相关论文: Joint Model and Data Sparsification via the Margin…

In many problem settings, parameter vectors are not merely sparse but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity." Classical sparse regression…

Sharpness-Aware Minimization (SAM) has emerged as a promising alternative optimizer to stochastic gradient descent (SGD). The originally-proposed motivation behind SAM was to bias neural networks towards flatter minima that are believed to…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

Given genetic variations and various phenotypical traits, such as Magnetic Resonance Imaging (MRI) features, we consider two important and related tasks in biomedical research: i)to select genetic and phenotypical markers for disease…

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…

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Accurate network data are essential in fields such as economics, sociology, and computer science. Aggregated Relational Data (ARD) provides a way to capture network structures using partial data. This article compares two main frameworks…

This paper considers the design of tunable decision schemes capable of rejecting with high probability mismatched signals embedded in Gaussian interference with unknown covariance matrix. To this end, a sparse recovery technique is…

Sparse Bayesian learning has promoted many effective frameworks for brain activity decoding, especially for the reconstruction of muscle activity. However, existing sparse Bayesian learning mainly employs Gaussian distribution as error…

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…

Learning vector autoregressive models from multivariate time series is conventionally approached through least squares or maximum likelihood estimation. These methods typically assume a fully connected model which provides no direct insight…

This paper introduces a new sparse Bayesian learning (SBL) algorithm that jointly recovers a temporal sequence of edge maps from noisy and under-sampled Fourier data. The new method is cast in a Bayesian framework and uses a prior that…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

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…

Conjugate priors allow for fast inference in large dimensional vector autoregressive (VAR) models but, at the same time, introduce the restriction that each equation features the same set of explanatory variables. This paper proposes a…

In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…

Sharpness-Aware Minimization (SAM) has emerged as a powerful method for improving generalization in machine learning models by minimizing the sharpness of the loss landscape. However, despite its success, several important questions…