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Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

We study low-rank matrix regression in settings where matrix-valued predictors and scalar responses are observed across multiple individuals. Rather than assuming a fully homogeneous coefficient matrices across individuals, we accommodate…

Methodology · Statistics 2025-10-28 Di Wang , Xiaoyu Zhang , Guodong Li , Wenyang Zhang

In developing data-driven modeling methodologies, there is an ongoing need to reconcile the strong predictive performance of opaque black-box models with the transparency required for critical applications. This work introduces an…

Machine Learning · Statistics 2026-05-21 Xin Huang , Jia Li , Jun Yu

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

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

Estimating heterogeneous treatment effects is critical in domains such as personalized medicine, resource allocation, and policy evaluation. A central challenge lies in identifying subpopulations that respond differently to interventions,…

Machine Learning · Statistics 2025-09-18 Zilong Wang , Turgay Ayer , Shihao Yang

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Multi-task learning (MTL) is a methodology that aims to improve the general performance of estimation and prediction by sharing common information among related tasks. In the MTL, there are several assumptions for the relationships and…

Methodology · Statistics 2023-04-27 Akira Okazaki , Shuichi Kawano

Sparse linear prediction methods suffer from decreased prediction accuracy when the predictor variables have cluster structure (e.g. there are highly correlated groups of variables). To improve prediction accuracy, various methods have been…

Machine Learning · Statistics 2022-02-03 Rebecca Marion , Johannes Lederer , Bernadette Govaerts , Rainer von Sachs

Cluster analysis methods seek to partition a data set into homogeneous subgroups. It is useful in a wide variety of applications, including document processing and modern genetics. Conventional clustering methods are unsupervised, meaning…

Methodology · Statistics 2014-07-11 Eric Bair

We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…

Methodology · Statistics 2015-01-14 Peter Bühlmann , Philipp Rütimann , Sara van de Geer , Cun-Hui Zhang

This paper proposes a novel graph-based regularized regression estimator - the hierarchical feature regression (HFR) -, which mobilizes insights from the domains of machine learning and graph theory to estimate robust parameters for a…

Machine Learning · Statistics 2022-01-11 Johann Pfitzinger

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Machine Learning · Statistics 2016-03-14 Niharika Gauraha , Swapan K. Parui

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

Machine Learning · Statistics 2013-02-28 Aleksandr Y. Aravkin , James V. Burke , Alessandro Chiuso , Gianluigi Pillonetto

This article concerns the dimension reduction in regression for large data set. We introduce a new method based on the sliced inverse regression approach, called cluster-based regularized sliced inverse regression. Our method not only keeps…

Applications · Statistics 2013-12-03 Yue Yu , Zhihong Chen , Jie Yang

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

Machine Learning · Computer Science 2012-06-22 Lauren Hannah , David Dunson

This study introduces a novel technique for multi-view clustering known as the "Consensus Graph-Based Multi-View Clustering Method Using Low-Rank Non-Convex Norm" (CGMVC-NC). Multi-view clustering is a challenging task in machine learning…

Machine Learning · Computer Science 2025-11-21 Alaeddine Zahir , Khalide Jbilou , Ahmed Ratnani

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

Spectral-based subspace clustering methods have proved successful in many challenging applications such as gene sequencing, image recognition, and motion segmentation. In this work, we first propose a novel spectral-based subspace…

Machine Learning · Statistics 2021-06-09 Hankui Peng , Nicos G. Pavlidis

Sparse feature selection has been demonstrated to be effective in handling high-dimensional data. While promising, most of the existing works use convex methods, which may be suboptimal in terms of the accuracy of feature selection and…

Machine Learning · Computer Science 2013-01-22 Shuo Xiang , Xiaotong Shen , Jieping Ye