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.
Proposes SVI for covariate-shift generalization with sparse variable independence.
Sparse regularization such as regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by several studies. However, one of the biggest issues in sparse regularization is that i…
A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonp…
In this paper, we consider the classic measurement error regression scenario in which our independent, or design, variables are observed with several sources of additive noise. We will show that our motivating example's replicated measurements on both the design and dependent variables may be leveraged to enhance a spa…
Improved guarantees for sparse random embeddings with explicit bounds and empirical superiority.
Fitting high-dimensional data involves a delicate tradeoff between faithful representation and the use of sparse models. Too often, sparsity assumptions on the fitted model are too restrictive to provide a faithful representation of the observed data. In this paper, we present a novel framework incorporating sparsity i…
In this paper, we present a novel framework incorporating a combination of sparse models in different domains. We posit the observed data as generated from a linear combination of a sparse Gaussian Markov model (with a sparse precision matrix) and a sparse Gaussian independence model (with a sparse covariance matrix). …
Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification errors. The resulting classifier is linear in the log-transformed univariate and b…
We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features. In general, sparse signal processing problems can be characterized in terms of t…
New method discovers causal relationships in sparse linear data.
New algorithm groups variables by ancestral relationships to improve causal graph estimation accuracy.
New algorithm for learning RBMs with sparse latent variables.
New method scores DAGs by identifying unobserved confounding.
This paper studies ordered weighted L1 (OWL) norm regularization for sparse estimation problems with strongly correlated variables. We prove sufficient conditions for clustering based on the correlation/colinearity of variables using the OWL norm, of which the so-called OSCAR is a particular case. Our results extend pr…
We propose a regression algorithm that utilizes a learned dictionary optimized for sparse inference on a D-Wave quantum annealer. In this regression algorithm, we concatenate the independent and dependent variables as a combined vector, and encode the high-order correlations between them into a dictionary optimized for…
New method learns graphical models with latent variables for extreme events.
CtrlNS learns latent factors and distribution shifts from sparse transitions without prior knowledge.
We face network data from various sources, such as protein interactions and online social networks. A critical problem is to model network interactions and identify latent groups of network nodes. This problem is challenging due to many reasons. For example, the network nodes are interdependent instead of independent o…
Extends VAEs to handle complex Bayesian network structures.
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different non-convex estimator where hyperparameters are optimized. Extending these arguments to pr…
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…
Algorithm learns causal structures from low-order conditional independencies.
New principle for disentangling latent factors using sparse regularization.
This paper uses quantum computing to solve sparse linear regression problems efficiently.
SpinSVAR estimates SVAR models with sparse input, improving accuracy and scalability.
Study identifies latent variables and models from spacecraft data.
Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false positives. This paper proposes an approach that combines probabilistic programming, …
We propose to meta-learn causal structures based on how fast a learner adapts to new distributions arising from sparse distributional changes, e.g. due to interventions, actions of agents and other sources of non-stationarities. We show that under this assumption, the correct causal structural choices lead to faster ad…
Unified CI test for categorical and ordinal data maintains power in high dimensions.
Proposes a multivariate regression model for better analysis of multiple datasets.
Bayesian approach improves performance in Gaussian process models.
Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.
In this paper we combine two important extensions of ordinary least squares regression: regularization and optimal scaling. Optimal scaling (sometimes also called optimal scoring) has originally been developed for categorical data, and the process finds quantifications for the categories that are optimal for the regres…
The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy phaseless measurements, which arises in a diverse range of settings such as optica…
We present an algorithm to identify sparse dependence structure in continuous and non-Gaussian probability distributions, given a corresponding set of data. The conditional independence structure of an arbitrary distribution can be represented as an undirected graph (or Markov random field), but most algorithms for lea…
BEGIN network models binary data without parametric assumptions.
A new method for sparse Gaussian process regression using correlated experts.
Estimates sparse Gaussian graphical models using discrete optimization.
We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By co…
A fast algorithm for counting Markov equivalent DAGs and designing experiments.
This paper studies structure detection problems in high temperature ferromagnetic (positive interaction only) Ising models. The goal is to distinguish whether the underlying graph is empty, i.e., the model consists of independent Rademacher variables, versus the alternative that the underlying graph contains a subgraph…
Sparse PCA selects variables with FDR control for improved performance.
This paper addresses parameter estimation for wave equations with Markovian switching.
Sparse GPs improved with nearest neighbor inducing variables.
SP-SPCA improves sparse PCA by adaptively adjusting variable penalties, enhancing interpretability and stability.
Derives derivatives and geometric framework for functions with non-independent variables.
New algorithms find half-optimal independent sets in sparse graphs.
The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…