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In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…
We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…
Partial Least Square (PLS) is a dimension reduction method used to remove multicollinearities in a regression model. However contrary to Principal Components Analysis (PCA) the PLS components are also choosen to be optimal for predicting…
This paper considers the problem of clustering a partially observed unweighted graph---i.e., one where for some node pairs we know there is an edge between them, for some others we know there is no edge, and for the remaining we do not know…
Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel…
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…
Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…
Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…
Currently several Bayesian approaches are available to estimate large sparse precision matrices, including Bayesian graphical Lasso (Wang, 2012), Bayesian structure learning (Banerjee and Ghosal, 2015), and graphical horseshoe (Li et al.,…
The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…
Gaussian boson sampling (GBS) allows for a way to demonstrate quantum supremacy with the relatively modest experimental resources of squeezed light sources, linear optics, and photon detection. In a realistic experimental setting, numerous…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
We describe a new library named picasso, which implements a unified framework of pathwise coordinate optimization for a variety of sparse learning problems (e.g., sparse linear regression, sparse logistic regression, sparse Poisson…
Gaussian Boson Sampling (GBS), which can be realized with a photonic quantum computing model, perform some special kind of sampling tasks. In [4], we introduced algorithms that use GBS samples to approximate Gaussian expectation problems.…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
Sparse graphical modelling has attained widespread attention across various academic fields. We propose two new graphical model approaches, Gslope and Tslope, which provide sparse estimates of the precision matrix by penalizing its sorted…
Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…
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 describe a new optimization scheme for finding high-quality correlation clusterings in planar graphs that uses weighted perfect matching as a subroutine. Our method provides lower-bounds on the energy of the optimal correlation…