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A SPARSE-GROUP LASSO     penalize  regularize  regression  model  nesterov       2015/8/21
For high dimensional supervised learning problems, often using problem specific assumptions can lead to greater accuracy. For problems with grouped covariates, which are believed to have sparse effect...
With the development of next generation sequencing technology, researchers have now been able to study the microbiome composition using direct sequencing, whose output are bacterial taxa counts for ea...
With the development of next generation sequencing technology, researchers have now been able to study the microbiome composition using direct sequencing, whose output are bacterial taxa counts for ea...
Analysis of spatio-temporal point patterns plays an important role in several disciplines, yet inference in these systems remains computationally challenging due to the high resolution modelling gener...
We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* +...
In this paper, we propose a low-rank approximation method based on discrete least-squares for the approximation of a multivariate function from random, noisy-free observations. Sparsity inducing regul...
We study sparse approximation by greedy algorithms. We prove the Lebesgue-type inequalities for the Weak Chebyshev Greedy Algorithm (WCGA), a generalization of the Weak Orthogonal Matching Pursuit to ...
In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate ...
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
The varying-coefficient model is an important nonparametric statistical model that allows us to examine how the effects of covariates vary with exposure variables. When the number of covariates is big...
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of specia...
In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the prob...
The CUR decomposition provides an approximation of a matrix X that has low reconstruction error and that is sparse in the sense that the resulting approximation lies in the span of only a few columns ...

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