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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…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated…

Machine Learning · Computer Science 2022-11-01 Jiachang Liu , Chudi Zhong , Margo Seltzer , Cynthia Rudin

The main focus of this paper is a pair of new approximation algorithms for certain integer programs. First, for covering integer programs {min cx: Ax >= b, 0 <= x <= d} where A has at most k nonzeroes per row, we give a k-approximation…

Data Structures and Algorithms · Computer Science 2010-02-09 David Pritchard , Deeparnab Chakrabarty

Discovering governing equations of complex dynamical systems directly from data is a central problem in scientific machine learning. In recent years, the sparse identification of nonlinear dynamics (SINDy) framework, powered by heuristic…

Machine Learning · Computer Science 2022-06-02 Dimitris Bertsimas , Wes Gurnee

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

This work investigates the hardness of computing sparse solutions to systems of linear equations over F_2. Consider the k-EvenSet problem: given a homogeneous system of linear equations over F_2 on n variables, decide if there exists a…

Computational Complexity · Computer Science 2015-11-30 Arnab Bhattacharyya , Ameet Gadekar , Suprovat Ghoshal , Rishi Saket

This paper presents Sparse Partitioning, a Bayesian method for identifying predictors that either individually or in combination with others affect a response variable. The method is designed for regression problems involving binary or…

Quantitative Methods · Quantitative Biology 2011-08-31 Doug Speed , Simon Tavaré

We propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND -- sparsified Nested Dissection. It is based on nested dissection, sparsification and low-rank compression. After…

Numerical Analysis · Mathematics 2020-01-28 Léopold Cambier , Chao Chen , Erik G Boman , Sivasankaran Rajamanickam , Raymond S. Tuminaro , Eric Darve

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

This work proposes a research problem of finding sparse solution of undetermined Linear system with some applications. Two approaches how to solve the compressive sensing problem: using l_1 approach , the l_q approach with 0 < q < 1.…

Optimization and Control · Mathematics 2017-02-24 Maddullah Almerdasy

We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $\Theta$…

Machine Learning · Statistics 2023-12-13 Titouan Vayer , Etienne Lasalle , Rémi Gribonval , Paulo Gonçalves

We give an approximation algorithm for packing and covering linear programs (linear programs with non-negative coefficients). Given a constraint matrix with n non-zeros, r rows, and c columns, the algorithm computes feasible primal and dual…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

This paper studies sparse density estimation via $\ell_1$ penalization (SPADES). We focus on estimation in high-dimensional mixture models and nonparametric adaptive density estimation. We show, respectively, that SPADES can recover, with…

Statistics Theory · Mathematics 2010-10-22 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp , Adrian Barbu

We study the problem of sparse tensor principal component analysis: given a tensor $\pmb Y = \pmb W + \lambda x^{\otimes p}$ with $\pmb W \in \otimes^p\mathbb{R}^n$ having i.i.d. Gaussian entries, the goal is to recover the $k$-sparse unit…

Machine Learning · Computer Science 2021-11-03 Davin Choo , Tommaso d'Orsi

We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA.…

Machine Learning · Computer Science 2022-11-15 Yu Cheng , Ilias Diakonikolas , Rong Ge , Shivam Gupta , Daniel M. Kane , Mahdi Soltanolkotabi
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