Related papers: Period Analysis using the Least Absolute Shrinkage…

The use of prior information in the linear regression is well known to provide more efficient estimators of regression coefficients. The methods of non-stochastic restricted regression estimation proposed by Theil and Goldberger (1961) are…

The Large Synoptic Survey Telescope (LSST) will provide for unbiased sampling of variability properties of objects with $r$ mag $<$ 24. This should allow for those objects whose variations reveal their orbital periods ($P_{orb}$), such as…

We derive new theoretical results on the properties of the adaptive least absolute shrinkage and selection operator (adaptive lasso) for time series regression models. In particular, we investigate the question of how to conduct finite…

The uncertainty quantification and error control of classifiers are crucial in many high-consequence decision-making scenarios. We propose a selective classification framework that provides an indecision option for any observations that…

Variable stars, or particularly eclipsing binaries, are very essential astronomical occurrence. Surveys are the backbone of astronomy, and many discoveries of variable stars are the results of surveys. All-Sky Automated Survey (ASAS) is one…

RR Lyrae stars may be the best practical tracers of Galactic halo (sub-)structure and kinematics. The PanSTARRS1 (PS1) $3\pi$ survey offers multi-band, multi-epoch, precise photometry across much of the sky, but a robust identification of…

High-dimensional sparse data emerge in many critical application domains such as healthcare and cybersecurity. To extract meaningful insights from massive volumes of these multi-dimensional data, scientists employ unsupervised analysis…

Least absolute shrinkage and selection operator (Lasso), a popular method for high-dimensional regression, is now used widely for estimating high-dimensional time series models such as the vector autoregression (VAR). Selecting its tuning…

We revisit the problem of finding the shortest path between two selected vertices of a graph and formulate this as an $\ell_1$-regularized regression -- Least Absolute Shrinkage and Selection Operator (lasso). We draw connections between a…

Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…

Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…

The exact period determination of a multi-periodic variable star based on its luminosity time series data is believed a task requiring skill and experience. Thus the majority of available time series analysis techniques require human…

This study proposes sparse estimation methods for the generalized linear models, which run one of least angle regression (LARS) and least absolute shrinkage and selection operator (LASSO) in the tangent space of the manifold of the…

Robotic telescopes present the opportunity for the sparse temporal placement of observations when period searching. We address the best way to place a limited number of observations to cover the dynamic range of frequencies required by an…

Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…

One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…

We propose a new variable selection algorithm, subsample-ordered least-angle regression (solar), and its coordinate descent generalization, solar-cd. Solar re-constructs lasso paths using the $L_0$ norm and averages the resulting solution…

The sensitivity of long-time averages of a hyperbolic chaotic system to parameter perturbations can be determined using the shadowing direction, the uniformly-bounded-in-time solution of the sensitivity equations. Although its existence is…