Related papers: Sparse Estimation with Strongly Correlated Variabl…
We consider a linear regression $y=X\beta+u$ where $X\in\mathbb{\mathbb{{R}}}^{n\times p}$, $p\gg n,$ and $\beta$ is $s$-sparse. Motivated by examples in financial and economic data, we consider the situation where $X$ has highly correlated…
We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…
Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…
Functional data registration is a critical challenge in modern statistics, essential for separating phase variability from amplitude variability. While derivative-based frameworks offer mathematically elegant solutions, their dependence on…
Variable (feature, gene, model, which we use interchangeably) selections for regression with high-dimensional BIGDATA have found many applications in bioinformatics, computational biology, image processing, and engineering. One appealing…
We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…
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…
We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…
The rapid finding of effective therapeutics requires the efficient use of available resources in clinical trials. The use of covariate adjustment can yield statistical estimates with improved precision, resulting in a reduction in the…
Motivated by cutting-edge applications like cryo-electron microscopy (cryo-EM), the Multi-Reference Alignment (MRA) model entails the learning of an unknown signal from repeated measurements of its images under the latent action of a group…
The recent wide adoption of Electronic Medical Records (EMR) presents great opportunities and challenges for data mining. The EMR data is largely temporal, often noisy, irregular and high dimensional. This paper constructs a novel ordinal…
This paper provides a comprehensive estimation framework via nuclear norm plus $l_1$ norm penalization for high-dimensional approximate factor models with a sparse residual covariance. The underlying assumptions allow for non-pervasive…
In consensus clustering, a clustering algorithm is used in combination with a subsampling procedure to detect stable clusters. Previous studies on both simulated and real data suggest that consensus clustering outperforms native algorithms.…
Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined $L_1$ and concave penalties, and study the sampling properties of the global optimum of the…
We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…
We introduce a novel method for sparse regression and variable selection, which is inspired by modern ideas in multiple testing. Imagine we have observations from the linear model y = X beta + z, then we suggest estimating the regression…
Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many…
Sparse regularization plays a central role in solving inverse problems arising from incomplete or corrupted measurements. Different regularizers correspond to different prior assumptions about the structure of the unknown signal, and…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
In this paper we present deterministic analysis of sufficient conditions for sparse subspace clustering under missing data, when data is assumed to come from a Union of Subspaces (UoS) model. In this context we consider two cases, namely…