Multi-modal data are prevalent in many scientific fields. In this study, we consider the parameter estimation and variable selection for a multi-response regression using block-missing multi-modal data. Our method allows the dimensions of both the responses and the predictors to be large, and the responses to be incomplete and correlated, a common practical problem in high-dimensional settings. Our proposed method uses two steps to make a prediction from a multi-response linear regression model with block-missing multi-modal predictors. In the first step, without imputing missing data, we use all available data to estimate the covariance matrix of the predictors and the cross-covariance matrix between the predictors and the responses. In the second step, we use these matrices and a penalized method to simultaneously estimate the precision matrix of the response vector, given the predictors, and the sparse regression parameter matrix. Lastly, we demonstrate the effectiveness of the proposed method using theoretical studies, simulated examples, and an analysis of a multi-modal imaging data set from the Alzheimer’s Disease Neuroimaging Initiative.
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Eigenvector Based Block Vector Synchronization with Applications to Ptychographic Imaging
We consider the problem of recovering a complex vector (up to a global unimodular constant) given noisy and incomplete outer product measurements. Such problems arise when implementing distributed clock synchronization schemes, radar autofocus methods, and phaseless signal recovery. This problem is known as vector synchronization and is a variant of the more common angular synchronization problem. In applications with windowed measurements and/or convolutional models - for example, phase retrieval from STFT magnitude data, the outer product measurement matrix is highly incomplete and has a block diagonal structure. We describe a vector synchronization technique which applies an eigenvector computation to blocks of this matrix followed by a block compatibility operation to piece together the final solution. We provide theoretical guarantees (in the noiseless case) and empirical simulations demonstrating the accuracy and efficiency of the method.
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- Award ID(s):
- 2012238
- PAR ID:
- 10538474
- Publisher / Repository:
- IEEE
- Date Published:
- ISBN:
- 979-8-3503-0864-8
- Page Range / eLocation ID:
- 01 to 05
- Subject(s) / Keyword(s):
- Vector Synchronization Phaseless Imaging Magnitude-only STFT Inversion
- Format(s):
- Medium: X
- Location:
- Boulder, CO, USA
- Sponsoring Org:
- National Science Foundation
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