相关论文: Sharp Oracle Inequalities for Low-complexity Prior…

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…

The recently presented COCO detection challenge will most probably be the reference benchmark in object detection in the next years. COCO is two orders of magnitude larger than Pascal and has four times the number of categories; so in all…

A sparse or compressible signal can be recovered from a certain number of noisy random projections, smaller than what dictated by classic Shannon/Nyquist theory. In this paper, we derive the closed-form expression of the mean square error…

Aggregation methods have emerged as a powerful and flexible framework in statistical learning, providing unified solutions across diverse problems such as regression, classification, and density estimation. In the context of generalized…

We consider the problem of recovering an unknown vector from noisy data with the help of projection estimates. The goal is to find a convex combination of these estimates with the minimal risk. We study an aggregation method based on the…

Pairwise "same-cluster" queries are one of the most widely used forms of supervision in semi-supervised clustering. However, it is impractical to ask human oracles to answer every query correctly. In this paper, we study the influence of…

This paper investigates the partial linear model by Least Absolute Deviation (LAD) regression. We parameterize the nonparametric term using Deep Neural Networks (DNNs) and formulate a penalized LAD problem for estimation. Specifically, our…

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

This paper compares convex and non-convex penalized likelihood methods in high-dimensional statistical modeling, focusing on their strengths and limitations. Convex penalties, like LASSO, offer computational efficiency and strong…

We consider a problem of estimating a sparse group of sparse normal mean vectors. The proposed approach is based on penalized likelihood estimation with complexity penalties on the number of nonzero mean vectors and the numbers of their…

We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combination of the initial estimators $f_1, \ldots, f_N$, our…

The problem of adaptive multivariate function estimation in the single-index regression model with random design and weak assumptions on the noise is investigated. A novel estimation procedure that adapts simultaneously to the unknown index…

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

This paper carries out sparse-penalized deep neural networks predictors for learning weakly dependent processes, with a broad class of loss functions. We deal with a general framework that includes, regression estimation, classification,…

For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $\ell_1$-norm regularized minimization problems, in which the working index…

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Zou [J. Amer. Statist. Assoc. 101 (2006) 1418-1429] proposed the Adaptive LASSO (ALASSO) method for simultaneous variable selection and estimation of the regression parameters, and established its oracle property. In this paper, we…

We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…

The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…