Topics in Sparsity and Compression: From High dimensional statistics to Overparametrized Neural Networks
This thesis presents applications of sparsity in three different areas: covariance estimation in time-series data, linear regression with categorical variables, and neural network compression. In the first chapter, motivated by problems in computational finance, we consider a framework for jointl...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2023
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| Online Access: | https://hdl.handle.net/1721.1/151535 |