Related papers: Cardinality-Regularized Hawkes-Granger Model

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

While sparse attention mitigates the computational bottleneck of long-context LLM training, its distributed training process exhibits extreme heterogeneity in both \textit{1)} sequence length and \textit{2)} sparsity sensitivity, leading to…

We show that several classical quantities controlling compressed sensing performance directly match classical parameters controlling algorithmic complexity. We first describe linearly convergent restart schemes on first-order methods…

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Optimization for the MVSKC model is of great difficulty in two…

Event history data from sports competitions have recently drawn increasing attention in sports analytics to generate data-driven strategies. Such data often exhibit self-excitation in the event occurrence and dependence within event…

In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue…

Causal analyses derived from observational data underpin high-stakes decisions in domains such as healthcare, public policy, and economics. Yet such conclusions can be surprisingly fragile: even minor data errors - duplicate records, or…

We propose a hierarchical learning strategy aimed at generating sparse representations and associated models for large noisy datasets. The hierarchy follows from approximation spaces identified at successively finer scales. For promoting…

While correlation measures are used to discern statistical relationships between observed variables in almost all branches of data-driven scientific inquiry, what we are really interested in is the existence of causal dependence. Designing…

To scale non-parametric extensions of probabilistic topic models such as Latent Dirichlet allocation to larger data sets, practitioners rely increasingly on parallel and distributed systems. In this work, we study data-parallel training for…

The Hawkes process is a self-exciting sample point process. It has wide applications in finance, social networks, criminology, seismology, and many other fields. With the development of storage technology, data-driven models are attracting…

Modern artificial intelligence has revolutionized our ability to extract rich and versatile data representations across scientific disciplines. Yet, the statistical properties of these representations remain poorly controlled, causing…

The problem of multiple kernel learning based on penalized empirical risk minimization is discussed. The complexity penalty is determined jointly by the empirical $L_2$ norms and the reproducing kernel Hilbert space (RKHS) norms induced by…

To obtain more accurate model parameters and improve prediction accuracy, we proposed a regularized Kriging model that penalizes the hyperparameter theta in the Gaussian stochastic process, termed the Theta-regularized Kriging. We derived…

Traditional machine learning and deep learning techniques rely on correlation-based learning, often failing to distinguish spurious associations from true causal relationships, which limits robustness, interpretability, and…

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…

Understanding the causal interaction of time series variables can contribute to time series data analysis for many real-world applications, such as climate forecasting and extreme weather alerts. However, causal relationships are difficult…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…