Related papers: Simultaneous Signal Subspace Rank and Model Select…

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the…

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…

Latest least squares regression (LSR) methods mainly try to learn slack regression targets to replace strict zero-one labels. However, the difference of intra-class targets can also be highlighted when enlarging the distance between…

The reduced-rank regression model is a popular model to deal with multivariate response and multiple predictors, and is widely used in biology, chemometrics, econometrics, engineering, and other fields. In the reduced-rank regression…

Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…

Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with…

We propose a new algorithm for estimating NARMAX models with $L_1$ regularization for models represented as a linear combination of basis functions. Due to the $L_1$-norm penalty the Lasso estimation tends to produce some coefficients that…

We propose a novel image set classification technique using linear regression models. Downsampled gallery image sets are interpreted as subspaces of a high dimensional space to avoid the computationally expensive training step. We estimate…

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive…

This article analyzes the recovery performance of two popular finite dimensional approximations of the sparse spikes deconvolution problem over Radon measures. We examine in a unified framework both the L1 regularization (often referred to…

We revisit the long-standing problem of learning from a small sample, to which end we propose a novel method called GLICO (Generative Latent Implicit Conditional Optimization). GLICO learns a mapping from the training examples to a latent…

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Regression is a fundamental task in machine learning that has garnered extensive attention over the past decades. The conventional approach for regression involves employing loss functions that primarily concentrate on aligning model…

Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…

This paper studies the subspace segmentation problem. Given a set of data points drawn from a union of subspaces, the goal is to partition them into their underlying subspaces they were drawn from. The spectral clustering method is used as…

This work addresses the problem of graph learning from data following a Gaussian Graphical Model (GGM) with a time-varying mean. Graphical Lasso (GL), the standard method for estimating sparse precision matrices, assumes that the observed…