Related papers: Estimation of Models with Limited Data by Leveragi…
We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…
We introduce a two step algorithm with theoretical guarantees to recover a jointly sparse and low-rank matrix from undersampled measurements of its columns. The algorithm first estimates the row subspace of the matrix using a set of common…
We study the problem of learning a mixture of multiple linear dynamical systems (LDSs) from unlabeled short sample trajectories, each generated by one of the LDS models. Despite the wide applicability of mixture models for time-series data,…
Networked sensing, where the goal is to perform complex inference using a large number of inexpensive and decentralized sensors, has become an increasingly attractive research topic due to its applications in wireless sensor networks and…
This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…
Modeling human behavioral data is challenging due to its scale, sparseness (few observations per individual), heterogeneity (differently behaving individuals), and class imbalance (few observations of the outcome of interest). An additional…
Distributed systems have been widely used in practice to accomplish data analysis tasks of huge scales. In this work, we target on the estimation problem of generalized linear models on a distributed system with nonrandomly distributed…
Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…
We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…
Data visualisation helps understanding data represented by multiple variables, also called features, stored in a large matrix where individuals are stored in lines and variable values in columns. These data structures are frequently called…
Network data are often sampled with auxiliary information or collected through the observation of a complex system over time, leading to multiple network snapshots indexed by a continuous variable. Many methods in statistical network…
Distributed algorithms, particularly Diffusion Least Mean Square, are widely favored for their reliability, robustness, and fast convergence in various industries. However, limited observability of the target can compromise the integrity of…
In recent years, data dimensionality has increasingly become a concern, leading to many parameter and dimension reduction techniques being proposed in the literature. A parameter-wise co-clustering model, for data modelled via continuous…
High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…
We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…
Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…
We propose a novel 3d shape representation for 3d shape reconstruction from a single image. Rather than predicting a shape directly, we train a network to generate a training set which will be fed into another learning algorithm to define…
Dimensionality reduction is an effective method for learning high-dimensional data, which can provide better understanding of decision boundaries in human-readable low-dimensional subspace. Linear methods, such as principal component…
In multiple scientific and technological applications we face the problem of having low dimensional data to be justified by a linear model defined in a high dimensional parameter space. The difference in dimensionality makes the problem…
This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…