9,314 research outputs found
Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation
Volterra and polynomial regression models play a major role in nonlinear
system identification and inference tasks. Exciting applications ranging from
neuroscience to genome-wide association analysis build on these models with the
additional requirement of parsimony. This requirement has high interpretative
value, but unfortunately cannot be met by least-squares based or kernel
regression methods. To this end, compressed sampling (CS) approaches, already
successful in linear regression settings, can offer a viable alternative. The
viability of CS for sparse Volterra and polynomial models is the core theme of
this work. A common sparse regression task is initially posed for the two
models. Building on (weighted) Lasso-based schemes, an adaptive RLS-type
algorithm is developed for sparse polynomial regressions. The identifiability
of polynomial models is critically challenged by dimensionality. However,
following the CS principle, when these models are sparse, they could be
recovered by far fewer measurements. To quantify the sufficient number of
measurements for a given level of sparsity, restricted isometry properties
(RIP) are investigated in commonly met polynomial regression settings,
generalizing known results for their linear counterparts. The merits of the
novel (weighted) adaptive CS algorithms to sparse polynomial modeling are
verified through synthetic as well as real data tests for genotype-phenotype
analysis.Comment: 20 pages, to appear in IEEE Trans. on Signal Processin
A quasi-diagonal approach to the estimation of Lyapunov spectra for spatio-temporal systems from multivariate time series
We describe methods of estimating the entire Lyapunov spectrum of a spatially
extended system from multivariate time-series observations. Provided that the
coupling in the system is short range, the Jacobian has a banded structure and
can be estimated using spatially localised reconstructions in low embedding
dimensions. This circumvents the ``curse of dimensionality'' that prevents the
accurate reconstruction of high-dimensional dynamics from observed time series.
The technique is illustrated using coupled map lattices as prototype models for
spatio-temporal chaos and is found to work even when the coupling is not
strictly local but only exponentially decaying.Comment: 13 pages, LaTeX (RevTeX), 13 Postscript figs, to be submitted to
Phys.Rev.
Machine Learning and Integrative Analysis of Biomedical Big Data.
Recent developments in high-throughput technologies have accelerated the accumulation of massive amounts of omics data from multiple sources: genome, epigenome, transcriptome, proteome, metabolome, etc. Traditionally, data from each source (e.g., genome) is analyzed in isolation using statistical and machine learning (ML) methods. Integrative analysis of multi-omics and clinical data is key to new biomedical discoveries and advancements in precision medicine. However, data integration poses new computational challenges as well as exacerbates the ones associated with single-omics studies. Specialized computational approaches are required to effectively and efficiently perform integrative analysis of biomedical data acquired from diverse modalities. In this review, we discuss state-of-the-art ML-based approaches for tackling five specific computational challenges associated with integrative analysis: curse of dimensionality, data heterogeneity, missing data, class imbalance and scalability issues
Supervised Classification: Quite a Brief Overview
The original problem of supervised classification considers the task of
automatically assigning objects to their respective classes on the basis of
numerical measurements derived from these objects. Classifiers are the tools
that implement the actual functional mapping from these measurements---also
called features or inputs---to the so-called class label---or output. The
fields of pattern recognition and machine learning study ways of constructing
such classifiers. The main idea behind supervised methods is that of learning
from examples: given a number of example input-output relations, to what extent
can the general mapping be learned that takes any new and unseen feature vector
to its correct class? This chapter provides a basic introduction to the
underlying ideas of how to come to a supervised classification problem. In
addition, it provides an overview of some specific classification techniques,
delves into the issues of object representation and classifier evaluation, and
(very) briefly covers some variations on the basic supervised classification
task that may also be of interest to the practitioner
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