937 citations · 8.2k across the 142 of their papers we have counts for
9 papers · 1 filter
Support recovery without incoherence: A case for nonconvex regularization
Po-Ling Loh, Martin J. Wainwright
We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and -bounds for sparse regression problems, even when…
Iterative Hessian sketch: Fast and accurate solution approximation for constrained least-squares
Mert Pilanci, Martin J. Wainwright
We study randomized sketching methods for approximately solving least-squares problem with a general convex constraint. The quality of a least-squares approximation can be assessed…
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
Michaël Chichignoud, Johannes Lederer, Martin Wainwright
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selec…
Statistical guarantees for the EM algorithm: From population to sample-based analysis
Sivaraman Balakrishnan, Martin J. Wainwright, Bin Yu
We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a…
When is it Better to Compare than to Score?
Nihar B. Shah, Sivaraman Balakrishnan, Joseph Bradley +3
When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we…
Optimality guarantees for distributed statistical estimation
John C. Duchi, Michael I. Jordan, Martin J. Wainwright +1
Large data sets often require performing distributed statistical estimation, with a full data set split across multiple machines and limited communication between machines. To stud…