A central problem in learning is selection of an appropriate model. This is typically done by estimating the unknown generalization errors of a set of models to be selected from a...
We consider the problem of dimensionality reduction, where given high-dimensional data we want to estimate two mappings: from high to low dimension (dimensionality reduction) and f...
In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input...
Xi Chen, Qihang Lin, Seyoung Kim, Jaime G. Carbone...
We present learning and inference algorithms for a versatile class of partially observed vector autoregressive (VAR) models for multivariate time-series data. VAR models can captu...