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Pretraining is a popular and powerful paradigm in machine learning to pass information from one model to another. As an example, suppose one has a modest-sized dataset of images of cats and dogs, and plans to fit a deep neural network to…

The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…

Information Theory · Computer Science 2012-05-10 Anastasios Kyrillidis , Volkan Cevher

As one important means of ensuring secure operation in a power system, the contingency selection and ranking methods need to be more rapid and accurate. A novel method-based least absolute shrinkage and selection operator (Lasso) algorithm…

Systems and Control · Computer Science 2018-08-27 Yahui Li , Yang Li , Yuanyuan Sun

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Machine Learning · Statistics 2015-03-31 Ravi Ganti , Rebecca M. Willett

High-dimensional, low sample-size (HDLSS) data problems have been a topic of immense importance for the last couple of decades. There is a vast literature that proposed a wide variety of approaches to deal with this situation, among which…

Methodology · Statistics 2021-07-09 Kaixu Yang , Tapabrata Maiti

Graphical LASSO (GLASSO) is a widely used method for estimating sparse precision matrices and learning undirected graphical models in high-dimensional settings. Because GLASSO penalizes entries of the precision matrix directly, however, it…

Statistics Theory · Mathematics 2026-05-11 Małgorzata Bogdan , Adam Chojecki , Ivan Hejný , Bartosz Kołodziejek , Jonas Wallin

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

Estimating a prediction function is a fundamental component of many data analyses. The super learner ensemble, a particular implementation of stacking, has desirable theoretical properties and has been used successfully in many…

Machine Learning · Statistics 2025-10-23 Brian D. Williamson , Drew King , Ying Huang

Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…

Machine Learning · Statistics 2015-10-30 Eunho Yang , Aurélie C. Lozano

Convex estimators such as the Lasso, the matrix Lasso and the group Lasso have been studied extensively in the last two decades, demonstrating great success in both theory and practice. Two quantities are introduced, the noise barrier and…

Statistics Theory · Mathematics 2025-01-07 Pierre C Bellec

With massive high-dimensional data now commonplace in research and industry, there is a strong and growing demand for more scalable computational techniques for data analysis and knowledge discovery. Key to turning these data into knowledge…

Data Structures and Algorithms · Computer Science 2016-06-17 Yasuo Tabei , Hiroto Saigo , Yoshihiro Yamanishi , Simon J. Puglisi

Large neural network models have high predictive power but may suffer from overfitting if the training set is not large enough. Therefore, it is desirable to select an appropriate size for neural networks. The destructive approach, which…

Machine Learning · Computer Science 2021-09-28 Lam Si Tung Ho , Vu Dinh

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

This work aims at recovering signals that are sparse on graphs. Compressed sensing offers techniques for signal recovery from a few linear measurements and graph Fourier analysis provides a signal representation on graph. In this paper, we…

Machine Learning · Computer Science 2015-06-22 Xavier Bresson , Thomas Laurent , James von Brecht

The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular…

Methodology · Statistics 2019-07-09 Oscar Hernan Madrid Padilla , James Sharpnack , Yanzhen Chen , Daniela M. Witten

Nowadays, l1 penalized likelihood has absorbed a high amount of consideration due to its simplicity and well developed theoretical properties. This method is known as a reliable method in order to apply in a broad range of applications…

Methodology · Statistics 2015-06-12 Hamed Haselimashhadi

In generalized linear regression problems with an abundant number of features, lasso-type regularization which imposes an $\ell^1$-constraint on the regression coefficients has become a widely established technique. Deficiencies of the…

Applications · Statistics 2010-11-11 Martin Slawski , Wolfgang zu Castell , Gerhard Tutz

There have been many attempts to identify high-dimensional network features via multivariate approaches. Specifically, when the number of voxels or nodes, denoted as p, are substantially larger than the number of images, denoted as n, it…

Methodology · Statistics 2020-08-04 Moo K. Chung

A new statistical technique for constructing linear latent structure (LLS) models from available data, supported by well established theoretical results and an efficient algorithm, is presented. The method reduces the problem of estimating…

Statistics Theory · Mathematics 2007-06-13 I. Akushevich , M. Kovtun , A. I. Yashin , K. G. Manton

The choice of the tuning parameter in the Lasso is central to its statistical performance in high-dimensional linear regression. In this work, we study tuning regimes under which the Lasso exhibits suboptimal prediction performance, in the…

Statistics Theory · Mathematics 2026-05-19 Guo Liu
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