Related papers: Multivariate regression modeling in integrative an…
The recently proposed multi-layer sparse model has raised insightful connections between sparse representations and convolutional neural networks (CNN). In its original conception, this model was restricted to a cascade of convolutional…
Channel estimation poses significant challenges in millimeter-wave massive multiple-input multiple-output systems, especially when the base station has fewer radio-frequency chains than antennas. To address this challenge, one promising…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…
Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…
This paper proposes a novel testing procedure for selecting a sparse set of covariates that explains a large dimensional panel. Our selection method provides correct false detection control while having higher power than existing…
The multiple-subject vector autoregression (multi-VAR) model captures heterogeneous network Granger causality across subjects by decomposing individual sparse VAR transition matrices into commonly shared and subject-unique paths. The model…
Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
Small sample sizes are common in many disciplines, which necessitates pooling roughly similar datasets across multiple institutions to study weak but relevant associations between images and disease outcomes. Such data often manifest…
In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…
We consider varying-coefficient models for mixed synchronous and asynchronous longitudinal covariates, where asynchronicity refers to the misalignment of longitudinal measurement times within an individual. We propose three different…
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…
It is well known that Monte Carlo integration with variance reduction by means of control variates can be implemented by the ordinary least squares estimator for the intercept in a multiple linear regression model. A central limit theorem…
Multi-view clustering leverages consistent and complementary information across multiple views to provide more comprehensive insights than single-view analysis. However, the heterogeneity and redundancy of multi-view data pose significant…
Multi-task learning is increasingly used to investigate the association structure between multiple responses and a single set of predictor variables in many applications. In the era of big data, the coexistence of incomplete outcomes, large…
Imbalanced problems can arise in different real-world situations, and to address this, certain strategies in the form of resampling or balancing algorithms are proposed. This issue has largely been studied in the context of classification,…
Generative models typically sample outputs independently, and recent inference-time guidance and scaling algorithms focus on improving the quality of individual samples. However, in real-world applications, users are often presented with a…
Subsampling is one of the popular methods to balance statistical efficiency and computational efficiency in the big data era. Most approaches aim at selecting informative or representative sample points to achieve good overall information…
Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…
In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…