相关论文: Compound Poisson Processes, Latent Shrinkage Prior…

We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…

Beta regression is commonly employed when the outcome variable is a proportion. Since its conception, the approach has been widely used in applications spanning various scientific fields. A series of extensions have been proposed over time,…

We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…

We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an induced posterior on a lower-dimensional parameter space. Our…

Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…

We consider a discrete-time version of a Hawkes process defined as a Poisson auto-regressive process whose parameters depend on the past of the trajectory. We allow these parameters to take on negative values, modelling inhibition. More…

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

Recently, SimCSE has shown the feasibility of contrastive learning in training sentence embeddings and illustrates its expressiveness in spanning an aligned and uniform embedding space. However, prior studies have shown that dense models…

Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees(HMTs). However, in linear inverse problems such as deconvolution, tomography, and compressed sensing, the presence…

One-bit measurements widely exist in the real world, and they can be used to recover sparse signals. This task is known as the problem of learning halfspaces in learning theory and one-bit compressive sensing (1bit-CS) in signal processing.…

Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…

We characterize proximity operators, that is to say functions that map a vector to a solution of a penalized least squares optimization problem. Proximity operators of convex penalties have been widely studied and fully characterized by…

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

The explicit regularization and optimality of deep neural networks estimators from independent data have made considerable progress recently. The study of such properties on dependent data is still a challenge. In this paper, we carry out…

Network complexity and computational efficiency have become increasingly significant aspects of deep learning. Sparse deep learning addresses these challenges by recovering a sparse representation of the underlying target function by…