相关论文: Sparse Quadratic Discriminant Analysis and Communi…

Functional linear discriminant analysis offers a simple yet efficient method for classification, with the possibility of achieving a perfect classification. Several methods are proposed in the literature that mostly address the…

Sparse convex clustering is to cluster observations and conduct variable selection simultaneously in the framework of convex clustering. Although a weighted $L_1$ norm is usually employed for the regularization term in sparse convex…

In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet basis are adopted to better approximate functional slopes while…

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…

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…

Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a Beta Process. It also…

Predicting clinical variables from whole-brain neuroimages is a high dimensional problem that requires some type of feature selection or extraction. Penalized regression is a popular embedded feature selection method for high dimensional…

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Group or cluster structure on explanatory variables in machine learning problems is a very general phenomenon, which has attracted broad interest from practitioners and theoreticians alike. In this work we contribute an approach to sparse…

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

Sparse linear regression is a fundamental tool in data analysis. However, traditional approaches often fall short when covariates exhibit structure or arise from heterogeneous sources. In biomedical applications, covariates may stem from…

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Consider the problem of estimating the entries of an unknown mean matrix or tensor given a single noisy realization. In the matrix case, this problem can be addressed by decomposing the mean matrix into a component that is additive in the…