Related papers: An Alternative Graphical Lasso Algorithm for Preci…
Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…
Estimation of a high dimensional precision matrix is a critical problem to many areas of statistics including Gaussian graphical models and inference on high dimensional data. Working under the structural assumption of sparsity, we propose…
We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to…
Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
Much theoretical and applied work has been devoted to high-dimensional regression with clean data. However, we often face corrupted data in many applications where missing data and measurement errors cannot be ignored. Loh and Wainwright…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…
This work presents DLO-Splatting, an algorithm for estimating the 3D shape of Deformable Linear Objects (DLOs) from multi-view RGB images and gripper state information through prediction-update filtering. The DLO-Splatting algorithm uses a…
The generalized Lasso is a remarkably versatile and extensively utilized model across a broad spectrum of domains, including statistics, machine learning, and image science. Among the optimization techniques employed to address the…
In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…
Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of…
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…
We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…
We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step. Our algorithm, the Lass-0 ("Lass-zero"), uses a computationally efficient stepwise search to…
Dictionary Learning (DL) is one of the leading sparsity promoting techniques in the context of image classification, where the "dictionary" matrix D of images and the sparse matrix X are determined so as to represent a redundant image…
We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…
We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta +…