相关论文: Sparse-group SLOPE: adaptive bi-level selection wi…

This article investigates uncertainty quantification of the generalized linear lasso~(GLL), a popular variable selection method in high-dimensional regression settings. In many fields of study, researchers use data-driven methods to select…

Conventional feature selection algorithms applied to Pseudo Time-Series (PTS) data, which consists of observations arranged in sequential order without adhering to a conventional temporal dimension, often exhibit impractical computational…

Tuning the regularization parameter in penalized regression models is an expensive task, requiring multiple models to be fit along a path of parameters. Strong screening rules drastically reduce computational costs by lowering the…

The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is…

The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…

We develop a new class of distribution--free multiple testing rules for false discovery rate (FDR) control under general dependence. A key element in our proposal is a symmetrized data aggregation (SDA) approach to incorporating the…

High-dimensional data sets have become ubiquitous in the past few decades, often with many more covariates than observations. In the frequentist setting, penalized likelihood methods are the most popular approach for variable selection and…

A new model-based procedure is developed for sparse clustering of functional data that aims to classify a sample of curves into homogeneous groups while jointly detecting the most informative portions of domain. The proposed method is…

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Hierarchical data analysis is crucial in various fields for making discoveries. The linear mixed model is often used for training hierarchical data, but its parameter estimation is computationally expensive, especially with big data.…

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Many algorithms have been proposed for fitting network models with communities, but most of them do not scale well to large networks, and often fail on sparse networks. Here we propose a new fast pseudo-likelihood method for fitting the…

We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…

As its name suggests, sufficient dimension reduction (SDR) targets to estimate a subspace from data that contains all information sufficient to explain a dependent variable. Ample approaches exist to SDR, some of the most recent of which…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Controlling the false discovery rate (FDR) in variable selection becomes challenging when predictors are correlated, as existing methods often exclude all members of correlated groups and consequently perform poorly for prediction. We…

This paper studies high-dimensional sparse clustering, a combinatorial NP-hard problem arising from the bilinear coupling between cluster assignment and feature selection. We analyze semidefinite programming (SDP) relaxations of $K$-means…

Learning the "blocking" structure is a central challenge for high dimensional data (e.g., gene expression data). Recently, a sparse singular value decomposition (SVD) has been used as a biclustering tool to achieve this goal. However, this…