Related papers: Laplacian Prior Variational Automatic Relevance De…
This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…
Transfer learning is an emerging paradigm for leveraging multiple sources to improve the statistical inference on a single target. In this paper, we propose a novel approach named residual importance weighted transfer learning (RIW-TL) for…
Graph-based representations play a key role in machine learning. The fundamental step in these representations is the association of a graph structure to a dataset. In this paper, we propose a method that aims at finding a block sparse…
In this paper we present a new two-level iterative algorithm for tomographic image reconstruction. The algorithm uses a regularization technique, which we call edge-preserving Laplacian, that preserves sharp edges between objects while…
Singular Value Decomposition (SVD) has become an important technique for reducing the computational burden of Vision Language Models (VLMs), which play a central role in tasks such as image captioning and visual question answering. Although…
The hard margin loss function has been at the core of the support vector machine (SVM) research from the very beginning due to its generalization capability.On the other hand, the cardinality constraint has been widely used for feature…
In this paper we present a new regularization term for variational image restoration which can be regarded as a space-variant anisotropic extension of the classical isotropic Total Variation (TV) regularizer. The proposed regularizer comes…
Learning disentangled representations, where distinct factors of variation are captured by independent latent variables, is a central goal in machine learning. The dominant approach has been the Variational Autoencoder (VAE) framework,…
The standard vector autoregressive (VAR) models suffer from overparameterization which is a serious issue for high-dimensional time series data as it restricts the number of variables and lags that can be incorporated into the model.…
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden…
Standard formulations of GANs, where a continuous function deforms a connected latent space, have been shown to be misspecified when fitting different classes of images. In particular, the generator will necessarily sample some low-quality…
Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…
High-dimensional vector autoregressive (VAR) models are important tools for the analysis of multivariate time series. This paper focuses on high-dimensional time series and on the different regularized estimation procedures proposed for…
The reconstruction of high-dimensional sparse signals is a challenging task in a wide range of applications. In order to deal with high-dimensional problems, efficient sparse fast Fourier transform algorithms are essential tools. The second…
We address the problem of sparse selection of visual features for localizing a team of robots navigating an unknown environment, where robots can exchange relative position measurements with neighbors. We select a set of the most…
The Vector AutoRegressive (VAR) model is fundamental to the study of multivariate time series. Although VAR models are intensively investigated by many researchers, practitioners often show more interest in analyzing VARX models that…
This paper focuses on the identification of graphical autoregressive models with dynamical latent variables. The dynamical structure of latent variables is described by a matrix polynomial transfer function. Taking account of the sparse…
In this paper, we revisit the regret minimization problem in sparse stochastic contextual linear bandits, where feature vectors may be of large dimension $d$, but where the reward function depends on a few, say $s_0\ll d$, of these features…
We solve the analysis sparse coding problem considering a combination of convex and non-convex sparsity promoting penalties. The multi-penalty formulation results in an iterative algorithm involving proximal-averaging. We then unfold the…
We consider the problem of estimation of a covariance matrix for Gaussian data in a high dimensional setting. Existing approaches include maximum likelihood estimation under a pre-specified sparsity pattern, l_1-penalized loglikelihood…