Related papers: The Sparse Poisson Means Model
In this paper we present two algorithms for the multiplication of sparse Laurent polynomials and Poisson series (the latter being algebraic structures commonly arising in Celestial Mechanics from the application of perturbation theories).…
Sparse linear (or generalized linear) models combine a standard likelihood function with a sparse prior on the unknown coefficients. These priors can conveniently be expressed as a maximization over zero-mean Gaussians with different…
Mixtures of matrix Gaussian distributions provide a probabilistic framework for clustering continuous matrix-variate data, which are becoming increasingly prevalent in various fields. Despite its widespread adoption and successful…
In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…
We consider multi-label prediction problems with large output spaces under the assumption of output sparsity -- that the target (label) vectors have small support. We develop a general theory for a variant of the popular error correcting…
In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective…
We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…
Posynomials are nonnegative combinations of monomials with possibly fractional and both positive and negative exponents. Posynomial models are widely used in various engineering design endeavors, such as circuits, aerospace and structural…
We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…
In this article, we revisit the century-old question of the minimal set of observables needed to identify a quantum state: here, we replace the natural coincidences in their spectra by effective ones, induced by an imperfect measurement. We…
Popular sparse estimation methods based on $\ell_1$-relaxation, such as the Lasso and the Dantzig selector, require the knowledge of the variance of the noise in order to properly tune the regularization parameter. This constitutes a major…
Tens of thousands of simultaneous hypothesis tests are routinely performed in genomic studies to identify differentially expressed genes. However, due to unmeasured confounders, many standard statistical approaches may be substantially…
The Poisson process, especially the nonhomogeneous Poisson process (NHPP), is an essentially important counting process with numerous real-world applications. Up to date, almost all works in the literature have been on the estimation of…
Discrete biomarkers derived as cell densities or counts from tissue microarrays and immunostaining are widely used to study immune signatures in relation to survival outcomes in cancer. Although routinely collected, these signatures are not…
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…
The analysis of count data is commonly done using Poisson models. Negative binomial models are a straightforward and readily motivated generalization for the case of overdispersed data, i.e., when the observed variance is greater than…
We consider the problem of testing whether an unknown low-degree polynomial $p$ over $\mathbb{R}^n$ is sparse versus far from sparse, given access to noisy evaluations of the polynomial $p$ at \emph{randomly chosen points}. This is a…
We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…
We show that Poisson regression, though often recommended over log-linear regression for modeling count and other non-negative variables in finance and economics, can be far from optimal when heteroskedasticity and sparsity -- two common…