Related papers: Cross validation in sparse linear regression with …
Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…
We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted…
We consider estimating a piecewise-constant image, or a gradient-sparse signal on a general graph, from noisy linear measurements. We propose and study an iterative algorithm to minimize a penalized least-squares objective, with a penalty…
In this paper, we derive non-asymptotic error bounds for the Lasso estimator when the penalty parameter for the estimator is chosen using $K$-fold cross-validation. Our bounds imply that the cross-validated Lasso estimator has nearly…
In this work we address the problem of blindly reconstructing compressively sensed signals by exploiting the co-sparse analysis model. In the analysis model it is assumed that a signal multiplied by an analysis operator results in a sparse…
Learning vector autoregressive models from multivariate time series is conventionally approached through least squares or maximum likelihood estimation. These methods typically assume a fully connected model which provides no direct insight…
We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization and its adaptive version for achieving sparsity in estimating the dimensions of the central subspace. The new estimators use the Cholesky…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…
Support vector machines (SVMs) with sparsity-inducing nonconvex penalties have received considerable attentions for the characteristics of automatic classification and variable selection. However, it is quite challenging to solve the…
We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…
Error-mitigation methods for Ising machines are reexamined not merely as noise-suppression techniques but as a structural design problem of replica-coupled Ising models. Using simulated annealing as a hardware-noise-free testbed, we…
Spatiotemporal matrix-valued data arise frequently in modern applications, yet performing effective regression analysis remains challenging due to complex, dimension-specific dependencies. In this work, we propose a regularized framework…
We consider the problem of choosing between several models in least-squares regression with heteroscedastic data. We prove that any penalization procedure is suboptimal when the penalty is a function of the dimension of the model, at least…
In this paper, we develop an implementation of cross-validation for penalized linear mixed models. While these models have been proposed for correlated high-dimensional data, the current literature implicitly assumes that tuning parameter…
We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…
We propose a convex formulation of the fused lasso signal approximation problem consisting of non-convex penalty functions. The fused lasso signal model aims to estimate a sparse piecewise constant signal from a noisy observation.…
We consider sparse signal reconstruction via minimization of the smoothly clipped absolute deviation (SCAD) penalty, and develop one-step replica-symmetry-breaking (1RSB) extensions of approximate message passing (AMP), termed 1RSB-AMP.…
Recently, high-dimensional heterogeneous data have attracted a lot of attention and discussion. Under heterogeneity, semiparametric regression is a popular choice to model data in statistics. In this paper, we take advantages of expectile…
We consider the problem of reconstructing two signals from the autocorrelation and cross-correlation measurements. This inverse problem is a fundamental one in signal processing, and arises in many applications, including phase retrieval…
This paper considers a high dimensional linear regression model with corrected variables. A variety of methods have been developed in recent years, yet it is still challenging to keep accurate estimation when there are complex correlation…