Related papers: Differential Network Analysis via the Lasso Penali…

Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…

Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a…

The problem of estimating high-dimensional network models arises naturally in the analysis of many physical, biological and socio-economic systems. Examples include stock price fluctuations in financial markets and gene regulatory networks…

Sparse inverse covariance estimation (i.e., edge de-tection) is an important research problem in recent years, wherethe goal is to discover the direct connections between a set ofnodes in a networked system based upon the observed…

The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…

A fundamental method of reconstructing networks, e.g. in the context of gene regulation, relies on the precision matrix (the inverse of the variance-covariance matrix) as an indicator which variables are associated with each other. The…

In deep multi-task learning, weights of task-specific networks are shared between tasks to improve performance on each single one. Since the question, which weights to share between layers, is difficult to answer, human-designed…

We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

The success of deep neural networks hinges on our ability to accurately and efficiently optimize high-dimensional, non-convex functions. In this paper, we empirically investigate the loss functions of state-of-the-art networks, and how…

Dynamic networks models describe a growing number of important scientific processes, from cell biology and epidemiology to sociology and finance. There are many aspects of dynamical networks that require statistical considerations. In this…

We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we…

Estimation of differences in conditional independence graphs (CIGs) of two time series Gaussian graphical models (TSGGMs) is investigated where the two TSGGMs are known to have similar structure. The TSGGM structure is encoded in the…

Modeling biological networks serves as both a major goal and an effective tool of systems biology in studying mechanisms that orchestrate the activities of gene products in cells. Biological networks are context specific and dynamic in…

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted…

We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…

Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics, covariates are subject to measurement error. We study the…

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

We consider the joint estimation of change point locations and the sparsity pattern of the variance covariance matrix, which is assumed to evolve in a piecewise constant manner. By applying Group Fused LASSO and LASSO penalties to the…

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…