7,394 research outputs found
Regression on manifolds: Estimation of the exterior derivative
Collinearity and near-collinearity of predictors cause difficulties when
doing regression. In these cases, variable selection becomes untenable because
of mathematical issues concerning the existence and numerical stability of the
regression coefficients, and interpretation of the coefficients is ambiguous
because gradients are not defined. Using a differential geometric
interpretation, in which the regression coefficients are interpreted as
estimates of the exterior derivative of a function, we develop a new method to
do regression in the presence of collinearities. Our regularization scheme can
improve estimation error, and it can be easily modified to include lasso-type
regularization. These estimators also have simple extensions to the "large ,
small " context.Comment: Published in at http://dx.doi.org/10.1214/10-AOS823 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Bilateral Filter: Graph Spectral Interpretation and Extensions
In this paper we study the bilateral filter proposed by Tomasi and Manduchi,
as a spectral domain transform defined on a weighted graph. The nodes of this
graph represent the pixels in the image and a graph signal defined on the nodes
represents the intensity values. Edge weights in the graph correspond to the
bilateral filter coefficients and hence are data adaptive. Spectrum of a graph
is defined in terms of the eigenvalues and eigenvectors of the graph Laplacian
matrix. We use this spectral interpretation to generalize the bilateral filter
and propose more flexible and application specific spectral designs of
bilateral-like filters. We show that these spectral filters can be implemented
with k-iterative bilateral filtering operations and do not require expensive
diagonalization of the Laplacian matrix
Optimization with Sparsity-Inducing Penalties
Sparse estimation methods are aimed at using or obtaining parsimonious
representations of data or models. They were first dedicated to linear variable
selection but numerous extensions have now emerged such as structured sparsity
or kernel selection. It turns out that many of the related estimation problems
can be cast as convex optimization problems by regularizing the empirical risk
with appropriate non-smooth norms. The goal of this paper is to present from a
general perspective optimization tools and techniques dedicated to such
sparsity-inducing penalties. We cover proximal methods, block-coordinate
descent, reweighted -penalized techniques, working-set and homotopy
methods, as well as non-convex formulations and extensions, and provide an
extensive set of experiments to compare various algorithms from a computational
point of view
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