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Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Optimization and Control · Mathematics 2025-12-02 Ryan Cory-Wright , Jean Pauphilet

Partial least squares regression (PLSR) has been a popular technique to explore the linear relationship between two datasets. However, most of algorithm implementations of PLSR may only achieve a suboptimal solution through an optimization…

Computer Vision and Pattern Recognition · Computer Science 2016-09-22 Haoran Chen , Yanfeng Sun , Junbin Gao , Yongli Hu , Baocai Yin

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

We consider the scenario where one observes an outcome variable and sets of features from multiple assays, all measured on the same set of samples. One approach that has been proposed for dealing with this type of data is ``sparse multiple…

Quantitative Methods · Quantitative Biology 2014-01-24 Samuel M. Gross , Robert Tibshirani

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

Parallel transmission has been a very promising candidate technology to mitigate the inevitable radio-frequency field inhomogeneity in magnetic resonance imaging (MRI) at ultra-high field (UHF). For the first few years, pulse design…

Instrumentation and Detectors · Physics 2013-11-06 Andres Hoyos Idrobo , Pierre Weiss , Aurélien Massire , Alexis Amadon , Nicolas Boulant

Corrupted data sets containing noisy or missing observations are prevalent in various contemporary applications such as economics, finance and bioinformatics. Despite the recent methodological and algorithmic advances in high-dimensional…

Methodology · Statistics 2020-05-12 J. Wu , Z. Zheng , Y. Li , Y. Zhang

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

Regularized variants of Principal Components Analysis, especially Sparse PCA and Functional PCA, are among the most useful tools for the analysis of complex high-dimensional data. Many examples of massive data, have both sparse and…

Machine Learning · Statistics 2019-08-21 Genevera I. Allen , Michael Weylandt

Studying complex real-world phenomena often involves data from multiple views (e.g. sensor modalities or brain regions), each capturing different aspects of the underlying system. Within neuroscience, there is growing interest in…

This paper describes the adaptation of a well-scaling parallel algorithm for computing Morse-Smale segmentations based on path compression to a distributed computational setting. Additionally, we extend the algorithm to efficiently compute…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-09 Michael Will , Jonas Lukasczyk , Julien Tierny , Christoph Garth

Over the past decade, the celebrated sparse representation model has achieved impressive results in various signal and image processing tasks. A convolutional version of this model, termed convolutional sparse coding (CSC), has been…

Signal Processing · Electrical Eng. & Systems 2018-10-03 Ives Rey-Otero , Jeremias Sulam , Michael Elad

In the supervised high dimensional settings with a large number of variables and a low number of individuals, one objective is to select the relevant variables and thus to reduce the dimension. That subspace selection is often managed with…

Machine Learning · Statistics 2019-01-15 Hadrien Lorenzo , Jérôme Saracco , Rodolphe Thiébaut

Many biomedical studies have identified important imaging biomarkers that are associated with both repeated clinical measures and a survival outcome. The functional joint model (FJM) framework, proposed in Li and Luo (2017), investigates…

Methodology · Statistics 2021-09-24 Yue Wang , Joseph Ibrahim , Hongtu Zhu

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

In this paper, we present the convergence analysis of proportionate-type least mean square (Pt-LMS) algorithm that identifies the sparse system effectively and more suitable for real time VLSI applications. Both first and second order…

Systems and Control · Computer Science 2015-12-15 Vinay Chakravarthi Gogineni , Subrahmanyam Mula

Nonparametric partitioning-based least squares regression is an important tool in empirical work. Common examples include regressions based on splines, wavelets, and piecewise polynomials. This article discusses the main methodological and…

Computation · Statistics 2020-10-29 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

The common spatial pattern analysis (CSP) is a widely used signal processing technique in brain-computer interface (BCI) systems to increase the signal-to-noise ratio in electroencephalogram (EEG) recordings. Despite its popularity, the…

Numerical Analysis · Mathematics 2023-11-23 Dong Min Roh , Zhaojun Bai

An improved version of the sparse multiway kernel spectral clustering (KSC) is presented in this brief. The original algorithm is derived from weighted kernel principal component (KPCA) analysis formulated within the primal-dual…

Machine Learning · Computer Science 2023-10-23 Mihaly Novak , Rocco Langone , Carlos Alzate , Johan Suykens