相关论文: On sure early selection of the best subset

To find a shortest path between two nodes $s_0$ and $s_1$ in a given graph, a classical approach is to start a Breadth-First Search (BFS) from $s_0$ and run it until the search discovers $s_1$. Alternatively, one can start two Breadth-First…

We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a…

The issue of honesty in constructing confidence sets arises in nonparametric regression. While optimal rate in nonparametric estimation can be achieved and utilized to construct sharp confidence sets, severe degradation of confidence level…

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

For many scientific questions, understanding the underlying mechanism is the goal. To help investigators better understand the underlying mechanism, variable selection is a crucial step that permits the identification of the most associated…

The Broad Learning System (BLS) has gained significant attention for its computational efficiency and less network parameters compared to deep learning structures. However, the standard BLS relies on the pseudoinverse solution, which…

Feature selection is important step in machine learning since it has shown to improve prediction accuracy while depressing the curse of dimensionality of high dimensional data. The neural networks have experienced tremendous success in…

Learned sparse retrieval (LSR) is a popular method for first-stage retrieval because it combines the semantic matching of language models with efficient CPU-friendly algorithms. Previous work aggregates blocks into "superblocks" to quickly…

Significant pattern mining is a fundamental task in mining transactional data, requiring to identify patterns significantly associated with the value of a given feature, the target. In several applications, such as biomedicine, basket…

We introduce a novel stochastic version of the non-reversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear. The algorithm is based on simulating first arrival times in a…

We study the convergence rate of stochastic optimization of exact (NP-hard) objectives, for which only biased estimates of the gradient are available. We motivate this problem in the context of learning the structure and parameters of Ising…

Super-resolution theory aims to estimate the discrete components lying in a continuous space that constitute a sparse signal with optimal precision. This work investigates the potential of recent super-resolution techniques for spectral…

Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

For regression tasks one often leverages large datasets for training predictive machine learning models. However, using large datasets may not be feasible due to computational limitations or high data labelling costs. Therefore, suitably…

This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification…

Controlling the false discovery rate (FDR) is a popular approach to multiple testing, variable selection, and related problems of simultaneous inference. In many contemporary applications, models are not specified by discrete variables,…

Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…

We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes…

Remote sensing hyperspectral sensors collect large volumes of high dimensional spectral and spatial data. However, due to spectral and spatial redundancy the true hyperspectral signal lies on a subspace of much lower dimension than the…