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20162025
most citedPicasso: A Sparse Learning Library for High Dimensional Data Analysis in R and Python

23 citations · 93 across the 7 of their papers we have counts for

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6 papers · 1 filter

stat.ML202023 cited

Picasso: A Sparse Learning Library for High Dimensional Data Analysis in R and Python

Jason Ge, Xingguo Li, Haoming Jiang +4

We describe a new library named picasso, which implements a unified framework of pathwise coordinate optimization for a variety of sparse learning problems (e.g., sparse linear reg…

stat.ML2019

Estimating and Inferring the Maximum Degree of Stimulus-Locked Time-Varying Brain Connectivity Networks

Kean Ming Tan, Junwei Lu, Tong Zhang +1

Neuroscientists have enjoyed much success in understanding brain functions by constructing brain connectivity networks using data collected under highly controlled experimental set…

stat.ML2018

A convex formulation for high-dimensional sparse sliced inverse regression

Kean Ming Tan, Zhaoran Wang, Tong Zhang +2

Sliced inverse regression is a popular tool for sufficient dimension reduction, which replaces covariates with a minimal set of their linear combinations without loss of informatio…

stat.ML2018

Diffusion Approximations for Online Principal Component Estimation and Global Convergence

Chris Junchi Li, Mengdi Wang, Han Liu +1

In this paper, we propose to adopt the diffusion approximation tools to study the dynamics of Oja's iteration which is an online stochastic gradient descent method for the principa…

stat.ML20177 cited

Graphical Nonconvex Optimization for Optimal Estimation in Gaussian Graphical Models

Qiang Sun, Kean Ming Tan, Han Liu +1

We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. How…

stat.ML2016

Efficient Distributed Learning with Sparsity

Jialei Wang, Mladen Kolar, Nathan Srebro +1

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each rou…