Related papers: Tensor Graphical Model: Non-convex Optimization an…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…
This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model and the missing-at-random assumption, we utilize an…
This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…
Matrix-variate Gaussian graphical models (GGM) have been widely used for modeling matrix-variate data. Since the support of sparse precision matrix represents the conditional independence graph among matrix entries, conducting support…
Tensor factorization is a powerful tool to analyse multi-way data. Compared with traditional multi-linear methods, nonlinear tensor factorization models are capable of capturing more complex relationships in the data. However, they are…
This paper introduces a multi-way tensor generalization of the Bigraphical Lasso (BiGLasso), which uses a two-way sparse Kronecker-sum multivariate-normal model for the precision matrix to parsimoniously model conditional dependence…
We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…
We consider tensor factorizations based on sparse measurements of the components of relatively high rank tensors. The measurements are designed in a way that the underlying graph of interactions is a random graph. The setup will be useful…
In this paper, we propose a general framework for tensor singular value decomposition (tensor SVD), which focuses on the methodology and theory for extracting the hidden low-rank structure from high-dimensional tensor data. Comprehensive…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…
Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor. STORE embeds two key sparse structures: element-wise sparsity…
We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $\Theta$…
Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…
The matrix normal model, i.e., the family of Gaussian matrix-variate distributions whose covariance matrices are the Kronecker product of two lower dimensional factors, is frequently used to model matrix-variate data. The tensor normal…
Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…
Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…
The TREX is a recently introduced method for performing sparse high-dimensional regression. Despite its statistical promise as an alternative to the lasso, square-root lasso, and scaled lasso, the TREX is computationally challenging in that…