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Related papers: Pattern recovery by SLOPE

200 papers

Principal component regression (PCR) is a two-stage procedure that selects some principal components and then constructs a regression model regarding them as new explanatory variables. Note that the principal components are obtained from…

Machine Learning · Statistics 2015-05-12 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

Learned sparse models such as SPLADE have successfully shown how to incorporate the benefits of state-of-the-art neural information retrieval models into the classical inverted index data structure. Despite their improvements in…

Information Retrieval · Computer Science 2024-04-23 Carlos Lassance , Hervé Dejean , Stéphane Clinchant , Nicola Tonellotto

Despite the growing availability of large datasets, causal structure learning remains computationally prohibitive at scale. We revisit sparsest-permutation learning for linear structural equation models and show that exact Cholesky…

Machine Learning · Statistics 2026-05-08 Sunmin Oh , Sang-Yun Oh , Gunwoong Park

The rapid developing area of compressed sensing suggests that a sparse vector lying in an arbitrary high dimensional space can be accurately recovered from only a small set of non-adaptive linear measurements. Under appropriate conditions…

Cellular Automata and Lattice Gases · Physics 2009-11-13 Moshe Mishali , Yonina C. Eldar

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

Clustering is often a challenging problem because of the inherent ambiguity in what the "correct" clustering should be. Even when the number of clusters $K$ is known, this ambiguity often still exists, particularly when there is variation…

Information Theory · Computer Science 2025-05-09 Kayvon Mazooji , Ilan Shomorony

We consider a variant of regression problem, where the correspondence between input and output data is not available. Such shuffled data is commonly observed in many real world problems. Taking flow cytometry as an example, the measuring…

Machine Learning · Computer Science 2021-02-12 Yujia Xie , Yixiu Mao , Simiao Zuo , Hongteng Xu , Xiaojing Ye , Tuo Zhao , Hongyuan Zha

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted $\ell_1$-Norm penalization, henceforth SLOPE. Our approach is able to…

Portfolio Management · Quantitative Finance 2021-07-30 Philipp J. Kremer , Sangkyun Lee , Malgorzata Bogdan , Sandra Paterlini

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

Classical multidimensional scaling is an important dimension reduction technique. Yet few theoretical results characterizing its statistical performance exist. This paper provides a theoretical framework for analyzing the quality of…

Statistics Theory · Mathematics 2020-07-09 Anna Little , Yuying Xie , Qiang Sun

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

Random sinusoidal features are a popular approach for speeding up kernel-based inference in large datasets. Prior to the inference stage, the approach suggests performing dimensionality reduction by first multiplying each data vector by a…

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

In the era of proliferation of large language and image generation models, the phenomenon of "model collapse" refers to the situation whereby as a model is trained recursively on data generated from previous generations of itself over time,…

Machine Learning · Computer Science 2024-05-02 Elvis Dohmatob , Yunzhen Feng , Julia Kempe

A class of novel STAP algorithms based on sparse recovery technique were presented. Intrinsic sparsity of distribution of clutter and target energy on spatial-frequency plane was exploited from the viewpoint of compressed sensing. The…

Information Theory · Computer Science 2009-04-09 Hao Zhang , Gang Li , Huadong Meng

We study graph clustering in the Stochastic Block Model (SBM) in the presence of both large clusters and small, unrecoverable clusters. Previous convex relaxation approaches achieving exact recovery do not allow any small clusters of size…

Machine Learning · Computer Science 2025-02-25 Matthew Zurek , Yudong Chen

The problem of detecting the sparsity pattern of a k-sparse vector in R^n from m random noisy measurements is of interest in many areas such as system identification, denoising, pattern recognition, and compressed sensing. This paper…

Information Theory · Computer Science 2010-09-03 Alyson K. Fletcher , Sundeep Rangan , Vivek K. Goyal

The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…

Methodology · Statistics 2023-06-16 Di Wang , Xiaoyu Zhang , Guodong Li , Ruey Tsay

Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…

Dynamical Systems · Mathematics 2020-01-29 Patrick A. K. Reinbold , Daniel R. Gurevich , Roman O. Grigoriev

We introduce a sampling theoretic framework for the recovery of smooth surfaces and functions living on smooth surfaces from few samples. The proposed approach can be thought of as a nonlinear generalization of union of subspace models…

Signal Processing · Electrical Eng. & Systems 2019-03-05 Qing Zou , Mathews Jacob

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama