相关论文: Sparse Oracle Inequalities for Variable Selection …

Measurement error data or errors-in-variable data have been collected in many studies. Natural criterion functions are often unavailable for general functional measurement error models due to the lack of information on the distribution of…

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that often yields to a local optimum in numerical computation. Yet,…

The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…

There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models. In time series context, it is mostly restricted to Gaussian autoregressions or mixing sequences. We study…

For high-dimensional omics data, sparsity-inducing regularization methods such as the Lasso are widely used and often yield strong predictive performance, even in settings when the assumption of sparsity is likely violated. We demonstrate…

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

The performance of Orthogonal Matching Pursuit (OMP) for variable selection is analyzed for random designs. When contrasted with the deterministic case, since the performance is here measured after averaging over the distribution of the…

This paper proposes a general framework for penalized convex empirical criteria and a new version of the Sparse-Group LASSO (SGL, Simon and al., 2013), called the adaptive SGL, where both penalties of the SGL are weighted by preliminary…

The paper focuses on the automatic selection of the grouped explanatory variables in an high-dimensional model, when the model errors are asymmetric. After introducing the model and notations, we define the adaptive group LASSO expectile…

By treating intervals as inseparable sets, this paper proposes sparse machine learning regressions for high-dimensional interval-valued time series. With LASSO or adaptive LASSO techniques, we develop a penalized minimum distance…

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…

In this article, we discuss the composite likelihood estimation of sparse Gaussian graphical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the likelihood estimation can be…

Mixtures of matrix Gaussian distributions provide a probabilistic framework for clustering continuous matrix-variate data, which are becoming increasingly prevalent in various fields. Despite its widespread adoption and successful…

We consider the linear regression problem. We propose the S-Lasso procedure to estimate the unknown regression parameters. This estimator enjoys sparsity of the representation while taking into account correlation between successive…

Popular sparse estimation methods based on $\ell_1$-relaxation, such as the Lasso and the Dantzig selector, require the knowledge of the variance of the noise in order to properly tune the regularization parameter. This constitutes a major…

We propose a general family of algorithms for regression estimation with quadratic loss. Our algorithms are able to select relevant functions into a large dictionary. We prove that a lot of algorithms that have already been studied for this…

We study the Gibbs posterior distribution for sparse deep neural nets in a nonparametric regression setting. The posterior can be accessed via Metropolis-adjusted Langevin algorithms. Using a mixture over uniform priors on sparse sets of…

We give an efficient algorithm for finding sparse approximate solutions to linear systems of equations with nonnegative coefficients. Unlike most known results for sparse recovery, we do not require {\em any} assumption on the matrix other…

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…