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We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note…

Machine Learning · Statistics 2018-04-03 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

Motivated by the observation that a given signal $\boldsymbol{x}$ admits sparse representations in multiple dictionaries $\boldsymbol{\Psi}_d$ but with varying levels of sparsity across dictionaries, we propose two new algorithms for the…

Information Theory · Computer Science 2015-09-29 Rizwan Ahmad , Philip Schniter

In dynamic magnetic resonance (MR) imaging, low-rank plus sparse (L+S) decomposition, or robust principal component analysis (PCA), has achieved stunning performance. However, the selection of the parameters of L+S is empirical, and the…

Image and Video Processing · Electrical Eng. & Systems 2021-07-21 Wenqi Huang , Ziwen Ke , Zhuo-Xu Cui , Jing Cheng , Zhilang Qiu , Sen Jia , Leslie Ying , Yanjie Zhu , Dong Liang

We propose a practical method for $L_0$ norm regularization for neural networks: pruning the network during training by encouraging weights to become exactly zero. Such regularization is interesting since (1) it can greatly speed up…

Machine Learning · Statistics 2018-06-25 Christos Louizos , Max Welling , Diederik P. Kingma

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Methodology · Statistics 2024-10-17 Yuan Gao , Zhiyuan Zhang , Zhanrui Cai , Xuening Zhu , Tao Zou , Hansheng Wang

Bayesian multinomial logistic-normal (MLN) models are popular for the analysis of sequence count data (e.g., microbiome or gene expression data) due to their ability to model multivariate count data with complex covariance structure.…

We consider the problem of estimating a time-varying sparse precision matrix, which is assumed to evolve in a piece-wise constant manner. Building upon the Group Fused LASSO and LASSO penalty functions, we estimate both the network…

Statistics Theory · Mathematics 2024-10-08 Ying Lin , Benjamin Poignard , Ting Kei Pong , Akiko Takeda

Network modeling of high-dimensional time series data is a key learning task due to its widespread use in a number of application areas, including macroeconomics, finance and neuroscience. While the problem of sparse modeling based on…

Methodology · Statistics 2019-03-27 Sumanta Basu , Xianqi Li , George Michailidis

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

High-dimensional biomedical studies require models that are simultaneously accurate, sparse, and interpretable, yet exact best subset selection for generalized linear models is computationally intractable. We develop a scalable method that…

Methodology · Statistics 2026-03-24 Anant Mathur , Benoit Liquet , Samuel Muller , Sarat Moka

We present a novel method for symbolic regression (SR), the task of searching for compact programmatic hypotheses that best explain a dataset. The problem is commonly solved using genetic algorithms; we show that we can enhance such methods…

Machine Learning · Computer Science 2024-12-11 Arya Grayeli , Atharva Sehgal , Omar Costilla-Reyes , Miles Cranmer , Swarat Chaudhuri

We consider the problem of learning the link parameters as well as the structure of a binary-valued pairwise Markov model. Under sparsity assumption, we propose a method based on $l_1$- regularized logistic regression, which estimate…

Machine Learning · Statistics 2020-02-27 Daniela De Canditiis

We propose a loop optimization algorithm based on nuclear norm regularization for tensor network. The key ingredient of this scheme is to introduce a rank penalty term proposed in the context of data processing. Compared to standard…

Statistical Mechanics · Physics 2024-11-07 Kenji Homma , Tsuyoshi Okubo , Naoki Kawashima

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

Robust estimators for generalized linear models (GLMs) are not easy to develop due to the nature of the distributions involved. Recently, there has been growing interest in robust estimation methods, particularly in contexts involving a…

Methodology · Statistics 2025-07-08 Marina Valdora , Claudio Agostinelli

We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

While most classical approaches to Granger causality detection repose upon linear time series assumptions, many interactions in neuroscience and economics applications are nonlinear. We develop an approach to nonlinear Granger causality…

Machine Learning · Statistics 2018-06-26 Alex Tank , Ian Cover , Nicholas J. Foti , Ali Shojaie , Emily B. Fox

Sparse logistic regression, as an effective tool of classification, has been developed tremendously in recent two decades, from its origination the $\ell_1$-regularized version to the sparsity constrained models. This paper is carried out…

Optimization and Control · Mathematics 2021-11-23 Rui Wang , Naihua Xiu , Shenglong Zhou

In this paper we explore different regression models based on Clusterwise Linear Regression (CLR). CLR aims to find the partition of the data into $k$ clusters, such that linear regressions fitted to each of the clusters minimize overall…

Machine Learning · Computer Science 2018-05-01 Igor Gitman , Jieshi Chen , Eric Lei , Artur Dubrawski