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Misspecified models often provide useful information about the true data generating distribution. For example, if $y$ is a non-linear function of $x$ the least squares estimator $\hat{\beta}$ is an estimate of $\beta$, the slope of the best…

Methodology · Statistics 2017-05-17 James P. Long

This paper studies the problem of multivariate linear regression where a portion of the observations is grossly corrupted or is missing, and the magnitudes and locations of such occurrences are unknown in priori. To deal with this problem,…

Machine Learning · Statistics 2017-01-12 Xiaowei Zhang , Chi Xu , Yu Zhang , Tingshao Zhu , Li Cheng

We study the performance of a Bayesian statistician who estimates a rank-one signal corrupted by non-symmetric rotationally invariant noise with a generic distribution of singular values. As the signal-to-noise ratio and the noise structure…

Information Theory · Computer Science 2023-02-09 Teng Fu , YuHao Liu , Jean Barbier , Marco Mondelli , ShanSuo Liang , TianQi Hou

In sparse recovery, the unique sparsest solution to an under-determined system of linear equations is of main interest. This scheme is commonly proposed to be applied to signal acquisition. In most cases, the signals are not sparse…

Information Theory · Computer Science 2013-07-16 Henning Zörlein , Faisal Akram , Martin Bossert

This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…

Machine Learning · Statistics 2016-11-18 Hamed Firouzi , Alfred Hero , Bala Rajaratnam

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

In this paper, we introduce a robust transfer regression method designed to handle corrupted labels in target data, under the scenarios that the corruption affects a substantial portion of the labels and the locations of these corruptions…

Methodology · Statistics 2025-02-25 Sheng Pan

We consider the task of aligning two sets of points in high dimension, which has many applications in natural language processing and computer vision. As an example, it was recently shown that it is possible to infer a bilingual lexicon,…

Machine Learning · Computer Science 2018-05-30 Edouard Grave , Armand Joulin , Quentin Berthet

Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…

Methodology · Statistics 2017-04-28 Yoshimasa Uematsu , Yingying Fan , Kun Chen , Jinchi Lv , Wei Lin

Spherical radial-basis-based kernel interpolation abounds in image sciences including geophysical image reconstruction, climate trends description and image rendering due to its excellent spatial localization property and perfect…

Machine Learning · Computer Science 2024-01-17 Xiaotong Liu , Jinxin Wang , Di Wang , Shao-Bo Lin

We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…

Optimization and Control · Mathematics 2022-11-03 Natasa Krejic , Natasa Krklec Jerinkic , Tijana Ostojic

A new statistical model designed for regression analysis with a sparse design matrix is proposed. This new model utilizes the positions of the limited non-zero elements in the design matrix to decompose the regression model into…

Applications · Statistics 2022-01-17 Hsien-Wei Chen

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We present a novel sparse modeling approach to non-rigid shape matching using only the ability to detect repeatable regions. As the input to our algorithm, we are given only two sets of regions in two shapes; no descriptors are provided so…

Graphics · Computer Science 2012-10-01 J. Pokrass , A. M. Bronstein , M. M. Bronstein , P. Sprechmann , G. Sapiro

Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…

Machine Learning · Computer Science 2022-10-27 Ali Behrouz , Mathias Lecuyer , Cynthia Rudin , Margo Seltzer

A tacit assumption in linear regression is that (response, predictor)-pairs correspond to identical observational units. A series of recent works have studied scenarios in which this assumption is violated under terms such as ``Unlabeled…

Machine Learning · Statistics 2020-06-30 Martin Slawski , Emanuel Ben-David , Ping Li

In this paper, we propose two methods of calculating theoretically maximal metamer mismatch volumes. Unlike prior art techniques, our methods do not make any assumptions on the shape of spectra on the boundary of the mismatch volumes. Both…

Computational Geometry · Computer Science 2019-01-25 Michal Mackiewicz , Hans Jakob Rivertz , Graham D. Finlayson

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

We provide a new methodology for statistical recovery of single linear mixtures of piecewise constant signals (sources) with unknown mixing weights and change points in a multiscale fashion. We show exact recovery within an…

Methodology · Statistics 2017-08-31 Merle Behr , Chris Holmes , Axel Munk

Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns.…

Numerical Analysis · Mathematics 2007-05-23 Massimo Fornasier , Holger Rauhut