Related papers: Sparse-group SLOPE: adaptive bi-level selection wi…

Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection.…

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Controlling the False Discovery Rate (FDR) in a variable selection procedure is critical for reproducible discoveries, and it has been extensively studied in sparse linear models. However, it remains largely open in scenarios where the…

Sparse graphs built by sparse representation has been demonstrated to be effective in clustering high-dimensional data. Albeit the compelling empirical performance, the vanilla sparse graph ignores the geometric information of the data by…

Most machine learning and deep neural network algorithms rely on certain iterative algorithms to optimise their utility/cost functions, e.g. Stochastic Gradient Descent. In distributed learning, the networked nodes have to work…

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…

Effectively controlling the false discovery rate (FDR) in high-dimensional variable selection is a fundamental statistical problem that has garnered significant research interest. In this paper, we propose a novel, user-friendly, and…

Sparse linear regression is one of the classic problems in the field of statistics, which has deep connections and high intersections with optimization, computation, and machine learning. To address the effective handling of…

In multi-state models based on high-dimensional data, effective modeling strategies are required to determine an optimal, ideally parsimonious model. In particular, linking covariate effects across transitions is needed to conduct joint…

We propose a ranking and selection procedure to prioritize relevant predictors and control false discovery proportion (FDP) of variable selection. Our procedure utilizes a new ranking method built upon the de-sparsified Lasso estimator. We…

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

This article introduces the sparse group fused lasso (SGFL) as a statistical framework for segmenting sparse regression models with multivariate time series. To compute solutions of the SGFL, a nonsmooth and nonseparable convex program, we…

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

In this work, we propose low-complexity adaptive biased estimation algorithms, called group-based shrinkage estimators (GSEs), for parameter estimation and interference suppression scenarios with mechanisms to automatically adjust the…

Sparse-Group Lasso (SGL) has been shown to be a powerful regression technique for simultaneously discovering group and within-group sparse patterns by using a combination of the $\ell_1$ and $\ell_2$ norms. However, in large-scale…

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…