Related papers: Empirical sparse regression on quadratic manifolds
This paper is devoted to theoretical aspects on optimality of sparse approximation. We undertake a quantitative study of new types of greedy-like bases that have recently arisen in the context of nonlinear $m$-term approximation in Banach…
Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…
Many image processing applications benefited remarkably from the theory of sparsity. One model of sparsity is the cosparse analysis one. It was shown that using l_1-minimization one might stably recover a cosparse signal from a small set of…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Efficient surrogate modelling is a key requirement for uncertainty quantification in data-driven scenarios. In this work, a novel approach of using Sparse Random Features for surrogate modelling in combination with self-supervised…
We present a novel extension of the SINDy framework to delay differential equations with {\it distributed delays} and {\it renewal equations}, where typically the dependence from the past manifests via integrals in which the history is…
A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…
Spatiotemporal prediction of event data is a challenging task with a long history of research. While recent work in spatiotemporal prediction has leveraged deep sequential models that substantially improve over classical approaches, these…
We provide a new efficient version of the backpropagation algorithm, specialized to the case where the weights of the neural network being trained are sparse. Our algorithm is general, as it applies to arbitrary (unstructured) sparsity and…
We present a new computational approach to approximating a large, noisy data table by a low-rank matrix with sparse singular vectors. The approximation is obtained from thresholded subspace iterations that produce the singular vectors…
Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…
This paper studies the problem of estimating a large coefficient matrix in a multiple response linear regression model when the coefficient matrix could be both of low rank and sparse in the sense that most nonzero entries concentrate on a…
Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional…
Sparsity is a fundamental modeling principle in statistics, signal processing, and data science. However, optimization with sparsity constraints is notoriously difficult. We introduce a new convex relaxation framework for {sparse…
Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…
In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
This paper introduces a new methodology to analyse bipartite and unipartite networks with nonnegative edge values. The proposed approach combines and adapts a number of ideas from the literature on latent variable network models. The…
This thesis is interested in the application of statistical physics methods and inference to sparse linear estimation problems. The main tools are the graphical models and approximate message-passing algorithm together with the cavity…
Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…