相关论文: Non-parametric Sparse Additive Auto-regressive Net…

A function $f: \mathbb{R}^d \rightarrow \mathbb{R}$ is referred to as a Sparse Additive Model (SPAM), if it is of the form $f(\mathbf{x}) = \sum_{l \in \mathcal{S}}\phi_{l}(x_l)$, where $\mathcal{S} \subset [d]$, $|\mathcal{S}| \ll d$.…

Sparse additive models have attracted much attention in high-dimensional data analysis due to their flexible representation and strong interpretability. However, most existing models are limited to single-level learning under the…

In sequence learning tasks such as language modelling, Recurrent Neural Networks must learn relationships between input features separated by time. State of the art models such as LSTM and Transformer are trained by backpropagation of…

Panel vector auto-regressive (VAR) models are widely used to capture the dynamics of multivariate time series across different subpopulations, where each subpopulation shares a common set of variables. In this work, we propose a panel VAR…

Network modeling of high-dimensional time series data is a key learning task due to its widespread use in a number of application areas, including macroeconomics, finance and neuroscience. While the problem of sparse modeling based on…

In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Nonresponse frequently arises in practice, and simply ignoring it may lead to erroneous inference. Besides, the number of collected covariates may increase as the sample size in modern statistics, so parametric imputation or propensity…

Personalized services are central to today's digital economy, and their sequential decisions are often modeled as contextual bandits. Modern applications pose two main challenges: high-dimensional covariates and the need for nonparametric…

Stochastic approximation (SA) is a powerful and scalable computational method for iteratively estimating the solution of optimization problems in the presence of randomness, particularly well-suited for large-scale and streaming data…

This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges factor models on one end and sparse…

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Recovering latent structure from count data has received considerable attention in network inference, particularly when one seeks both cross-group interactions and within-group similarity patterns in bipartite networks, which is widely used…

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

Distributed statistical learning has become a popular technique for large-scale data analysis. Most existing work in this area focuses on dividing the observations, but we propose a new algorithm, DDAC-SpAM, which divides the features under…

In this work, we propose an adaptive sparse learning algorithm that can be applied to learn the physical processes and obtain a sparse representation of the solution given a large snapshot space. Assume that there is a rich class of…

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…

Sparse model is widely used in hyperspectral image classification.However, different of sparsity and regularization parameters has great influence on the classification results.In this paper, a novel adaptive sparse deep network based on…

In this paper, we study nonparametric models allowing for locally stationary regressors and a regression function that changes smoothly over time. These models are a natural extension of time series models with time-varying coefficients. We…