相关论文: Structured Input-Output Lasso, with Application to…

We study the problem of inferring a sparse vector from random linear combinations of its components. We propose the Accelerated Orthogonal Least-Squares (AOLS) algorithm that improves performance of the well-known Orthogonal Least-Squares…

Despite the widespread application of latent factor analysis, existing methods suffer from the following weaknesses: requiring the number of factors to be known, lack of theoretical guarantees for learning the model structure, and…

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Mapping expression Quantitative Trait Loci (eQTLs) represents a powerful and widely-adopted approach to identifying putative regulatory variants and linking them to specific genes. Up to now eQTL studies have been conducted in a relatively…

Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by…

Estimating graphical model structure from high-dimensional and undersampled data is a fundamental problem in many scientific fields. Existing approaches, such as GLASSO, latent variable GLASSO, and latent tree models, suffer from high…

Structured latent attribute models (SLAMs) are a special family of discrete latent variable models widely used in social and biological sciences. This paper considers the problem of learning significant attribute patterns from a SLAM with…

Multi-task learning enhances model generalization by jointly learning from related tasks. This paper focuses on the $\ell_{1,\infty}$-norm constrained multi-task learning problem, which promotes a shared feature representation while…

We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized additive models (GAMs), thereby introducing the…

This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…

Transfer learning is an emerging paradigm for leveraging multiple sources to improve the statistical inference on a single target. In this paper, we propose a novel approach named residual importance weighted transfer learning (RIW-TL) for…

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…

We address the problem of inferring descriptions of system behavior using Linear Temporal Logic (LTL) from a finite set of positive and negative examples. Most of the existing approaches for solving such a task rely on predefined templates…

This paper develops a novel machine learning-based framework using Semi-Supervised Multi-Task Learning (SS-MTL) for power system dynamic security assessment that is accurate, reliable, and aware of topological changes. The learning…

Multi-Task Learning (MTL) can enhance a classifier's generalization performance by learning multiple related tasks simultaneously. Conventional MTL works under the offline or batch setting, and suffers from expensive training cost and poor…

Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random…

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…