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This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

Sparse subspace clustering (SSC) relies on sparse regression for accurate neighbor identification. Inspired by recent progress in compressive sensing, this paper proposes a new sparse regression scheme for SSC via two-step reweighted…

Information Theory · Computer Science 2019-07-18 Jwo-Yuh Wu , Liang-Chi Huang , Ming-Hsun Yang , Chun-Hung Liu

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

Methodology · Statistics 2021-07-07 Yinan Mao , David J. Nott

We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…

Methodology · Statistics 2015-01-14 Peter Bühlmann , Philipp Rütimann , Sara van de Geer , Cun-Hui Zhang

Clustering is a ubiquitous problem in data science and signal processing. In many applications where we observe noisy signals, it is common practice to first denoise the data, perhaps using wavelet denoising, and then to apply a clustering…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , T. Mitchell Roddenberry , Genevera I. Allen

Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful of signals from tens of thousands of predictors in the…

Statistics Theory · Mathematics 2024-10-25 Se Yoon Lee , Peng Zhao , Debdeep Pati , Bani K. Mallick

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

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find…

Methodology · Statistics 2021-03-30 Lizhen Nie , Veronika Ročková

Supervised topic models with a logistic likelihood have two issues that potentially limit their practical use: 1) response variables are usually over-weighted by document word counts; and 2) existing variational inference methods make…

Machine Learning · Computer Science 2013-10-10 Jun Zhu , Xun Zheng , Bo Zhang

Sparse Bayesian factor models are routinely implemented for parsimonious dependence modeling and dimensionality reduction in high-dimensional applications. We provide theoretical understanding of such Bayesian procedures in terms of…

Statistics Theory · Mathematics 2014-06-03 Debdeep Pati , Anirban Bhattacharya , Natesh S. Pillai , David Dunson

Data clustering is a fundamental problem with a wide range of applications. Standard methods, eg the $k$-means method, usually require solving a non-convex optimization problem. Recently, total variation based convex relaxation to the…

Optimization and Control · Mathematics 2018-08-29 Guodong Xu , Yu Xia , Hui Ji

High-dimensional learning problems, where the number of features exceeds the sample size, often require sparse regularization for effective prediction and variable selection. While established for fully supervised data, these techniques…

Machine Learning · Computer Science 2026-01-01 The Tien Mai , Mai Anh Nguyen , Trung Nghia Nguyen

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Machine Learning · Statistics 2024-09-16 Federico Maria Quetti , Silvia Figini , Elena ballante

Variable selection has received widespread attention over the last decade as we routinely encounter high-throughput datasets in complex biological and environment research. Most Bayesian variable selection methods are restricted to mixture…

Methodology · Statistics 2015-03-24 Hanning Li , Debdeep Pati

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Machine Learning · Statistics 2020-07-09 Yiping Jiang , Tianshi Chen
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