Related papers: An Alternative Graphical Lasso Algorithm for Preci…
Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To…
We show that the two-stage adaptive Lasso procedure (Zou, 2006) is consistent for high-dimensional model selection in linear and Gaussian graphical models. Our conditions for consistency cover more general situations than those accomplished…
The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…
Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…
This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…
Precision matrix estimation is essential in various fields; yet it is challenging when samples for the target study are limited. Transfer learning can enhance estimation accuracy by leveraging data from related source studies. We propose…
We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of the graphical LASSO (gLASSO), introduced originally for GMS…
We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model, a key problem in statistical machine learning. Given $n$ samples from a multivariate Gaussian distribution with $p$ variables, the goal is…
Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…
A critical problem in genetics is to discover how gene expression is regulated within cells. Two major tasks of regulatory association learning are : (i) identifying SNP-gene relationships, known as eQTL mapping, and (ii) determining…
Generalized compressed sensing (GCS) is a paradigm in which a structured high-dimensional signal may be recovered from random, under-determined, and corrupted linear measurements. Generalized Lasso (GL) programs are effective for solving…
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…
In recent literature, the Gaussian Graphical model (GGM; Lauritzen, 1996),a network of partial correlation coefficients, has been used to capture potential dynamic relationships between observed variables. The GGM can be estimated using…
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…
In many high dimensional classification or regression problems set in a biological context, the complete identification of the set of informative features is often as important as predictive accuracy, since this can provide mechanistic…
We propose a rescaled LASSO, by premultipying the LASSO with a matrix term, namely linear unified LASSO (LLASSO) for multicollinear situations. Our numerical study has shown that the LLASSO is comparable with other sparse modeling…
Forward stagewise regression follows a very simple strategy for constructing a sequence of sparse regression estimates: it starts with all coefficients equal to zero, and iteratively updates the coefficient (by a small amount $\epsilon$) of…
Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or…
Biological networks often change under different environmental and genetic conditions. Understanding how these networks change becomes an important problem in biological studies. In this paper, we model the network change as the difference…
Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges…