The paper proposes a unified framework for estimating sparse precision and covariance matrices by reparametrizing the last column of either matrix. This reparametrization reduces the likelihood optimization to a one‑dimensional minimization followed by a penalized multiple regression, applicable to any penalty separable in off‑diagonal entries and linear on the diagonal. When the penalty is the α1 norm, the method simultaneously recovers the graphical Lasso and the covariance graphical Lasso algorithms.
By Aramayis Dallakyan, Mohsen Pourahmadi
arXiv:2610.33957v1 Announce Type: cross
Abstract: We propose a joint sparse sample weighting and parameter estimation (SWAPE) framework that jointly optimizes model parameters and sample weights to t...
By Hassan Nojavan, Chul Moon, Miju Ahn
The paper investigates Partial Least Squares (PLS) in high-dimensional settings, focusing on a model where two data matrices share a low-rank latent structure plus individual-specific components. By analyzing the singular vectors of the cross‑covariance matrix with random matrix theory, the authors derive asymptotic characterizations of how well the estimated latent directions align with the true ones. They show that the PLS variant based on Singular Value Decomposition (PLS‑SVD) outperforms separate principal component analysis in detecting the common latent subspace, while also identifying regimes where PLS‑SVD behaves counter‑intuitively or reaches fundamental limits.
By Victor L\'eger, Florent Chatelain
arXiv:2607. 07735v1 Announce Type: cross Abstract: Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data.
By Aryan Eftekhari, Daniel Sergio Vega, Ernst-Jan Camiel Wit, Olaf Schenk
The paper introduces an adaptive multi‑resolution Gaussian process framework that achieves scalable, exact inference by constructing a naturally data‑sparse covariance matrix using basis functions anchored directly to samples. By shrinking the support domains of these basis functions, the resulting matrix has limited block sizes, ensuring sparsity and enabling efficient computation of its inverse via a sparse Cholesky algorithm. The authors demonstrate that this approach yields exact inference with training cost ≠≠ O(n log^2 n) and prediction cost ≠≠ O(log^d n), while also improving predictive uncertainties through an augmented basis function.
By Yanchuang Cao, Jun Liu, Tengchao Yu, Heng Yong
The paper compares two popular data‑integration techniques—Stack‑SVD, which concatenates datasets before performing singular value decomposition, and SVD‑Stack, which first decomposes each dataset separately and then aggregates the leading singular vectors. By deriving exact asymptotic performance expressions and phase transitions in a proportional regime, the authors show that neither method uniformly dominates the other when unweighted, but optimally weighted Stack‑SVD outperforms optimally weighted SVD‑Stack when the low‑rank signal is fully shared. They also demonstrate that SVD‑Stack can excel with partially shared components and provide practical algorithms for estimating optimal weights, supported by simulations and genomic experiments.
By Tavor Z. Baharav, Phillip B. Nicol, Rafael A. Irizarry, Rong Ma
arXiv:2604. 07635v2 Announce Type: replace-cross Abstract: This research considers a scalable inference for spatial data modeled through Gaussian intrinsic conditional autoregressive (ICAR) structures.
By Debjoy Thakur
arXiv:2410. 01669v3 Announce Type: replace Abstract: Covariance Neural Networks (VNNs) perform graph convolutions on the covariance matrix of input data to leverage correlation information as pairwise connections.
By Andrea Cavallo, Zhan Gao, Elvin Isufi
arXiv:2601. 18128v2 Announce Type: replace-cross Abstract: High-dimensional data often exhibit variation that can be captured by lower-dimensional factors.
By Gemma E. Moran, Anandi Krishnan
The paper proposes using the $q$Gaussian distribution, derived from Tsallis entropy maximization, to address the shortcomings of Gaussian assumptions in sparse learning with correlated and heterogeneous data. It introduces a new framework that adapts numerical equilibrium methods to composite optimization problems, applying it to the Hager‑Zhang conjugate gradient algorithm to create a stable, efficient sparse learning algorithm. The work offers both theoretical insights into alternative statistical distributions and practical tools for data analysis in fields like biostatistics.
By Kai Yang, Masoud Asgharian, Celia M. T. Greenwood
arXiv:2602. 23785v2 Announce Type: replace Abstract: We investigate the identifiability of nonlinear canonical correlation analysis (CCA) in a multi-view setup, in which each view is generated by applying an unknown nonlinear map to a linear mixture of shared latent variables plus view-private noise.
By Zhiwei Han, Stefan Matthes, Hao Shen
The paper introduces a new dimensionality reduction technique that enhances nearest‑neighbour relationships to estimate high‑information projections. It constructs a matrix encoding local covariance via nearest‑neighbour pairs and shows that, under standard regularity conditions, this matrix consistently estimates the Density Information Matrix (DIM), a non‑parametric analogue of the Fisher Information Matrix. The authors also demonstrate the method’s practical usefulness for clustering and outlier detection.
By David P. Hofmeyr