20,429 research outputs found
Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)
The implicit objective of the biennial "international - Traveling Workshop on
Interactions between Sparse models and Technology" (iTWIST) is to foster
collaboration between international scientific teams by disseminating ideas
through both specific oral/poster presentations and free discussions. For its
second edition, the iTWIST workshop took place in the medieval and picturesque
town of Namur in Belgium, from Wednesday August 27th till Friday August 29th,
2014. The workshop was conveniently located in "The Arsenal" building within
walking distance of both hotels and town center. iTWIST'14 has gathered about
70 international participants and has featured 9 invited talks, 10 oral
presentations, and 14 posters on the following themes, all related to the
theory, application and generalization of the "sparsity paradigm":
Sparsity-driven data sensing and processing; Union of low dimensional
subspaces; Beyond linear and convex inverse problem; Matrix/manifold/graph
sensing/processing; Blind inverse problems and dictionary learning; Sparsity
and computational neuroscience; Information theory, geometry and randomness;
Complexity/accuracy tradeoffs in numerical methods; Sparsity? What's next?;
Sparse machine learning and inference.Comment: 69 pages, 24 extended abstracts, iTWIST'14 website:
http://sites.google.com/site/itwist1
Foundational principles for large scale inference: Illustrations through correlation mining
When can reliable inference be drawn in the "Big Data" context? This paper
presents a framework for answering this fundamental question in the context of
correlation mining, with implications for general large scale inference. In
large scale data applications like genomics, connectomics, and eco-informatics
the dataset is often variable-rich but sample-starved: a regime where the
number of acquired samples (statistical replicates) is far fewer than the
number of observed variables (genes, neurons, voxels, or chemical
constituents). Much of recent work has focused on understanding the
computational complexity of proposed methods for "Big Data." Sample complexity
however has received relatively less attention, especially in the setting when
the sample size is fixed, and the dimension grows without bound. To
address this gap, we develop a unified statistical framework that explicitly
quantifies the sample complexity of various inferential tasks. Sampling regimes
can be divided into several categories: 1) the classical asymptotic regime
where the variable dimension is fixed and the sample size goes to infinity; 2)
the mixed asymptotic regime where both variable dimension and sample size go to
infinity at comparable rates; 3) the purely high dimensional asymptotic regime
where the variable dimension goes to infinity and the sample size is fixed.
Each regime has its niche but only the latter regime applies to exa-scale data
dimension. We illustrate this high dimensional framework for the problem of
correlation mining, where it is the matrix of pairwise and partial correlations
among the variables that are of interest. We demonstrate various regimes of
correlation mining based on the unifying perspective of high dimensional
learning rates and sample complexity for different structured covariance models
and different inference tasks
Detecting multivariate interactions in spatial point patterns with Gibbs models and variable selection
We propose a method for detecting significant interactions in very large
multivariate spatial point patterns. This methodology develops high dimensional
data understanding in the point process setting. The method is based on
modelling the patterns using a flexible Gibbs point process model to directly
characterise point-to-point interactions at different spatial scales. By using
the Gibbs framework significant interactions can also be captured at small
scales. Subsequently, the Gibbs point process is fitted using a
pseudo-likelihood approximation, and we select significant interactions
automatically using the group lasso penalty with this likelihood approximation.
Thus we estimate the multivariate interactions stably even in this setting. We
demonstrate the feasibility of the method with a simulation study and show its
power by applying it to a large and complex rainforest plant population data
set of 83 species
Penalized Likelihood and Bayesian Function Selection in Regression Models
Challenging research in various fields has driven a wide range of
methodological advances in variable selection for regression models with
high-dimensional predictors. In comparison, selection of nonlinear functions in
models with additive predictors has been considered only more recently. Several
competing suggestions have been developed at about the same time and often do
not refer to each other. This article provides a state-of-the-art review on
function selection, focusing on penalized likelihood and Bayesian concepts,
relating various approaches to each other in a unified framework. In an
empirical comparison, also including boosting, we evaluate several methods
through applications to simulated and real data, thereby providing some
guidance on their performance in practice
Matrix Completion on Graphs
The problem of finding the missing values of a matrix given a few of its
entries, called matrix completion, has gathered a lot of attention in the
recent years. Although the problem under the standard low rank assumption is
NP-hard, Cand\`es and Recht showed that it can be exactly relaxed if the number
of observed entries is sufficiently large. In this work, we introduce a novel
matrix completion model that makes use of proximity information about rows and
columns by assuming they form communities. This assumption makes sense in
several real-world problems like in recommender systems, where there are
communities of people sharing preferences, while products form clusters that
receive similar ratings. Our main goal is thus to find a low-rank solution that
is structured by the proximities of rows and columns encoded by graphs. We
borrow ideas from manifold learning to constrain our solution to be smooth on
these graphs, in order to implicitly force row and column proximities. Our
matrix recovery model is formulated as a convex non-smooth optimization
problem, for which a well-posed iterative scheme is provided. We study and
evaluate the proposed matrix completion on synthetic and real data, showing
that the proposed structured low-rank recovery model outperforms the standard
matrix completion model in many situations.Comment: Version of NIPS 2014 workshop "Out of the Box: Robustness in High
Dimension
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