arXiv research

Improved GCNs for non-sparse graphs with low-rank filters.

New methods identify limits of testing in high-dimensional models with non-sparse structures.

We consider high-dimensional quadratic classifiers in non-sparse settings. The target of classification rules is not Bayes error rates in the context. The classifier based on the Mahalanobis distance does not always give a preferable performance even if the populations are normal distributions having known covariance m…

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and scalability. Unfortunately, this 1-norm MKL is rarely observed to outperform tr…

New method CorrT improves significance testing in non-sparse high-dimensional models.

New theory for BNNs with Gaussian priors achieves optimal posterior concentration rates.

We present a robust alternative to principal component analysis (PCA) --- called elliptical component analysis (ECA) --- for analyzing high dimensional, elliptically distributed data. ECA estimates the eigenspace of the covariance matrix of the elliptical data. To cope with heavy-tailed elliptical distributions, a mult…

Telemonitoring of electroencephalogram (EEG) through wireless body-area networks is an evolving direction in personalized medicine. Among various constraints in designing such a system, three important constraints are energy consumption, data compression, and device cost. Conventional data compression methodologies, al…

As a lossy compression framework, compressed sensing has drawn much attention in wireless telemonitoring of biosignals due to its ability to reduce energy consumption and make possible the design of low-power devices. However, the non-sparseness of biosignals presents a major challenge to compressed sensing. This study…

The paper provides generalization bounds for metric learning using neural network embeddings.

Bayesian method uses data spectra to estimate non-sparse high-dimensional models.

New measure SEV shows non-sparse models can still have low decision sparsity.

Study on info limits for Bayesian network structure learning.

Sparse APCA identifies sparse factors in financial returns over time.

We consider the bridge linear regression modeling, which can produce a sparse or non-sparse model. A crucial point in the model building process is the selection of adjusted parameters including a regularization parameter and a tuning parameter in bridge regression models. The choice of the adjusted parameters can be v…

Develops a test for comparing linear models without assuming sparsity.

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally. Unfortunately, real-world data often does not fit well to sparse graphical models. I…

Optimizes sparse mean-reverting portfolios for higher returns.

We propose a new optimization algorithm for Multiple Kernel Learning (MKL) called SpicyMKL, which is applicable to general convex loss functions and general types of regularization. The proposed SpicyMKL iteratively solves smooth minimization problems. Thus, there is no need of solving SVM, LP, or QP internally. SpicyM…

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + ε_j$, $j=1, \ldots, m$, with independent sub-exponential noise $ε_j$. The goals are to understand the effect of the sparsity of $x$ on the estimation prec…

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family …

Develops sparse portfolio strategy for high-dimensional assets.

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted Isometry Property (RIP) based performance guarantee for T-sparse signal reconst…

Proposes a new tensor completion method using dual framework and Riemannian optimization.

This work shows how penalising bias terms in norm regularisation leads to sparse solutions.

Study confirms sparse coding in whole brain using MRI data.

Fast algorithm recovers principal eigenvector from noisy matrices.

Scalable multi-task regression via sparse Gaussian process priors.

Networks are a unifying framework for modeling complex systems and network inference problems are frequently encountered in many fields. Here, I develop and apply a generative approach to network inference (RCweb) for the case when the network is sparse and the latent (not observed) variables affect the observed ones. …

Bayesian approach selects features for a specific target with high confidence.

Polynomial-time algorithm solves random parity games with high probability.

This paper speeds up kernel methods using sparsified Gaussian sketches.

Sparse activations in neural networks are hard to exploit but lead to advantages in learning.

This paper reviews cross-validation methods for brain decoding in neuroimaging.

New framework detects directional influence in multivariate time series.

New insights into why sparse networks perform well, including Supermasks.

The paper develops formulas to count sizes of Markov equivalence classes of DAGs.

A framework estimates multiple precision matrices with shared structures.

A new method for differentiable structured sparsity improves neural network performance and sparsity.

In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper is dense type regularizations including \ellp-MKL. According to the recent numeri…

We propose an efficient method for approximating natural gradient descent in neural networks which we call Kronecker-Factored Approximate Curvature (K-FAC). K-FAC is based on an efficiently invertible approximation of a neural network's Fisher information matrix which is neither diagonal nor low-rank, and in some cases…

Fetal ECG (FECG) telemonitoring is an important branch in telemedicine. The design of a telemonitoring system via a wireless body-area network with low energy consumption for ambulatory use is highly desirable. As an emerging technique, compressed sensing (CS) shows great promise in compressing/reconstructing data with…

New method for efficient graph learning on large graphs.

o1Neuro neural network approximates complex functions and converges quickly.

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate GP methods have been proposed that essentially map the large dataset into a sma…

New framework infers sparse inter-subject connections from dense intra-data.

MUSIC learns coupled systems with sparse data and incomplete physics.

Proposes a hierarchical deep generative model for natural images.