Related papers: Prediction of daily maximum ozone levels using Las…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
Sparse convex clustering is to cluster observations and conduct variable selection simultaneously in the framework of convex clustering. Although a weighted $L_1$ norm is usually employed for the regularization term in sparse convex…
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…
We propose the Lasso Weighted $k$-means ($LW$-$k$-means) algorithm as a simple yet efficient sparse clustering procedure for high-dimensional data where the number of features ($p$) can be much larger compared to the number of observations…
This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…
We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…
In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…
Air pollution is the world's largest environmental risk factor for human disease and premature death, resulting in more than 6 million permature deaths in 2019. Currently, there is still a challenge to model one of the most important air…
Popular sparse estimation methods based on $\ell_1$-relaxation, such as the Lasso and the Dantzig selector, require the knowledge of the variance of the noise in order to properly tune the regularization parameter. This constitutes a major…
The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…
In this work, we consider learning sparse models in large scale settings, where the number of samples and the feature dimension can grow as large as millions or billions. Two immediate issues occur under such challenging scenario: (i)…
We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…
This paper proposes a methodology of model predictive control for alleviating shallow drowsiness of office workers and thus improving their productivity. The methodology is based on dynamically scheduling setting values for air conditioning…
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…
Occupancy prediction plays a pivotal role in autonomous driving. Previous methods typically construct dense 3D volumes, neglecting the inherent sparsity of the scene and suffering from high computational costs. To bridge the gap, we…
The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…
Present study deals with the mean monthly total ozone time series over Arosa, Switzerland. The study period is 1932-1971. First of all, the total ozone time series has been identified as a complex system and then Artificial Neural Networks…
We develop a Bayesian framework for sensing which adapts the sensing time and/or basis functions to the instantaneous sensing quality measured in terms of the expected posterior mean-squared error. For sparse Gaussian sources a significant…
We use a hybrid deep learning model to predict June-July-August (JJA) daily maximum 8-h average (MDA8) surface ozone concentrations in the US. A set of meteorological fields from the ERA-Interim reanalysis as well as monthly mean NO$_x$…
Real-time air pollution monitoring is a valuable tool for public health and environmental surveillance. In recent years, there has been a dramatic increase in air pollution forecasting and monitoring research using artificial neural…