Multivariate Bayesian Model with Shrinkage Priors (MBSP)
The method is described in Bai and Ghosh (2018) <arXiv:1711.07635>. …

Tensor Graphical Lasso (TeraLasso)
The Bigraphical Lasso estimator was proposed to parsimoniously model the precision matrices of matrix-normal data based on the Cartesian product of graphs. By enforcing extreme sparsity (the number of parameters) and explicit structures on the precision matrix, this model has excellent potential for improving scalability of the computation and interpretability of complex data analysis. As a result, this model significantly reduces the size of the sample in order to learn the precision matrices, and hence the conditional probability models along different coordinates such as space, time and replicates. In this work, we extend the Bigraphical Lasso (BiGLasso) estimator to the TEnsor gRAphical Lasso (TeraLasso) estimator and propose an analogous method for modeling the precision matrix of tensor-valued data. We establish consistency for both the BiGLasso and TeraLasso estimators and obtain the rates of convergence in the operator and Frobenius norm for estimating the precision matrix. We design a scalable gradient descent method for solving the objective function and analyze the computational convergence rate, showing that the composite gradient descent algorithm is guaranteed to converge at a geometric rate to the global minimizer. Finally, we provide simulation evidence and analysis of a meteorological dataset, showing that we can recover graphical structures and estimate the precision matrices, as predicted by theory. …

Iterative Nonnegative Matrix Factorization (INOM)
Matrix decomposition is ubiquitous and has applications in various fields like speech processing, data mining and image processing to name a few. Under matrix decomposition, nonnegative matrix factorization is used to decompose a nonnegative matrix into a product of two nonnegative matrices which gives some meaningful interpretation of the data. Thus, nonnegative matrix factorization has an edge over the other decomposition techniques. In this paper, we propose two novel iterative algorithms based on Majorization Minimization (MM)-in which we formulate a novel upper bound and minimize it to get a closed form solution at every iteration. Since the algorithms are based on MM, it is ensured that the proposed methods will be monotonic. The proposed algorithms differ in the updating approach of the two nonnegative matrices. The first algorithm-Iterative Nonnegative Matrix Factorization (INOM) sequentially updates the two nonnegative matrices while the second algorithm-Parallel Iterative Nonnegative Matrix Factorization (PARINOM) parallely updates them. We also prove that the proposed algorithms converge to the stationary point of the problem. Simulations were conducted to compare the proposed methods with the existing ones and was found that the proposed algorithms performs better than the existing ones in terms of computational speed and convergence. KeyWords: Nonnegative matrix factorization, Majorization Minimization, Big Data, Parallel, Multiplicative Update …

Joint and Progressive Learning strAtegY (J-Play)
Despite the fact that nonlinear subspace learning techniques (e.g. manifold learning) have successfully applied to data representation, there is still room for improvement in explainability (explicit mapping), generalization (out-of-samples), and cost-effectiveness (linearization). To this end, a novel linearized subspace learning technique is developed in a joint and progressive way, called \textbf{j}oint and \textbf{p}rogressive \textbf{l}earning str\textbf{a}teg\textbf{y} (J-Play), with its application to multi-label classification. The J-Play learns high-level and semantically meaningful feature representation from high-dimensional data by 1) jointly performing multiple subspace learning and classification to find a latent subspace where samples are expected to be better classified; 2) progressively learning multi-coupled projections to linearly approach the optimal mapping bridging the original space with the most discriminative subspace; 3) locally embedding manifold structure in each learnable latent subspace. Extensive experiments are performed to demonstrate the superiority and effectiveness of the proposed method in comparison with previous state-of-the-art methods. …