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Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

Modern statistical learning algorithms are capable of amazing flexibility, but struggle with interpretability. One possible solution is sparsity: making inference such that many of the parameters are estimated as being identically 0, which…

Methodology · Statistics 2023-05-15 Nathan Wycoff , Ali Arab , Katharine M. Donato , Lisa O. Singh

Observed associations in a database may be due in whole or part to variations in unrecorded (latent) variables. Identifying such variables and their causal relationships with one another is a principal goal in many scientific and practical…

Machine Learning · Computer Science 2012-12-12 Ricardo Silva , Richard Scheines , Clark Glymour , Peter L. Spirtes

We propose a new method for supervised learning, especially suited to wide data where the number of features is much greater than the number of observations. The method combines the lasso ($\ell_1$) sparsity penalty with a quadratic penalty…

Methodology · Statistics 2018-10-25 J. Kenneth Tay , Jerome Friedman , Robert Tibshirani

Nearly all identifiability results in unsupervised representation learning inspired by, e.g., independent component analysis, factor analysis, and causal representation learning, rely on assumptions of additive independent noise or…

Machine Learning · Computer Science 2025-03-24 Yujia Zheng , Yang Liu , Jiaxiong Yao , Yingyao Hu , Kun Zhang

Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…

Machine Learning · Computer Science 2023-11-27 Lena Stempfle , Ashkan Panahi , Fredrik D. Johansson

Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data…

Identifying latent variables and the causal structure involving them is essential across various scientific fields. While many existing works fall under the category of constraint-based methods (with e.g. conditional independence or rank…

Machine Learning · Computer Science 2026-05-21 Ignavier Ng , Xinshuai Dong , Haoyue Dai , Biwei Huang , Peter Spirtes , Kun Zhang

Covariance Neural Networks (VNNs) perform graph convolutions on the covariance matrix of input data to leverage correlation information as pairwise connections. They have achieved success in a multitude of applications such as neuroscience,…

Machine Learning · Computer Science 2025-09-30 Andrea Cavallo , Zhan Gao , Elvin Isufi

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

Sparse Bayesian learning (SBL) has been extensively utilized in data-driven modeling to combat the issue of overfitting. While SBL excels in linear-in-parameter models, its direct applicability is limited in models where observations…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

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

Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

Implicit neural representations are a promising new avenue of representing general signals by learning a continuous function that, parameterized as a neural network, maps the domain of a signal to its codomain; the mapping from spatial…

Machine Learning · Computer Science 2021-11-09 Jaeho Lee , Jihoon Tack , Namhoon Lee , Jinwoo Shin

For high-dimensional omics data, sparsity-inducing regularization methods such as the Lasso are widely used and often yield strong predictive performance, even in settings when the assumption of sparsity is likely violated. We demonstrate…

Methodology · Statistics 2025-02-13 Andrea Bratsberg , Magne Thoresen , Jelle J. Goeman

In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single known measurement matrix (or dictionary). Typically, the…

Methodology · Statistics 2024-08-05 Esa Ollila

The success of deep learning in high-dimensional settings is often attributed to the presence of low-dimensional structure in real-world data. While standard theoretical models typically assume that this structure lies in the target…

Machine Learning · Computer Science 2026-05-15 Elisabetta Cornacchia , Laurent Massoulié

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…

Machine Learning · Statistics 2018-02-23 Masaaki Takada , Taiji Suzuki , Hironori Fujisawa