相关论文: Sparse Polynomial Regression under Anomalous Data

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Sparse shrunk additive models and sparse random feature models have been developed separately as methods to learn low-order functions, where there are few interactions between variables, but neither offers computational efficiency. On the…

The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both…

Dense conditional random fields (CRFs) have become a popular framework for modelling several problems in computer vision such as stereo correspondence and multi-class semantic segmentation. By modelling long-range interactions, dense CRFs…

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Convolutional sparse representation (CSR), shift-invariant model for inverse problems, has gained much attention in the fields of signal/image processing, machine learning and computer vision. The most challenging problems in CSR implies…

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model selection methods fail to consistently recover the true model when…

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…

This paper investigates quantile regression in the presence of non-convex and non-smooth sparse penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD). The non-smooth and non-convex nature of…

In this paper a novel numerical scheme for finding the sparse self-localized states of a nonlinear system of equations with missing spectral data is introduced. As in the Petviashivili's and the spectral renormalization method, the…

We consider the problem of constructing a reduced-rank regression model whose coefficient parameter is represented as a singular value decomposition with sparse singular vectors. The traditional estimation procedure for the coefficient…

Convex regression (CR) problem deals with fitting a convex function to a finite number of observations. It has many applications in various disciplines, such as statistics, economics, operations research, and electrical engineering.…

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model, a key problem in statistical machine learning. Given $n$ samples from a multivariate Gaussian distribution with $p$ variables, the goal is…

In many real-world applications, data are represented by matrices or high-order tensors. Despite the promising performance, the existing two-dimensional discriminant analysis algorithms employ a single projection model to exploit the…

In this paper, we show that the popular K-means clustering problem can equivalently be reformulated as a conic program of polynomial size. The arising convex optimization problem is NP-hard, but amenable to a tractable semidefinite…