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Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Machine Learning · Computer Science 2021-11-08 Junhui Cai , Xu Han , Ya'acov Ritov , Linda Zhao

While artificial neural networks excel in unsupervised learning of non-sparse structure, classical statistical regression techniques offer better interpretability, in particular when sparseness is enforced by $\ell_1$ regularization,…

We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Computation · Statistics 2019-05-02 Karla Monterrubio-Gómez , Lassi Roininen , Sara Wade , Theo Damoulas , Mark Girolami

We propose a novel framework for solving nonlinear PDEs using sparse radial basis function (RBF) networks. Sparsity-promoting regularization is employed to prevent over-parameterization and reduce redundant features. This work is motivated…

Numerical Analysis · Mathematics 2026-04-28 Zihan Shao , Konstantin Pieper , Xiaochuan Tian

We present a nonparametric interpretation for deep learning compatible modern Hopfield models and utilize this new perspective to debut efficient variants. Our key contribution stems from interpreting the memory storage and retrieval…

Machine Learning · Statistics 2025-06-10 Jerry Yao-Chieh Hu , Bo-Yu Chen , Dennis Wu , Feng Ruan , Han Liu

Generalization theory has been established for sparse deep neural networks under high-dimensional regime. Beyond generalization, parameter estimation is also important since it is crucial for variable selection and interpretability of deep…

Machine Learning · Statistics 2024-06-27 Dongya Wu , Xin Li

Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…

Machine Learning · Computer Science 2022-03-15 Rui Meng , Kristofer Bouchard

Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods…

Machine Learning · Statistics 2015-01-13 Martin Sundin , Saikat Chatterjee , Magnus Jansson

This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…

Methodology · Statistics 2018-05-28 Pariya Behrouzi , Fentaw Abegaz , Ernst C. Wit

A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spatio-temporal data, most methods do not take the spatial and…

Methodology · Statistics 2020-12-21 Zhenzhong Wang , Abolfazl Safikhani , Zhengyuan Zhu , David S. Matteson

Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…

Methodology · Statistics 2025-11-11 Navonil Deb , Amy Kuceyeski , Sumanta Basu

Attention mechanisms and non-local mean operations in general are key ingredients in many state-of-the-art deep learning techniques. In particular, the Transformer model based on multi-head self-attention has recently achieved great success…

Machine Learning · Computer Science 2019-05-27 Dan A. Calian , Peter Roelants , Jacques Cali , Ben Carr , Krishna Dubba , John E. Reid , Dell Zhang

Many biological learning systems such as the mushroom body, hippocampus, and cerebellum are built from sparsely connected networks of neurons. For a new understanding of such networks, we study the function spaces induced by sparse random…

Neural and Evolutionary Computing · Computer Science 2022-02-22 Kameron Decker Harris

This paper studies the distributed adaptiveestimation problems for stochastic large regression modelswith an infinite number of parameters. By constructing a re-cursive local cost function, we propose a novel distributedrecursive least…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Die Gan , Siyu Xie , Zhixin Liu , Xuebo Zhang

We consider the random-design least-squares regression problem within the reproducing kernel Hilbert space (RKHS) framework. Given a stream of independent and identically distributed input/output data, we aim to learn a regression function…

Statistics Theory · Mathematics 2016-03-30 Aymeric Dieuleveut , Francis Bach

We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…

Optimization and Control · Mathematics 2025-01-13 David A. R. Robin , Kevin Scaman , Marc Lelarge

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection.…

Methodology · Statistics 2024-03-11 Ryan Thompson , Farshid Vahid

We consider high-dimensional distribution estimation through autoregressive networks. By combining the concepts of sparsity, mixtures and parameter sharing we obtain a simple model which is fast to train and which achieves state-of-the-art…

Machine Learning · Statistics 2016-04-28 Marc Goessling , Yali Amit

Sparse linear regression is a fundamental tool in data analysis. However, traditional approaches often fall short when covariates exhibit structure or arise from heterogeneous sources. In biomedical applications, covariates may stem from…

Machine Learning · Statistics 2026-05-19 William R. P. Denault