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Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

We propose a hypothesis test based model selection criterion for the best subset selection of sparse linear models. We show it is consistent in that the probability of its choosing the true model approaches one and the parameter values of…

Methodology · Statistics 2020-11-17 Min Tsao

Background: High-throughput proteomics techniques, such as mass spectrometry (MS)-based approaches, produce very high-dimensional data-sets. In a clinical setting one is often interested in how mass spectra differ between patients of…

We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized…

Machine Learning · Statistics 2021-06-23 Rémi Gribonval , Gilles Blanchard , Nicolas Keriven , Yann Traonmilin

Given a training sample of size $m$ from a $d$-dimensional population, we wish to allocate a new observation $Z\in \R^d$ to this population or to the noise. We suppose that the difference between the distribution of the population and that…

Statistics Theory · Mathematics 2009-03-30 Yuri I. Ingster , Christophe Pouet , Alexandre B. Tsybakov

Object Classification is a key direction of research in signal and image processing, computer vision and artificial intelligence. The goal is to come up with algorithms that automatically analyze images and put them in predefined…

Computer Vision and Pattern Recognition · Computer Science 2018-12-31 Tiep Huu Vu

This paper is about variable selection, clustering and estimation in an unsupervised high-dimensional setting. Our approach is based on fitting constrained Gaussian mixture models, where we learn the number of clusters $K$ and the set of…

Machine Learning · Statistics 2014-02-03 Stephane Gaiffas , Bertrand Michel

Context of data points, which is usually defined as the other data points in a data set, has been found to play important roles in data representation and classification. In this paper, we study the problem of using context of a data point…

Machine Learning · Computer Science 2015-08-19 Xuejie Liu , Jingbin Wang , Ming Yin , Benjamin Edwards , Peijuan Xu

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

Given full or partial information about a collection of points that lie close to a union of several subspaces, subspace clustering refers to the process of clustering the points according to their subspace and identifying the subspaces. One…

Machine Learning · Statistics 2018-01-16 Zachary Charles , Amin Jalali , Rebecca Willett

Sparse coding is a basic task in many fields including signal processing, neuroscience and machine learning where the goal is to learn a basis that enables a sparse representation of a given set of data, if one exists. Its standard…

Machine Learning · Computer Science 2015-03-04 Sanjeev Arora , Rong Ge , Tengyu Ma , Ankur Moitra

We propose a general framework for topic-specific summarization of large text corpora, and illustrate how it can be used for analysis in two quite different contexts: an OSHA database of fatality and catastrophe reports (to facilitate…

Computation and Language · Computer Science 2016-07-26 Luke Miratrix , Robin Ackerman

Statistical sufficiency formalizes the notion of data reduction. In the decision theoretic interpretation, once a model is chosen all inferences should be based on a sufficient statistic. However, suppose we start with a set of procedures…

Statistics Theory · Mathematics 2018-08-01 Vincent Q. Vu

Feature selection is an important problem in high-dimensional data analysis and classification. Conventional feature selection approaches focus on detecting the features based on a redundancy criterion using learning and feature searching…

Computer Vision and Pattern Recognition · Computer Science 2012-01-31 Alex Pappachen James , Sima Dimitrijev

Sparsity-based models and techniques have been exploited in many signal processing and imaging applications. Data-driven methods based on dictionary and sparsifying transform learning enable learning rich image features from data, and can…

Machine Learning · Computer Science 2019-09-25 Saiprasad Ravishankar , Anna Ma , Deanna Needell

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

Machine Learning · Computer Science 2015-06-05 Paolo Di Lorenzo , Ali H. Sayed

A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Sanjoy Dasgupta , Christopher Tosh

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

For regression model selection via maximum likelihood estimation, we adopt a vector representation of candidate models and study the likelihood ratio confidence region for the regression parameter vector of a full model. We show that when…

Statistics Theory · Mathematics 2024-04-09 Min Tsao