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1. T-LoHo: A Bayesian Regularization Model for Structured Sparsity and Smoothness on Graphs

   Lee, Changwoo ; Zhao Tang Luo ; and Huiyan Sang ( December 2021 , Advances in neural information processing systems)

   Graphs have been commonly used to represent complex data structures. In models dealing with graph-structured data, multivariate parameters may not only exhibit sparse patterns but have structured sparsity and smoothness in the sense that both zero and non-zero parameters tend to cluster together. We propose a new prior for high-dimensional parameters with graphical relations, referred to as the Tree-based Low-rank Horseshoe (T-LoHo) model, that generalizes the popular univariate Bayesian horseshoe shrinkage prior to the multivariate setting to detect structured sparsity and smoothness simultaneously. The T-LoHo prior can be embedded in many high-dimensional hierarchical models. To illustrate its utility, we apply it to regularize a Bayesian high-dimensional regression problem where the regression coefficients are linked by a graph, so that the resulting clusters have flexible shapes and satisfy the cluster contiguity constraint with respect to the graph. We design an efficient Markov chain Monte Carlo algorithm that delivers full Bayesian inference with uncertainty measures for model parameters such as the number of clusters. We offer theoretical investigations of the clustering effects and posterior concentration results. Finally, we illustrate the performance of the model with simulation studies and a real data application for anomaly detection on a road network. The results indicate substantial improvements over other competing methods such as the sparse fused lasso. 

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2. An Iterative Penalized Least Squares Approach to Sparse Canonical Correlation Analysis

   https://doi.org/10.1111/biom.13043  

   Mai, Qing ; Zhang, Xin ( February 2019 , Biometrics)

   It is increasingly interesting to model the relationship between two sets of high-dimensional measurements with potentially high correlations. Canonical correlation analysis (CCA) is a classical tool that explores the dependency of two multivariate random variables and extracts canonical pairs of highly correlated linear combinations. Driven by applications in genomics, text mining, and imaging research, among others, many recent studies generalize CCA to high-dimensional settings. However, most of them either rely on strong assumptions on covariance matrices, or do not produce nested solutions. We propose a new sparse CCA (SCCA) method that recasts high-dimensional CCA as an iterative penalized least squares problem. Thanks to the new iterative penalized least squares formulation, our method directly estimates the sparse CCA directions with efficient algorithms. Therefore, in contrast to some existing methods, the new SCCA does not impose any sparsity assumptions on the covariance matrices. The proposed SCCA is also very flexible in the sense that it can be easily combined with properly chosen penalty functions to perform structured variable selection and incorporate prior information. Moreover, our proposal of SCCA produces nested solutions and thus provides great convenient in practice. Theoretical results show that SCCA can consistently estimate the true canonical pairs with an overwhelming probability in ultra-high dimensions. Numerical results also demonstrate the competitive performance of SCCA.

    

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3. A neural kernel method for capturing multiscale high-dimensional micromorphic plasticity of materials with internal structures

   https://doi.org/10.1016/j.cma.2023.116317  

   Xiong, Zeyu ; Xiao, Mian ; Vlassis, Nikolaos ; Sun, WaiChing ( November 2023 , Computer Methods in Applied Mechanics and Engineering)

   De Lorenzis, L ; Papadrakakis, M ; Zohdi T.I. (Ed.)

   This paper introduces a neural kernel method to generate machine learning plasticity models for micropolar and micromorphic materials that lack material symmetry and have internal structures. Since these complex materials often require higher-dimensional parametric space to be precisely characterized, we introduce a representation learning step where we first learn a feature vector space isomorphic to a finite-dimensional subspace of the original parametric function space from the augmented labeled data expanded from the narrow band of the yield data. This approach simplifies the data augmentation step and enables us to constitute the high-dimensional yield surface in a feature space spanned by the feature kernels. In the numerical examples, we first verified the implementations with data generated from known models, then tested the capacity of the models to discover feature spaces from meso-scale simulation data generated from representative elementary volume (RVE) of heterogeneous materials with internal structures. The neural kernel plasticity model and other alternative machine learning approaches are compared in a computational homogenization problem for layered geomaterials. The results indicate that the neural kernel feature space may lead to more robust forward predictions against sparse and high-dimensional data. 

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4. Coil sketching for computationally efficient MR iterative reconstruction

   https://doi.org/10.1002/mrm.29883  

   Oscanoa, Julio A. ; Ong, Frank ; Iyer, Siddharth S. ; Li, Zhitao ; Sandino, Christopher M. ; Ozturkler, Batu ; Ennis, Daniel B. ; Pilanci, Mert ; Vasanawala, Shreyas S. ( October 2023 , Magnetic Resonance in Medicine)

   Parallel imaging and compressed sensing reconstructions of large MRI datasets often have a prohibitive computational cost that bottlenecks clinical deployment, especially for three‐dimensional (3D) non‐Cartesian acquisitions. One common approach is to reduce the number of coil channels actively used during reconstruction as in coil compression. While effective for Cartesian imaging, coil compression inherently loses signal energy, producing shading artifacts that compromise image quality for 3D non‐Cartesian imaging. We propose coil sketching, a general and versatile method for computationally‐efficient iterative MR image reconstruction.

   We based our method on randomized sketching algorithms, a type of large‐scale optimization algorithms well established in the fields of machine learning and big data analysis. We adapt the sketching theory to the MRI reconstruction problem via a structured sketching matrix that, similar to coil compression, considers high‐energy virtual coils obtained from principal component analysis. But, unlike coil compression, it also considers random linear combinations of the remaining low‐energy coils, effectively leveraging information from all coils.

   First, we performed ablation experiments to validate the sketching matrix design on both Cartesian and non‐Cartesian datasets. The resulting design yielded both improved computatioanal efficiency and preserved signal‐to‐noise ratio (SNR) as measured by the inverse g‐factor. Then, we verified the efficacy of our approach on high‐dimensional non‐Cartesian 3D cones datasets, where coil sketching yielded up to three‐fold faster reconstructions with equivalent image quality.

   Coil sketching is a general and versatile reconstruction framework for computationally fast and memory‐efficient reconstruction.

    

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5. Bayesian Regression Tree Ensembles that Adapt to Smoothness and Sparsity

   https://doi.org/10.1111/rssb.12293  

   Linero, Antonio R. ; Yang, Yun ( September 2018 , Journal of the Royal Statistical Society Series B: Statistical Methodology)

   Ensembles of decision trees are a useful tool for obtaining flexible estimates of regression functions. Examples of these methods include gradient-boosted decision trees, random forests and Bayesian classification and regression trees. Two potential shortcomings of tree ensembles are their lack of smoothness and their vulnerability to the curse of dimensionality. We show that these issues can be overcome by instead considering sparsity inducing soft decision trees in which the decisions are treated as probabilistic. We implement this in the context of the Bayesian additive regression trees framework and illustrate its promising performance through testing on benchmark data sets. We provide strong theoretical support for our methodology by showing that the posterior distribution concentrates at the minimax rate (up to a logarithmic factor) for sparse functions and functions with additive structures in the high dimensional regime where the dimensionality of the covariate space is allowed to grow nearly exponentially in the sample size. Our method also adapts to the unknown smoothness and sparsity levels, and can be implemented by making minimal modifications to existing Bayesian additive regression tree algorithms.

    

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