Covariance estimation for high dimensional vectors is a classically difficult problem in statistical analysis and machine learning. In this paper, we propose a maximum likelihood ...
This paper presents a simple randomised algorithm for recovering high-dimensional sparse functions, i.e. functions f : [0, 1]d → R which depend effectively only on k out of d va...
Recent research has shown the effectiveness of using sparse coding(Sc) to solve many computer vision problems. Motivated by the fact that kernel trick can capture the nonlinear sim...
Classifiers favoring sparse solutions, such as support vector machines, relevance vector machines, LASSO-regression based classifiers, etc., provide competitive methods for classi...
We develop a high dimensional nonparametric classification method named sparse additive machine (SAM), which can be viewed as a functional version of support vector machine (SVM)...