Motivated by such a situation, we consider semiparametric dimension reduction…
Sparse principal component analysis with global support (SPCAgs), is the problem of finding the top-$r$ leading principal components such that all these principal components are linear combinations of a common subset of at most $k$…
With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to…
Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underlying linear model is sparse). Non-convex penalties in…
In this paper we propose a variant of the linear least squares model allowing practitioners to partition the input features into groups of variables that they require to contribute similarly to the final result. The output allows…
Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…
We present a novel multiview canonical correlation analysis model based on a variational approach. This is the first nonlinear model that takes into account the available graph-based geometric constraints while being scalable for processing…
We consider the problems of estimation and selection of parameters endowed with a known group structure, when the groups are assumed to be sign-coherent, that is, gathering either nonnegative, nonpositive or null parameters. To tackle this…
We propose a method for estimation in high-dimensional linear models with nominal categorical data. Our estimator, called SCOPE, fuses levels together by making their corresponding coefficients exactly equal. This is achieved using the…
We present deep variational canonical correlation analysis (VCCA), a deep multi-view learning model that extends the latent variable model interpretation of linear CCA to nonlinear observation models parameterized by deep neural networks.…
This paper presents Sparse Gradient Descent as a solution for variable selection in convex piecewise linear regression, where the model is given as the maximum of $k$-affine functions $ x \mapsto \max_{j \in [k]} \langle a_j^\star, x…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…