A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
New Bayesian method for joint sparse parameter inference.
Many natural signals exhibit a sparse representation, whenever a suitable describing model is given. Here, a linear generative model is considered, where many sparsity-based signal processing techniques rely on such a simplified model. As this model is often unknown for many classes of the signals, we need to select su…
Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML) frameworks and study the conditions for perfect reconstruction of the original r…
CoDeQ simplifies joint model compression by integrating pruning and quantization.
Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to a simple convex formulation, it suffers from several issues due to the loosenes…
In the paper, we consider the problem of link prediction in time-evolving graphs. We assume that certain graph features, such as the node degree, follow a vector autoregressive (VAR) model and we propose to use this information to improve the accuracy of prediction. Our strategy involves a joint optimization procedure …
Improves robustness of information bottleneck framework with sparsity-inducing prior.
Jointly learns feature and sample relevancies for robust sparse recovery.
Sparse mapping has been a key methodology in many high-dimensional scientific problems. When multiple tasks share the set of relevant features, learning them jointly in a group drastically improves the quality of relevant feature selection. However, in practice this technique is used limitedly since such grouping infor…
In this paper, we investigate a new compressive sensing model for multi-channel sparse data where each channel can be represented as a hierarchical tree and different channels are highly correlated. Therefore, the full data could follow the forest structure and we call this property as \emph{forest sparsity}. It exploi…
New PCA method handles multiple datasets and detects sparse patterns robustly.
Dictionary learning algorithms have been successfully used for both reconstructive and discriminative tasks, where an input signal is represented with a sparse linear combination of dictionary atoms. While these methods are mostly developed for single-modality scenarios, recent studies have demonstrated the advantages …
Dictionary learning algorithms have been successfully used in both reconstructive and discriminative tasks, where the input signal is represented by a linear combination of a few dictionary atoms. While these methods are usually developed under sparsity constrain (prior) in the input domain, recent studies hav…
We address the problem of partial index tracking, replicating a benchmark index using a small number of assets. Accurate tracking with a sparse portfolio is extensively studied as a classic finance problem. However in practice, a tracking portfolio must also be diverse in order to minimise risk -- a requirement which h…
This paper studies simultaneous feature selection and extraction in supervised and unsupervised learning. We propose and investigate selective reduced rank regression for constructing optimal explanatory factors from a parsimonious subset of input features. The proposed estimators enjoy sharp oracle inequalities, and w…
Most existing approaches address multi-view subspace clustering problem by constructing the affinity matrix on each view separately and afterwards propose how to extend spectral clustering algorithm to handle multi-view data. This paper presents an approach to multi-view subspace clustering that learns a joint subspace…
New neural operators learn structured patterns efficiently.
With the rapid scaling up of deep neural networks (DNNs), extensive research studies on network model compression such as weight pruning have been performed for improving deployment efficiency. This work aims to advance the compression beyond the weights to neuron activations. We propose the joint regularization techni…
New method fuses audio and magnetic data to identify underlying subspaces.
NMF with specific constraints is equivalent to LDA.
Neural networks have been shown to be vulnerable against minor adversarial perturbations of their inputs, especially for high dimensional data under attacks. To combat this problem, techniques like adversarial training have been employed to obtain models which are robust on the training set. However, the …
Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of regularization, in this paper, we investigate the usage of non-convex regularizations in this problem. Our contribution consists of three parts. First, we propose the leaky capped …
Bayesian priors improve neural network performance on weak signals.
In this work, we formulate the fixed-length distribution matching as a Bayesian inference problem. Our proposed solution is inspired from the compressed sensing paradigm and the sparse superposition (SS) codes. First, we introduce sparsity in the binary source via position modulation (PM). We then present a simple and …
The paper analyzes relationships between various image models for restoration.
We present a variational Bayesian method of joint image reconstruction and point spread function (PSF) estimation when the PSF of the imaging device is only partially known. To solve this semi-blind deconvolution problem, prior distributions are specified for the PSF and the 3D image. Joint image reconstruction and PSF…
We rigorously evaluate three state-of-the-art techniques for inducing sparsity in deep neural networks on two large-scale learning tasks: Transformer trained on WMT 2014 English-to-German, and ResNet-50 trained on ImageNet. Across thousands of experiments, we demonstrate that complex techniques (Molchanov et al., 2017;…
Improved fMRI analysis models enhance classification performance and select relevant brain regions.
Decision trees are consistent for regression and classification tasks even with many predictors.
MOMENT selects and estimates mixed-effects models using moment identities.
Diffusion MRI (dMRI) provides the ability to reconstruct neuronal fibers in the brain, , by measuring water diffusion along angular gradient directions in q-space. High angular resolution diffusion imaging (HARDI) can produce better estimates of fiber orientation than the popularly used diffusion tens…
A new method reduces bias in adaptive Lasso estimates.
In this paper, we propose a general collaborative sparse representation framework for multi-sensor classification, which takes into account the correlations as well as complementary information between heterogeneous sensors simultaneously while considering joint sparsity within each sensor's observations. We also robus…
We present two sets of theoretical results on the grouped lasso with overlap of Jacob, Obozinski and Vert (2009) in the linear regression setting. This method allows for joint selection of predictors in sparse regression, allowing for complex structured sparsity over the predictors encoded as a set of groups. This flex…
Bayesian method improves sparse CCA for multi-view data.
Unified model for reducing dimensions and clustering high-dimensional data.
We consider the problem of predicting several response variables using the same set of explanatory variables. This setting naturally induces a group structure over the coefficient matrix, in which every explanatory variable corresponds to a set of related coefficients. Most of the existing methods that utilize this gro…
FLIPHAT addresses joint differential privacy for high-dimensional sparse linear bandits.
Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods where feature selection is effected via mixed-norms. Several mixed-norm based spar…
Parametric images provide insight into the spatial distribution of physiological parameters, but they are often extremely noisy, due to low SNR of tomographic data. Direct estimation from projections allows accurate noise modeling, improving the results of post-reconstruction fitting. We propose a method, which we name…
Deviance-style normalization for sparse, jointly overdispersed count matrices
We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the nonconvex estimator, and it attains a linear rate of convergence to the true regres…
We propose the Sobolev Independence Criterion (SIC), an interpretable dependency measure between a high dimensional random variable X and a response variable Y . SIC decomposes to the sum of feature importance scores and hence can be used for nonlinear feature selection. SIC can be seen as a gradient regularized Integr…
The edge structure of the graph defining an undirected graphical model describes precisely the structure of dependence between the variables in the graph. In many applications, the dependence structure is unknown and it is desirable to learn it from data, often because it is a preliminary step to be able to ascertain c…
A tuning-free method recovers jointly sparse signals in MMV using implicit regularization.
The problem of joint feature selection across a group of related tasks has applications in many areas including biomedical informatics and computer vision. We consider the l2,1-norm regularized regression model for joint feature selection from multiple tasks, which can be derived in the probabilistic framework by assum…
This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources linearly mixed with an unknown orthogonal mixing matrix. This issue is formulated in a…
Deep Neural Networks (DNNs) are applied in a wide range of usecases. There is an increased demand for deploying DNNs on devices that do not have abundant resources such as memory and computation units. Recently, network compression through a variety of techniques such as pruning and quantization have been proposed to r…