Related papers: Penalized Orthogonal Iteration for Sparse Estimati…
We consider a problem of estimating a sparse group of sparse normal mean vectors. The proposed approach is based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their…
Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…
As a greedy algorithm to recover sparse signals from compressed measurements, orthogonal matching pursuit (OMP) algorithm has received much attention in recent years. In this paper, we introduce an extension of the OMP for pursuing…
In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…
Generalized eigenvalue problems (GEPs) play an important role in the variety of fields including engineering, machine learning and quantum chemistry. Especially, many problems in these fields can be reduced to finding the minimum or maximum…
This article aims to seek a selection and estimation procedure for a class of tensor regression problems with multivariate covariates and matrix responses, which can provide theoretical guarantees for model selection in finite samples.…
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…
We investigate a generalized framework to estimate a latent low-rank plus sparse tensor, where the low-rank tensor often captures the multi-way principal components and the sparse tensor accounts for potential model mis-specifications or…
This study presents a novel mixed-precision iterative refinement algorithm, GADI-IR, within the general alternating-direction implicit (GADI) framework, designed for efficiently solving large-scale sparse linear systems. By employing…
Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…
Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…
We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…
Quadratic assignment problems are a fundamental class of combinatorial optimization problems which are ubiquitous in applications, yet their exact resolution is NP-hard. To circumvent this impasse, it was proposed to regularize such…
Previous versions of sparse principal component analysis (PCA) have presumed that the eigen-basis (a $p \times k$ matrix) is approximately sparse. We propose a method that presumes the $p \times k$ matrix becomes approximately sparse after…
High-dimensional data sets are often analyzed and explored via the construction of a latent low-dimensional space which enables convenient visualization and efficient predictive modeling or clustering. For complex data structures, linear…
A general framework for principal component analysis (PCA) in the presence of heteroskedastic noise is introduced. We propose an algorithm called HeteroPCA, which involves iteratively imputing the diagonal entries of the sample covariance…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…
We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded…