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We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success…

Applications · Statistics 2010-11-17 Seokho Lee , Jianhua Z. Huang , Jianhua Hu

Sparse modelling or model selection 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…

Methodology · Statistics 2022-11-14 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel , Agnieszka Sołtys

Several recent results in machine learning have established formal connections between autoencoders---artificial neural network models that attempt to reproduce their inputs---and other coding models like sparse coding and K-means. This…

Machine Learning · Computer Science 2013-01-22 Leif Johnson , Craig Corcoran

Many approaches to transform classification problems from non-linear to linear by feature transformation have been recently presented in the literature. These notably include sparse coding methods and deep neural networks. However, many of…

Machine Learning · Computer Science 2015-07-08 Alessandro Montalto , Giovanni Tessitore , Roberto Prevete

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

Methodology · Statistics 2026-05-13 Ryan Miller , Patrick Breheny

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

We study how reliably sparse autoencoders (SAEs) support claims about reasoning-related internal features in large language models. We first give a stylized analysis showing that sparsity-regularized decoding can preferentially retain…

Machine Learning · Computer Science 2026-05-19 George Ma , Zhongyuan Liang , Irene Y. Chen , Somayeh Sojoudi

Post-training compression of large language models (LLMs) often relies on low-rank weight approximations that represent each column of the weight matrix in a shared low-dimensional subspace. This strategy is computationally efficient but…

Computation and Language · Computer Science 2026-05-05 Denis Makhov , Dmitriy Shopkhoev , Magauiya Zhussip , Ammar Ali , Stamatios Lefkimmiatis

Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most…

Statistics Theory · Mathematics 2011-04-22 Dan Shen , Haipeng Shen , J. S. Marron

Sparse autoencoders are a standard tool for uncovering interpretable latent representations in neural networks. Yet, their interpretation depends on the inputs, making their isolated study incomplete. Polynomials offer a solution; they…

Machine Learning · Computer Science 2025-10-21 Thomas Dooms , Ward Gauderis

For high-dimensional omics data, sparsity-inducing regularization methods such as the Lasso are widely used and often yield strong predictive performance, even in settings when the assumption of sparsity is likely violated. We demonstrate…

Methodology · Statistics 2025-02-13 Andrea Bratsberg , Magne Thoresen , Jelle J. Goeman

Nonlinear dimensionality reduction methods have demonstrated top-notch performance in many pattern recognition and image classification tasks. Despite their popularity, they suffer from highly expensive time and memory requirements, which…

Computational Geometry · Computer Science 2014-04-08 Amir Najafi , Amir Joudaki , Emad Fatemizadeh

This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matrix $\O$ and the difference $\de$ of the mean vectors, we…

Methodology · Statistics 2011-07-19 Tony Cai , Weidong Liu

For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…

Methodology · Statistics 2015-01-19 Yuan Huang , Qingzhao Zhang , Sanguo Zhang , Jian Huang , Shuangge Ma

Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…

Machine Learning · Statistics 2013-11-07 Stoyan Georgiev , Sayan Mukherjee

In this paper, we consider the alignment between an upstream dimensionality reduction task of learning a low-dimensional representation of a set of high-dimensional data and a downstream optimization task of solving a stochastic program…

Machine Learning · Computer Science 2024-03-13 Long He , Ho-Yin Mak

One aim of dimensionality reduction is to discover the main factors that explain the data, and as such is paramount to many applications. When working with high dimensional data, autoencoders offer a simple yet effective approach to learn…

Machine Learning · Computer Science 2025-08-29 Benjamin Couéraud , Vikram Sunkara , Christof Schütte

Behavioral patterns captured in embeddings learned from interaction data are pivotal across various stages of production recommender systems. However, in the initial retrieval stage, practitioners face an inherent tradeoff between embedding…

Information Retrieval · Computer Science 2026-02-11 Vojtěch Vančura , Martin Spišák , Rodrigo Alves , Ladislav Peška

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa