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Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

Sparse linear prediction methods suffer from decreased prediction accuracy when the predictor variables have cluster structure (e.g. there are highly correlated groups of variables). To improve prediction accuracy, various methods have been…

Machine Learning · Statistics 2022-02-03 Rebecca Marion , Johannes Lederer , Bernadette Govaerts , Rainer von Sachs

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

Methodology · Statistics 2022-09-14 Haiyan Jiang , Shanshan Qin , Oscar Hernan Madrid Padilla

Canonical Correlation Analysis (CCA) is widely used for multimodal data analysis and, more recently, for discriminative tasks such as multi-view learning; however, it makes no use of class labels. Recent CCA methods have started to address…

Machine Learning · Computer Science 2019-07-19 Heather D. Couture , Roland Kwitt , J. S. Marron , Melissa Troester , Charles M. Perou , Marc Niethammer

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

Many analyses of multivariate data focus on evaluating the dependence between two sets of variables, rather than the dependence among individual variables within each set. Canonical correlation analysis (CCA) is a classical data analysis…

Methodology · Statistics 2024-04-23 Jordan G. Bryan , Jonathan Niles-Weed , Peter D. Hoff

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

Machine Learning · Statistics 2016-11-26 Junhui Wang

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Stimulation methods that utilise more than one stimulation frequency have been developed for steady-state visual evoked potential (SSVEP) brain-computer interfaces (BCIs) with the purpose of increasing the number of targets that can be…

Neurons and Cognition · Quantitative Biology 2021-08-12 Jing Mu , Ying Tan , David B. Grayden , Denny Oetomo

In a bivariate setting, we consider the problem of detecting a sparse contamination or mixture component, where the effect manifests itself as a positive dependence between the variables, which are otherwise independent in the main…

Statistics Theory · Mathematics 2020-01-13 Ery Arias-Castro , Rong Huang , Nicolas Verzelen

Sparse principal component analysis (PCA) and sparse canonical correlation analysis (CCA) are two essential techniques from high-dimensional statistics and machine learning for analyzing large-scale data. Both problems can be formulated as…

Machine Learning · Statistics 2019-03-28 Shixiang Chen , Shiqian Ma , Lingzhou Xue , Hui Zou

In this paper, we compared the general forms of CCA and PLS on three simulated and two empirical datasets, all having large sample sizes. We took successively smaller subsamples of these data to evaluate sensitivity, reliability, and…

Methodology · Statistics 2022-06-28 Anthony R McIntosh

We discuss a clustering method for Gaussian mixture model based on the sparse principal component analysis (SPCA) method and compare it with the IF-PCA method. We also discuss the dependent case where the covariance matrix $\Sigma$ is not…

Methodology · Statistics 2016-02-18 T. Tony Cai , Linjun Zhang

Principal component analysis (PCA) is a widely used unsupervised dimensionality reduction technique in machine learning, applied across various fields such as bioinformatics, computer vision and finance. However, when the response variables…

Applications · Statistics 2025-06-25 Theodosios Papazoglou , Guosheng Yin

In recent years, a large amount of multi-disciplinary research has been conducted on sparse models and their applications. In statistics and machine learning, the sparsity principle is used to perform model selection---that is,…

Computer Vision and Pattern Recognition · Computer Science 2014-12-09 Julien Mairal , Francis Bach , Jean Ponce

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Covariances from categorical variables are defined using a regular simplex expression for categories. The method follows the variance definition by Gini, and it gives the covariance as a solution of simultaneous equations. The calculated…

Machine Learning · Computer Science 2007-11-29 Hirotaka Niitsuma , Takashi Okada

There has been a lot of work fitting Ising models to multivariate binary data in order to understand the conditional dependency relationships between the variables. However, additional covariates are frequently recorded together with the…

Machine Learning · Statistics 2012-09-28 Jie Cheng , Elizaveta Levina , Pei Wang , Ji Zhu

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang