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Many modern applications require detecting change points in complex sequential data. Most existing methods for change point detection are unsupervised and, as a consequence, lack any information regarding what kind of changes we want to…

Machine Learning · Computer Science 2022-02-11 Nauman Ahad , Eva L. Dyer , Keith B. Hengen , Yao Xie , Mark A. Davenport

We propose a general framework for nonasymptotic covariance matrix estimation making use of concentration inequality-based confidence sets. We specify this framework for the estimation of large sparse covariance matrices through…

Methodology · Statistics 2020-12-17 Adam B Kashlak , Linglong Kong

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

Machine Learning · Computer Science 2015-06-05 Paolo Di Lorenzo , Ali H. Sayed

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

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

Statistics Theory · Mathematics 2011-04-01 C. Bernard-Michel , L. Gardes , S. Girard

Kernel matrices (e.g. Gram or similarity matrices) are essential for many state-of-the-art approaches to classification, clustering, and dimensionality reduction. For large datasets, the cost of forming and factoring such kernel matrices…

Machine Learning · Statistics 2015-05-21 Raajen Patel , Thomas A. Goldstein , Eva L. Dyer , Azalia Mirhoseini , Richard G. Baraniuk

Domain adaptation (DA) aims to transfer knowledge from a label-rich source domain to a related but label-scarce target domain. The conventional DA strategy is to align the feature distributions of the two domains. Recently, increasing…

Computer Vision and Pattern Recognition · Computer Science 2022-03-08 Yixin Zhang , Junjie Li , Zilei Wang

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

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

Visual representation based on covariance matrix has demonstrates its efficacy for image classification by characterising the pairwise correlation of different channels in convolutional feature maps. However, pairwise correlation will…

Computer Vision and Pattern Recognition · Computer Science 2023-04-27 Saimunur Rahman , Piotr Koniusz , Lei Wang , Luping Zhou , Peyman Moghadam , Changming Sun

We introduce a novel approach to unsupervised and semi-supervised domain adaptation for semantic segmentation. Unlike many earlier methods that rely on adversarial learning for feature alignment, we leverage contrastive learning to bridge…

Computer Vision and Pattern Recognition · Computer Science 2021-04-23 Weizhe Liu , David Ferstl , Samuel Schulter , Lukas Zebedin , Pascal Fua , Christian Leistner

In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension $n\times p$ and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal…

Statistics Theory · Mathematics 2016-04-27 Yash Deshpande , Andrea Montanari

Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

Many current state-of-the-art models for sequential recommendations are based on transformer architectures. Interpretation and explanation of such black box models is an important research question, as a better understanding of their…

Information Retrieval · Computer Science 2026-02-18 Anton Klenitskiy , Konstantin Polev , Daria Denisova , Alexey Vasilev , Dmitry Simakov , Gleb Gusev

Domain adaptation on time series data is an important but challenging task. Most of the existing works in this area are based on the learning of the domain-invariant representation of the data with the help of restrictions like MMD.…

Machine Learning · Computer Science 2021-06-18 Ruichu Cai , Jiawei Chen , Zijian Li , Wei Chen , Keli Zhang , Junjian Ye , Zhuozhang Li , Xiaoyan Yang , Zhenjie Zhang

This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…

Machine Learning · Statistics 2025-04-15 The Tien Mai

Sparse representation with respect to an overcomplete dictionary is often used when regularizing inverse problems in signal and image processing. In recent years, the Convolutional Sparse Coding (CSC) model, in which the dictionary consists…

Image and Video Processing · Electrical Eng. & Systems 2019-09-13 Dror Simon , Michael Elad

The {\it straight-through estimator} (STE) is commonly used to optimize quantized neural networks, yet its contexts of effective performance are still unclear despite empirical successes.To make a step forward in this comprehension, we…

Machine Learning · Computer Science 2024-06-26 Mimoun Mohamed , François Malgouyres , Valentin Emiya , Caroline Chaux

Variational inference has been widely used in machine learning literature to fit various Bayesian models. In network analysis, this method has been successfully applied to solve the community detection problems. Although these results are…

Machine Learning · Statistics 2024-05-22 Xuezhen Li , Can M. Le