Related papers: Optimal Sparse Sliced Inverse Regression via Rando…
In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…
We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…
In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…
We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…
Sliced inverse regression is one of the most popular sufficient dimension reduction methods. Originally, it was designed for independent and identically distributed data and recently extend to the case of serially and spatially dependent…
We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A,…
In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…
Sparse modeling is one of the efficient techniques for imaging that allows recovering lost information. In this paper, we present a novel iterative phase-retrieval algorithm using a sparse representation of the object amplitude and phase.…
A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the…
Regression with sparse inputs is a common theme for large scale models. Optimizing the underlying linear algebra for sparse inputs allows such models to be estimated faster. At the same time, centering the inputs has benefits in improving…
In this work we propose a nonconvex two-stage \underline{s}tochastic \underline{a}lternating \underline{m}inimizing (SAM) method for sparse phase retrieval. The proposed algorithm is guaranteed to have an exact recovery from $O(s\log n)$…
The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a…
We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…
This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…
Sliced inverse regression (Duan and Li [Ann. Statist. 19 (1991) 505-530], Li [J. Amer. Statist. Assoc. 86 (1991) 316-342]) is an appealing dimension reduction method for regression models with multivariate covariates. It has been extended…
We propose a new penalized method for variable selection and estimation that explicitly incorporates the correlation patterns among predictors. This method is based on a combination of the minimax concave penalty and Laplacian quadratic…
Sparse-view computed tomography (CT) enables fast and low-dose CT imaging, an essential feature for patient-save medical imaging and rapid non-destructive testing. In sparse-view CT, only a few projection views are acquired, causing…
We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…
We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…
Dimensionality reduction (DR) methods have been commonly used as a principled way to understand the high-dimensional data such as facial images. In this paper, we propose a new supervised DR method called Optimized Projection for Sparse…