Related papers: The solution path of the generalized lasso
The Directed Layering Problem (DLP) solves a step of the widely used layer-based approach to automatically draw directed acyclic graphs. To cater for cyclic graphs, usually a preprocessing step is used that solves the Feedback Arc Set…
We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…
We consider high-dimensional generalized linear models with Lipschitz loss functions, and prove a nonasymptotic oracle inequality for the empirical risk minimizer with Lasso penalty. The penalty is based on the coefficients in the linear…
Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…
We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…
Biological networks often change under different environmental and genetic conditions. Understanding how these networks change becomes an important problem in biological studies. In this paper, we model the network change as the difference…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…
We present a computational and statistical approach for fitting isotonic models under convex differentiable loss functions. We offer a recursive partitioning algorithm which provably and efficiently solves isotonic regression under any such…
With the help of Generalized Estimating Equations, we identify locally D-optimal crossover designs for generalized linear models. We adopt the variance of parameters of interest as the objective function, which is minimized using…
We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…
Estimating high-dimensional precision matrices is a fundamental problem in modern statistics, with the graphical lasso and its $\ell_1$-penalty being a standard approach for recovering sparsity patterns. However, many statistical models,…
In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…
A classical problem that arises in numerous signal processing applications asks for the reconstruction of an unknown, $k$-sparse signal $x_0\in R^n$ from underdetermined, noisy, linear measurements $y=Ax_0+z\in R^m$. One standard approach…
The problem of generalized function matching can be defined as follows: given a pattern $p=p_1 \cdots p_m$ and a text $t=t_1 \cdots t_n$, find a mapping $f:\Sigma_p\rightarrow\Sigma_t^{*}$ and all text locations $i$ such that $f(p_1) f(p_2)…
We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…
The shortest path problem in graphs is a cornerstone of AI theory and applications. Existing algorithms generally ignore edge weight computation time. We present a generalized framework for weighted directed graphs, where edge weight can be…
Least angle regression (LARS) by Efron et al. (2004) is a novel method for constructing the piece-wise linear path of Lasso solutions. For several years, it remained also as the de facto method for computing the Lasso solution before more…
Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…
The SPS-LASSO has recently been introduced as a solution to the problem of regularization parameter selection in the complex-valued LASSO problem. Still, the dependence on the grid size and the polynomial time of performing convex…