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Modeling and identification of high-dimensional stochastic processes is ubiquitous in many fields. In particular, there is a growing interest in modeling stochastic processes with simple and interpretable structures. In many applications,…

Optimization and Control · Mathematics 2016-10-11 Mattia Zorzi , Alessandro Chiuso

The model of partially observed linear system depending on some unknown parameters is considered. An approximation of the unobserved component is proposed. This approximation is realized in three steps. First an estimator of the method of…

Statistics Theory · Mathematics 2023-04-20 Yury A. Kutoyants

The present study proposes a new structure selection approach for non-linear system identification based on Two-Dimensional particle swarms (2D-UPSO). The 2D learning framework essentially extends the learning dimension of the conventional…

Systems and Control · Computer Science 2018-11-29 Faizal Hafiz , Akshya Swain , Eduardo MAM Mendes

We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

Machine Learning · Statistics 2025-05-13 Samuel Erickson , Tobias Rydén

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

This paper presents a novel method for statistical inference in high-dimensional binary models with unspecified structure, where we leverage a (potentially misspecified) sparsity-constrained working generalized linear model (GLM) to…

Methodology · Statistics 2025-10-03 Xiaotian Hou , Peng Wang , Minge Xie , Linjun Zhang

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

Data Structures and Algorithms · Computer Science 2015-01-09 Aditya Bhaskara , Ananda Theertha Suresh , Morteza Zadimoghaddam

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the…

Machine Learning · Statistics 2015-06-18 Alexandra Chouldechova , Trevor Hastie

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…

Machine Learning · Computer Science 2023-08-29 Jianyi Lin

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

Continual learning in natural language processing plays a crucial role in adapting to evolving data and preventing catastrophic forgetting. Despite significant progress, existing methods still face challenges, such as inefficient parameter…

Machine Learning · Computer Science 2026-02-04 Min Zeng , Xi Chen , Haiqin Yang , Yike Guo

Understanding 3D object shapes necessitates shape representation by object parts abstracted from results of instance and semantic segmentation. Promising shape representations enable computers to interpret a shape with meaningful parts and…

Computer Vision and Pattern Recognition · Computer Science 2025-03-11 Jiaxin Li , Hongxing Wang , Jiawei Tan , Zhilong Ou , Junsong Yuan

In this paper, we propose a novel variable selection approach in the framework of sparse high-dimensional GLARMA models. It consists in combining the estimation of the autoregressive moving average (ARMA) coefficients of these models with…

Statistics Theory · Mathematics 2019-10-14 Céline Lévy-Leduc , Sarah Ouadah , Laure Sansonnet

Tensor data represents a multidimensional array. Regression methods based on low-rank tensor decomposition leverage structural information to reduce the parameter count. Multilinear logistic regression serves as a powerful tool for the…

Machine Learning · Computer Science 2023-09-19 Weifeng Yang , Wenwen Min

It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…

Statistics Theory · Mathematics 2019-08-21 Fei Jiang , Yanyuan Ma , Raymond J. Carroll

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

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Mehmet Tolga Akan , Andrea Iannelli , Roy S. Smith

Partially linear additive models generalize linear ones since they model the relation between a response variable and covariates by assuming that some covariates have a linear relation with the response but each of the others enter through…

Methodology · Statistics 2023-08-08 Graciela Boente , Alejandra Mercedes Martinez

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling…

Fluid Dynamics · Physics 2022-04-27 Peter J. Baddoo , Benjamin Herrmann , Beverley J. McKeon , Steven L. Brunton