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We propose a two-step procedure to detect cointegration in high-dimensional settings, focusing on sparse relationships. First, we use the adaptive LASSO to identify the small subset of integrated covariates driving the equilibrium…

Methodology · Statistics 2026-03-05 Jesus Gonzalo , Jean-Yves Pitarakis

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

Tensor decomposition of high-dimensional data often struggles to capture semantically or physically meaningful structures, particularly when relying on reconstruction objectives and fixed-rank constraints. We introduce a no-rank tensor…

Machine Learning · Computer Science 2026-03-03 Maryam Bagherian

Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…

Information Theory · Computer Science 2021-11-01 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

Disentangled representation learning aims to uncover latent variables underlying the observed data, and generally speaking, rather strong assumptions are needed to ensure identifiability. Some approaches rely on sufficient changes on the…

Machine Learning · Computer Science 2025-03-04 Zijian Li , Shunxing Fan , Yujia Zheng , Ignavier Ng , Shaoan Xie , Guangyi Chen , Xinshuai Dong , Ruichu Cai , Kun Zhang

As relational event models are an increasingly popular model for studying relational structures, the reliability of large-scale event data collection becomes more and more important. Automated or human-coded events often suffer from…

Methodology · Statistics 2022-05-25 Cornelius Fritz , Marius Mehrl , Paul W. Thurner , Göran Kauermann

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Machine Learning · Statistics 2016-05-30 Prateek Jain , Nikhil Rao , Inderjit Dhillon

The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose…

Statistics Theory · Mathematics 2012-08-20 Lingzhou Xue , Hui Zou , Tianxi Cai

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Machine Learning · Computer Science 2019-07-09 Frank Nussbaum , Joachim Giesen

Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population,…

Methodology · Statistics 2022-12-06 Xinyuan Tian , Maria Ciarleglio , Jiachen Cai , Erich Greene , Denise Esserman , Fan Li , Yize Zhao

In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability…

Machine Learning · Computer Science 2017-07-12 Marek Śmieja , Krzysztof Hajto , Jacek Tabor

Network embedding maps the nodes of a given network into a low-dimensional space such that the semantic similarities among the nodes can be effectively inferred. Most existing approaches use inner-product of node embedding to measure the…

Social and Information Networks · Computer Science 2021-01-21 Luodi Xie , Hong Shen , Jiaxin Ren

We consider the problem of unveiling the implicit network structure of node interactions (such as user interactions in a social network), based only on high-frequency timestamps. Our inference is based on the minimization of the…

Machine Learning · Statistics 2020-02-25 Emmanuel Bacry , Martin Bompaire , Stéphane Gaïffas , Jean-François Muzy

Joint Embedding Predictive Architectures (JEPA) have emerged as a powerful framework for learning general-purpose representations. However, these models often lack interpretability and suffer from inefficiencies due to dense embedding…

Machine Learning · Computer Science 2025-04-24 Max Hartman , Lav Varshney

Data-driven models have demonstrated state-of-the-art performance in inferring the temporal ordering of events in text. However, these models often overlook explicit temporal signals, such as dates and time windows. Rule-based methods can…

Computation and Language · Computer Science 2019-06-21 Tanya Goyal , Greg Durrett

We propose a Reinforcement Learning framework for sparse indirect control of large-scale multi-agent systems, where few controlled agents shape the collective behavior of many uncontrolled agents. The approach addresses this multi-scale…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Luigi Catello , Italo Napolitano , Davide Salzano , Mario di Bernardo

Compressed representations of 3D shapes that are compact, accurate, and can be processed efficiently directly in compressed form, are extremely useful for digital media applications. Recent approaches in this space focus on learned implicit…

The deployment of deep neural networks (DNNs) in privacy-sensitive environments is constrained by computational overheads in fully homomorphic encryption (FHE). This paper explores unstructured sparsity in FHE matrix multiplication schemes…

Cryptography and Security · Computer Science 2025-04-04 Aidan Ferguson , Perry Gibson , Lara D'Agata , Parker McLeod , Ferhat Yaman , Amitabh Das , Ian Colbert , José Cano

Deep neural networks have achieved tremendous success due to their representation power and adaptation to low-dimensional structures. Their potential for estimating structured regression functions has been recently established in the…

Statistics Theory · Mathematics 2023-02-14 Sohom Bhattacharya , Jianqing Fan , Debarghya Mukherjee

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or interactions between users in a social network. Our goal is to…

Machine Learning · Computer Science 2022-12-05 Qiong Wu , Jian Li , Zhenming Liu , Yanhua Li , Mihai Cucuringu