A widely acknowledged drawback of many statistical modelling techniques, commonly used in machine learning, is that the resulting model is extremely difficult to interpret. A numb...
Abstract— Making inferences and choosing appropriate responses based on incomplete, uncertainty and noisy data is challenging in financial settings particularly in bankruptcy de...
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
In analogy to the PCA setting, the sparse PCA problem is often solved by iteratively alternating between two subtasks: cardinality-constrained rank-one variance maximization and m...
We develop an efficient learning framework to construct signal dictionaries for sparse representation by selecting the dictionary columns from multiple candidate bases. By sparse,...