相关论文: Robust Lasso-Zero for sparse corruption and model …
Significant attention has been given to minimizing a penalized least squares criterion for estimating sparse solutions to large linear systems of equations. The penalty is responsible for inducing sparsity and the natural choice is the…
A new estimator, named S-LASSO, is proposed for the coefficient function of the Function-on-Function linear regression model. The S-LASSO estimator is shown to be able to increase the interpretability of the model, by better locating…
We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…
Object grasping is a crucial technology enabling robots to perceive and interact with the environment sufficiently. However, in practical applications, researchers are faced with missing or noisy ground truth while training the…
From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
Recovering low-rank and sparse matrices from incomplete or corrupted observations is an important problem in machine learning, statistics, bioinformatics, computer vision, as well as signal and image processing. In theory, this problem can…
We add a set of convex constraints to the lasso to produce sparse interaction models that honor the hierarchy restriction that an interaction only be included in a model if one or both variables are marginally important. We give a precise…
In this paper we consider the task of estimating the non-zero pattern of the sparse inverse covariance matrix of a zero-mean Gaussian random vector from a set of iid samples. Note that this is also equivalent to recovering the underlying…
In high-dimensional statistics, the Lasso is a cornerstone method for simultaneous variable selection and parameter estimation. However, its reliance on the squared loss function renders it highly sensitive to outliers and heavy-tailed…
Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…
Robust low-rank approximation under row-wise adversarial corruption can be achieved with a single pass, randomized procedure that detects and removes outlier rows by thresholding their projected norms. We propose a scalable, non-iterative…
Many theoretical results for the lasso require the samples to be iid. Recent work has provided guarantees for the lasso assuming that the time series is generated by a sparse Vector Auto-Regressive (VAR) model with Gaussian innovations.…
In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…
Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…
This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…
We aim to provably complete a sparse and highly-missing tensor in the presence of covariate information along tensor modes. Our motivation comes from online advertising where users click-through-rates (CTR) on ads over various devices form…
Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…
The popularity of penalized regression in high-dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in high-dimensional hypothesis testing, but has only…
The Lasso method is known to exhibit instability in the presence of highly correlated features, often leading to an arbitrary selection of predictors. This issue manifests itself in two primary error types: the erroneous omission of…