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Estimation of the covariance matrix for high-dimensional multivariate datasets is a challenging and important problem in modern statistics. In this paper, we focus on high-dimensional Gaussian DAG models where sparsity is induced on the…

Statistics Theory · Mathematics 2019-03-11 Xuan Cao , Kshitij Khare , Malay Ghosh

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

Computation · Statistics 2011-05-31 F. Orieux , O. Féron , J. -F. Giovannelli

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

Learned data models based on sparsity are widely used in signal processing and imaging applications. A variety of methods for learning synthesis dictionaries, sparsifying transforms, etc., have been proposed in recent years, often imposing…

Machine Learning · Computer Science 2018-10-22 Saiprasad Ravishankar , Brendt Wohlberg

We revisit vertex discriminant analysis (VDA) from the perspective of proximal distance algorithms. By specifying sparsity sets as constraints that directly control the number of active features, VDA is able to fit multiclass classifiers…

Computation · Statistics 2022-03-22 Alfonso Landeros , Tong Tong Wu , Kenneth Lange

This paper addresses the problem of extracting periodic oscillatory features in vibration sig- nals for detecting faults in rotating machinery. To extract the feature, we propose an approach in the short-time Fourier transform (STFT) domain…

Sound · Computer Science 2016-08-24 Yin Ding , Wangpeng He , Binqiang Chen , Yanyang Zi , Ivan W. Selesnick

Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…

Optimization and Control · Mathematics 2007-06-13 Alexandre d'Aspremont , Onureena Banerjee , Laurent El Ghaoui

Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…

Methodology · Statistics 2022-12-14 Lorenzo Schiavon , Bernardo Nipoti , Antonio Canale

Estimating graphical model structure from high-dimensional and undersampled data is a fundamental problem in many scientific fields. Existing approaches, such as GLASSO, latent variable GLASSO, and latent tree models, suffer from high…

Machine Learning · Statistics 2019-09-18 Greg Ver Steeg , Hrayr Harutyunyan , Daniel Moyer , Aram Galstyan

Nonsingular estimation of high dimensional covariance matrices is an important step in many statistical procedures like classification, clustering, variable selection an future extraction. After a review of the essential background…

Statistics Theory · Mathematics 2015-03-19 Deniz Akdemir

In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…

Methodology · Statistics 2024-05-09 Tianbo Diao , Lianqiang Qu , Bo Li , Liuquan Sun

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Statistics Theory · Mathematics 2019-08-09 Junlong Zhao , Chenlei Leng

We introduce a sparse scattering deep convolutional neural network, which provides a simple model to analyze properties of deep representation learning for classification. Learning a single dictionary matrix with a classifier yields a…

Machine Learning · Computer Science 2020-02-21 John Zarka , Louis Thiry , Tomás Angles , Stéphane Mallat

In neural Information Retrieval, ongoing research is directed towards improving the first retriever in ranking pipelines. Learning dense embeddings to conduct retrieval using efficient approximate nearest neighbors methods has proven to…

Information Retrieval · Computer Science 2021-07-14 Thibault Formal , Benjamin Piwowarski , Stéphane Clinchant

Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to…

Machine Learning · Computer Science 2013-09-27 Krishnakumar Balasubramanian , Kai Yu , Tong Zhang

Sparsity is a desirable attribute. It can lead to more efficient and more effective representations compared to the dense model. Meanwhile, learning sparse latent representations has been a challenging problem in the field of computer…

Computer Vision and Pattern Recognition · Computer Science 2022-09-22 Hanao Li , Tian Han

Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of information on the conditional distribution of the response given the…

Machine Learning · Statistics 2018-09-18 Kean Ming Tan , Zhaoran Wang , Tong Zhang , Han Liu , R. Dennis Cook

Numerical experiments demonstrate that deep neural network classifiers progressively separate class distributions around their mean, achieving linear separability on the training set, and increasing the Fisher discriminant ratio. We explain…

Machine Learning · Computer Science 2021-03-16 John Zarka , Florentin Guth , Stéphane Mallat

In the co-sparse analysis model a set of filters is applied to a signal out of the signal class of interest yielding sparse filter responses. As such, it may serve as a prior in inverse problems, or for structural analysis of signals that…

Machine Learning · Computer Science 2015-10-07 Matthias Seibert , Julian Wörmann , Rémi Gribonval , Martin Kleinsteuber

Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…

Machine Learning · Computer Science 2014-09-05 Nikhil Rao , Robert Nowak , Christopher Cox , Timothy Rogers
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