arXiv:2606. 28652v1 Announce Type: cross Abstract: Online high-dimensional regression requires algorithms that can update sequentially while preserving structural sparsity.
By Zitian Zhou, Nan Lin
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
arXiv:2306. 14851v5 Announce Type: replace-cross Abstract: Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner.
By Ryan Cory-Wright, Andr\'es G\'omez
arXiv:2607. 20769v1 Announce Type: new Abstract: Learning-enabled decision systems often use offline data or computation to reduce online compute cost.
By Shijie Pan, Agustin Castellano, Zeyu Shen, Enrique Mallada
arXiv:2606. 10085v1 Announce Type: new Abstract: Matrix-valued time series arise in a wide range of applications, such as spatio-temporal data from medical imaging and geophysics.
By Zhen Qin, Yang Chen
arXiv:2606. 11738v1 Announce Type: cross Abstract: We study online estimation for high-dimensional generalized linear models with streaming data.
By Junzhuo Gao, Ling Peng, Xu Guo, Heng Lian