Related papers: A Novel Approach to Sparse Inverse Covariance Esti…
This paper focuses on detection tasks in information extraction, where positive instances are sparsely distributed and models are usually evaluated using F-measure on positive classes. These characteristics often result in deficient…
Compressive sensing (CS) reconstructs images from sub-Nyquist measurements by solving a sparsity-regularized inverse problem. Traditional CS solvers use iterative optimizers with hand crafted sparsifiers, while early data-driven methods…
To accelerate deep CNN models, this paper proposes a novel spatially adaptive framework that can dynamically generate pixel-wise sparsity according to the input image. The sparse scheme is pixel-wise refined, regional adaptive under a…
To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the…
Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…
Principal component analysis (PCA) is a classical dimension reduction method which projects data onto the principal subspace spanned by the leading eigenvectors of the covariance matrix. However, it behaves poorly when the number of…
This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…
Sliced inverse regression (SIR) is a popular sufficient dimension reduction method that identifies a few linear transformations of the covariates without losing regression information with the response. In high-dimensional settings, SIR can…
Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…
In this work, we extend the sparse iterative covariance-based estimator (SPICE), by generalizing the formulation to allow for different norm constraints on the signal and noise parameters in the covariance model. For a given norm, the…
Parameter reduction can enable otherwise infeasible design and uncertainty studies with modern computational science models that contain several input parameters. In statistical regression, techniques for sufficient dimension reduction…
We study the estimation of the covariance matrix $\Sigma$ of a $p$-dimensional normal random vector based on $n$ independent observations corrupted by additive noise. Only a general nonparametric assumption is imposed on the distribution of…
We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…
A nonconformal domain decomposition method based on the hybrid surface integral equation partial differential equation (SIE-PDE) formulation is proposed to solve the transverse magnetic electromagnetic problems. In the hybrid SIE-PDE…
Deep learning-based methods deliver state-of-the-art performance for solving inverse problems that arise in computational imaging. These methods can be broadly divided into two groups: (1) learn a network to map measurements to the signal…
We provide two novel adaptive-rate compressive sensing (CS) strategies for sparse, time-varying signals using side information. Our first method utilizes extra cross-validation measurements, and the second one exploits extra low-resolution…
Recent advancements in learning algorithms have demonstrated that the sharpness of the loss surface is an effective measure for improving the generalization gap. Building upon this concept, Sharpness-Aware Minimization (SAM) was proposed to…
In this paper, a novel method to adaptively approximate the solution to stochastic differential equations, which is based on compressive sampling and sparse recovery, is introduced. The proposed method consider the problem of sparse…
We study sparse recovery with structured random measurement matrices having independent, identically distributed, and uniformly bounded rows and with a nontrivial covariance structure. This class of matrices arises from random sampling of…
Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…