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Precision matrix estimation is an important problem in statistical data analysis. This paper introduces a fast sparse precision matrix estimation algorithm, namely GISS$^{{\rho}}$, which is originally introduced for compressive sensing. The…

Statistics Theory · Mathematics 2019-07-02 Didi Lv , Xiaoqun Zhang

This paper addresses the problem of inferring sparse causal networks modeled by multivariate auto-regressive (MAR) processes. Conditions are derived under which the Group Lasso (gLasso) procedure consistently estimates sparse network…

Machine Learning · Statistics 2015-05-28 Andrew Bolstad , Barry Van Veen , Robert Nowak

We propose Sparse Neural Network architectures that are based on random or structured bipartite graph topologies. Sparse architectures provide compression of the models learned and speed-ups of computations, they can also surpass their…

Machine Learning · Computer Science 2017-06-20 Alfred Bourely , John Patrick Boueri , Krzysztof Choromonski

Constructing a similarity graph from a set $X$ of data points in $\mathbb{R}^d$ is the first step of many modern clustering algorithms. However, typical constructions of a similarity graph have high time complexity, and a quadratic space…

Data Structures and Algorithms · Computer Science 2023-10-24 Peter Macgregor , He Sun

Graph signal processing (GSP) provides a powerful framework for analyzing signals arising in a variety of domains. In many applications of GSP, multiple network structures are available, each of which captures different aspects of the same…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , George Michailidis , T. Mitchell Roddenberry

Sparse deep neural networks have proven to be efficient for predictive model building in large-scale studies. Although several works have studied theoretical and numerical properties of sparse neural architectures, they have primarily…

Machine Learning · Statistics 2023-09-18 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…

Machine Learning · Statistics 2025-08-21 Kazuharu Harada , Hironori Fujisawa

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…

Methodology · Statistics 2021-12-22 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel

This paper studies the subspace segmentation problem. Given a set of data points drawn from a union of subspaces, the goal is to partition them into their underlying subspaces they were drawn from. The spectral clustering method is used as…

Computer Vision and Pattern Recognition · Computer Science 2015-01-20 Canyi Lu , Jiashi Feng , Zhouchen Lin , Shuicheng Yan

We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…

We give faster algorithms for producing sparse approximations of the transition matrices of $k$-step random walks on undirected, weighted graphs. These transition matrices also form graphs, and arise as intermediate objects in a variety of…

Data Structures and Algorithms · Computer Science 2017-02-21 Gorav Jindal , Pavel Kolev , Richard Peng , Saurabh Sawlani

Recently, considerable research efforts have been devoted to the design of methods to learn from data overcomplete dictionaries for sparse coding. However, learned dictionaries require the solution of an optimization problem for coding new…

Machine Learning · Computer Science 2010-11-17 Curzio Basso , Matteo Santoro , Alessandro Verri , Silvia Villa

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

We present a graph-based technique for estimating sparse covariance matrices and their inverses from high-dimensional data. The method is based on learning a directed acyclic graph (DAG) and estimating parameters of a multivariate Gaussian…

Methodology · Statistics 2010-01-18 Philipp Rütimann , Peter Bühlmann

In high dimensional settings, sparse structures are crucial for efficiency, either in term of memory, computation or performance. In some contexts, it is natural to handle more refined structures than pure sparsity, such as for instance…

Machine Learning · Statistics 2016-02-24 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…

Disordered Systems and Neural Networks · Physics 2016-10-17 Alaa Saade

Deep NLP models benefit from underlying structures in the data---e.g., parse trees---typically extracted using off-the-shelf parsers. Recent attempts to jointly learn the latent structure encounter a tradeoff: either make factorization…

Computation and Language · Computer Science 2018-09-05 Vlad Niculae , André F. T. Martins , Claire Cardie

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

Machine Learning · Statistics 2017-07-20 Yves Grandvalet , Julien Chiquet , Christophe Ambroise

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde