Related papers: Learning Local Dependence In Ordered Data
This paper provides a theoretical analysis of a new learning problem for recommender systems where users provide feedback by comparing pairs of items instead of rating them individually. We assume that comparisons stem from latent user and…
We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
We consider the problem of learning a sparse undirected graph underlying a given set of multivariate data. We focus on graph Laplacian-related constraints on the sparse precision matrix that encodes conditional dependence between the random…
This paper investigates a new approach to estimate the gradient of the conditional probability given the covariates in the binary classification framework. The proposed approach consists in fitting a localized nearest-neighbor logistic…
This paper focuses on a data-rich environment where the data set has a very large cross-sectional dimension, is likely to exhibit local dependence, and yet is hard to determine the dependence ordering. Such a situation arises, for example,…
This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be…
In this paper we are concerned with a sequence of univariate random variables with piecewise polynomial means and independent sub-Gaussian noise. The underlying polynomials are allowed to be of arbitrary but fixed degrees. All the other…
Moser and Tardos (2010) gave an algorithmic proof of the lopsided Lov\'asz local lemma (LLL) in the variable framework, where each of the undesirable events is assumed to depend on a subset of a collection of independent random variables.…
We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervised penalty-based loss function. Whereas supervised learning…
When learning from positive and unlabelled data, it is a strong assumption that the positive observations are randomly sampled from the distribution of $X$ conditional on $Y = 1$, where X stands for the feature and Y the label. Most…
Recently, there has been focus on penalized log-likelihood covariance estimation for sparse inverse covariance (precision) matrices. The penalty is responsible for inducing sparsity, and a very common choice is the convex $l_1$ norm.…
The presence of label noise often misleads the training of deep neural networks. Departing from the recent literature which largely assumes the label noise rate is only determined by the true label class, the errors in human-annotated…
We introduce the $k$-banded Cholesky prior for estimating a high-dimensional bandable precision matrix via the modified Cholesky decomposition. The bandable assumption is imposed on the Cholesky factor of the decomposition. We obtained the…
We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
We study variable selection (also called support recovery) in high-dimensional sparse linear regression when one has external information on which variables are likely to be associated with the response. Consistent recovery is only possible…
We study a standard distributed optimization framework where $N$ networked nodes collaboratively minimize the sum of their local convex costs. The main body of existing work considers the described problem when the underling network is…
In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…
Contrastive self-supervised learning has been successfully used in many domains, such as images, texts, graphs, etc., to learn features without requiring label information. In this paper, we propose a new local contrastive feature learning…