Related papers: Simple structure estimation via prenet penalizatio…

Rank regularized minimization problem is an ideal model for the low-rank matrix completion/recovery problem. The matrix factorization approach can transform the high-dimensional rank regularized problem to a low-dimensional factorized…

Choosing a shrinkage method can be done by selecting a penalty from a list of pre-specified penalties or by constructing a penalty based on the data. If a list of penalties for a class of linear models is given, we provide comparisons based…

We describe a simple and general neural network weight compression approach, in which the network parameters (weights and biases) are represented in a "latent" space, amounting to a reparameterization. This space is equipped with a learned…

Consider the problem of estimating the entries of an unknown mean matrix or tensor given a single noisy realization. In the matrix case, this problem can be addressed by decomposing the mean matrix into a component that is additive in the…

An incoherent low-rank matrix can be efficiently reconstructed after observing a few of its entries at random, and then solving a convex program that minimizes the nuclear norm. In many applications, in addition to these entries,…

In this paper, we propose a new method called ProfWeight for transferring information from a pre-trained deep neural network that has a high test accuracy to a simpler interpretable model or a very shallow network of low complexity and a…

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

The problem of forecasting the whole 24 profile of the Italian electric load is addressed as a multitask learning problem, whose complexity is kept under control via alternative regularization methods. In view of the quarter-hourly…

Fault detection in rotating machinery is a complex task, particularly in small and heterogeneous dataset scenarios. Variability in sensor placement, machinery configurations, and structural differences further increase the complexity of the…

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

In inverse problems, the use of an $\ell_{12}$ analysis regularizer induces a bias in the estimated solution. We propose a general refitting framework for removing this artifact while keeping information of interest contained in the biased…

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account…

Matrix completion refers to completing a low-rank matrix from a few observed elements of its entries and has been known as one of the significant and widely-used problems in recent years. The required number of observations for exact…

We propose ProtoArgNet, a novel interpretable deep neural architecture for image classification in the spirit of prototypical-part-learning as found, e.g., in ProtoPNet. While earlier approaches associate every class with multiple…

Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…

In this paper, we first reviewed several biclustering methods that are used to identify the most significant clusters in gene expression data. Here we mainly focused on the SSVD(sparse SVD) method and tried a new sparse penalty named…

This paper introduces a flexible regularization approach that reduces point estimation risk of group means stemming from e.g. categorical regressors, (quasi-)experimental data or panel data models. The loss function is penalized by adding…

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and a ridge fusion penalty are used to introduce shrinkage and…

Deep learning systems are known to exhibit implicit regularization (alt. implicit bias), favoring simple solutions instead of merely minimizing the loss function. In some cases, we can analytically derive the implicit regularization --…