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Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…

Machine Learning · Statistics 2017-12-19 Alexander Jung , Nguyen Tran Quang , Alexandru Mara

In this paper, we propose an adaptive group Lasso deep neural network for high-dimensional function approximation where input data are generated from a dynamical system and the target function depends on few active variables or few linear…

Machine Learning · Computer Science 2021-12-06 Lam Si Tung Ho , Nicholas Richardson , Giang Tran

We present a new type of probabilistic model which we call DISsimilarity COefficient Networks (DISCO Nets). DISCO Nets allow us to efficiently sample from a posterior distribution parametrised by a neural network. During training, DISCO…

Computer Vision and Pattern Recognition · Computer Science 2016-10-31 Diane Bouchacourt , M. Pawan Kumar , Sebastian Nowozin

In cancer research, the comparison of gene expression or DNA methylation networks inferred from healthy controls and patients can lead to the discovery of biological pathways associated to the disease. As a cancer progresses, its signalling…

Methodology · Statistics 2015-06-17 Da Ruan , Alastair Young , Giovanni Montana

Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…

Machine Learning · Statistics 2025-10-08 Simon Segert , Nathan Wycoff

Regularized regression has become very popular nowadays, particularly on high-dimensional problems where the addition of a penalty term to the log-likelihood allows inference where traditional methods fail. A number of penalties have been…

Methodology · Statistics 2021-02-15 Hamed Haselimashhadi , Veronica Vinciotti

In recent years, there is a growing interest in combining techniques attributed to the areas of Statistics and Machine Learning in order to obtain the benefits of both approaches. In this article, the statistical technique lasso for…

Machine Learning · Statistics 2023-09-08 David Delgado , Ernesto Curbelo , Danae Carreras

Convolutional neural networks for semantic segmentation suffer from low performance at object boundaries. In medical imaging, accurate representation of tissue surfaces and volumes is important for tracking of disease biomarkers such as…

Image and Video Processing · Electrical Eng. & Systems 2019-08-13 Francesco Caliva , Claudia Iriondo , Alejandro Morales Martinez , Sharmila Majumdar , Valentina Pedoia

Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…

Computation · Statistics 2022-11-02 Qian LI , Binyan Jiang , Defeng Sun

Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…

Machine Learning · Statistics 2024-02-27 Tong Wang , Jian Huang , Shuangge Ma

Large neural network models have high predictive power but may suffer from overfitting if the training set is not large enough. Therefore, it is desirable to select an appropriate size for neural networks. The destructive approach, which…

Machine Learning · Computer Science 2021-09-28 Lam Si Tung Ho , Vu Dinh

In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…

Optimization and Control · Mathematics 2015-06-18 Zaid J. Towfic , Ali H. Sayed

This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…

Econometrics · Economics 2024-01-17 Ziwei Mei , Zhentao Shi

Precision matrix estimation in a multivariate Gaussian model is fundamental to network estimation. Although there exist both Bayesian and frequentist approaches to this, it is difficult to obtain good Bayesian and frequentist properties…

Statistics Theory · Mathematics 2022-01-19 Ksheera Sagar , Sayantan Banerjee , Jyotishka Datta , Anindya Bhadra

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

A method of `network filtering' has been proposed recently to detect the effects of certain external perturbations on the interacting members in a network. However, with large networks, the goal of detection seems a priori difficult to…

Methodology · Statistics 2010-01-28 Shu Yang , Eric D. Kolaczyk