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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…
In this letter, we study distributed optimization, where a network of agents, abstracted as a directed graph, collaborates to minimize the average of locally-known convex functions. Most of the existing approaches over directed graphs are…
We study the asymptotics for jump-penalized least squares regression aiming at approximating a regression function by piecewise constant functions. Besides conventional consistency and convergence rates of the estimates in $L^2([0,1))$ our…
In this paper we study minimax and adaptation rates in general isotonic regression. For uniform deterministic and random designs in $[0,1]^d$ with $d\ge 2$ and $N(0,1)$ noise, the minimax rate for the $\ell_2$ risk is known to be bounded…
We study the problem of learning the causal relationships between a set of observed variables in the presence of latents, while minimizing the cost of interventions on the observed variables. We assume access to an undirected graph $G$ on…
In this work we propose and analyze a novel approach for group sparse recovery. It is based on regularized least squares with an $\ell^0(\ell^2)$ penalty, which penalizes the number of nonzero groups. One distinct feature of the approach is…
Sampling and interpolation have been extensively studied, in order to reconstruct or estimate the entire graph signal from the signal values on a subset of vertexes, of which most achievements are about continuous signals. While in a lot of…
We develop fast algorithms for solving regression problems on graphs where one is given the value of a function at some vertices, and must find its smoothest possible extension to all vertices. The extension we compute is the absolutely…
We study the quantization of real-valued bandlimited signals on graphs, focusing on low-bit representations. We propose iterative noise-shaping algorithms for quantization, including sampling approaches with and without vertex replacement.…
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…
We present a new approach to solve the sparse approximation or best subset selection problem, namely find a $k$-sparse vector ${\bf x}\in\mathbb{R}^d$ that minimizes the $\ell_2$ residual $\lVert A{\bf x}-{\bf y} \rVert_2$. We consider a…
It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…
Random graph alignment refers to recovering the underlying vertex correspondence between two random graphs with correlated edges. This can be viewed as an average-case and noisy version of the well-known graph isomorphism problem. For the…
In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including…
This paper studies the problem of recovering a hidden vertex correspondence between two correlated graphs when both edge weights and node features are observed. While most existing work on graph alignment relies primarily on edge…
We study an NP-hard problem motivated by energy-efficiently maintaining the connectivity of a symmetric wireless communication network: Given an edge-weighted $n$-vertex graph, find a connected spanning subgraph of minimum cost, where the…
In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. Recently, many flexible machine learning methods have been developed for instrumental variable estimation. However, these methods have at least one…
We propose a time-varying graph signal recovery method for estimating the true time-varying graph signal from corrupted observations by leveraging dynamic graphs. Most of the conventional methods for time-varying graph signal recovery have…
We investigate the problem of sequentially predicting the binary labels on the nodes of an arbitrary weighted graph. We show that, under a suitable parametrization of the problem, the optimal number of prediction mistakes can be…
In many real-world applications, it is undesirable to drastically change the problem solution after a small perturbation in the input, as unstable outputs can lead to costly transaction fees, privacy and security concerns, reduced user…