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We consider the problem of variable selection in high-dimensional sparse additive models. We focus on the case that the components belong to nonparametric classes of functions. The proposed method is motivated by geometric considerations in…

Statistics Theory · Mathematics 2015-02-03 Martin Wahl

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…

Methodology · Statistics 2009-09-08 Heng Lian

Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…

Machine Learning · Computer Science 2015-03-11 Rong Ge , Qingqing Huang , Sham M. Kakade

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

Machine Learning · Computer Science 2022-01-25 Shahaf E. Finder , Eran Treister , Oren Freifeld

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

The feature frame is a key idea of feature matching problem between two images. However, most of the traditional matching methods only simply employ the spatial location information (the coordinates), which ignores the shape and orientation…

Computer Vision and Pattern Recognition · Computer Science 2019-10-29 Liang Shen , Jiahua Zhu , Chongyi Fan , Xiaotao Huang , Tian Jin

In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian distributions, we present a joint approach to estimate the number of mixture components and identify cluster-relevant variables simultaneously as well…

Methodology · Statistics 2016-06-23 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…

Methodology · Statistics 2026-05-08 Haeran Cho , Tobias Kley , Housen Li

Smoothed model checking based on Gaussian process classification provides a powerful approach for statistical model checking of parametric continuous time Markov chain models. The method constructs a model for the functional dependence of…

Machine Learning · Computer Science 2021-04-21 Paul Piho , Jane Hillston

In a high-dimensional setting, sparse model has shown its power in computational and statistical efficiency. We consider variables selection problem with a broad class of simultaneous sparsity regularization, enforcing both feature-wise and…

Optimization and Control · Mathematics 2021-09-27 Xinyu Zhang

Accurate prediction of user consumption is a key part not only in understanding consumer flexibility and behavior patterns, but in the design of robust and efficient energy saving programs as well. Existing prediction methods usually have…

Machine Learning · Statistics 2017-02-22 Pan Li , Baosen Zhang , Yang Weng , Ram Rajagopal

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

We perform a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix. Our minimax optimal test is based on a sparse eigenvalue statistic. Alas, computing this test is known to…

Statistics Theory · Mathematics 2014-01-30 Quentin Berthet , Philippe Rigollet

Top-K sparse softmax gating mixture of experts has been widely used for scaling up massive deep-learning architectures without increasing the computational cost. Despite its popularity in real-world applications, the theoretical…

Machine Learning · Statistics 2024-02-27 Huy Nguyen , Pedram Akbarian , Fanqi Yan , Nhat Ho

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Spectral clustering is a powerful method for finding structure in a dataset through the eigenvectors of a similarity matrix. It often outperforms traditional clustering algorithms such as $k$-means when the structure of the individual…

Numerical Analysis · Mathematics 2019-04-26 Paola Favati , Grazia Lotti , Ornella Menchi , Francesco Romani

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and…

Applications · Statistics 2013-05-03 Daniel E Runcie , Sayan Mukherjee