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We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constraine...
The lasso penalizes a least squares regression by the sum of the absolute values (L1-norm) of the coefficients. The form of this penalty encourages sparse solutions (with many coefficien...
We propose a novel approach for nonlinear regression using a two-layer neural network (NN) model structure with sparsity-favoring hierarchical priors on the network weights. We present an expectation ...
During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer ...
We develop a highly scalable optimization method called “hierarchical group-thresholding”for solving a multi-task regression model with complex structured sparsity constraints on both input and output...
In this work we are interested in the problems of supervised learning and variable se-lection when the input-output dependence is described by a nonlinear function depending on a few variables. Our go...
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimi...
We study the properties of false discovery rate (FDR) thresholding, viewed as a classification procedure. The "0"-class (null) is assumed to have a known, symmetric log-concave density while the "1"-c...
A trend in compressed sensing (CS) is to exploit struc- ture for improved reconstruction performance. In the basic CS model (i.e. the single measurement vec- tor model), exploiting the clustering s...
We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the ...
Inverse inference, or “brain reading”, is a recent paradigm for analyzing functional magnetic resonance imaging (fMRI) data, based on pattern recognition and statistical learning. By predicting some c...
The aim of this paper is to provide a comprehensive introduction for the study of L1-penalized estimators in the context of dependent observations. We define a general $\ell_{1}$-penalized estimator f...
We explore the use of generalized t priors on regression coefficients to help understand the nature of association signal within "hit regions" of genome-wide association studies.
We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and s...

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