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We consider a semiparametric partly linear model identified by instrumental variables. We propose an estimation method that does not smooth on the instruments and we extend the Landweber-Fridman regularization scheme to the estimation of…

Econometrics · Economics 2023-10-26 Jean-Pierre Florens , Elia Lapenta

In this work, we obtain sufficient conditions for the "stability" of our recently proposed algorithms, Least Squares Compressive Sensing residual (LS-CS) and modified-CS, for recursively reconstructing sparse signal sequences from noisy…

Information Theory · Computer Science 2015-03-19 Namrata Vaswani

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

We give a novel characterization of the centered model in regularity structures which persists for rough drivers even as a mollification fades away. We present our result for a class of quasilinear equations driven by noise, however we…

Probability · Mathematics 2025-06-10 Markus Tempelmayr

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

This paper investigates the theoretical guarantees of L1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured…

Information Theory · Computer Science 2012-10-03 Samuel Vaiter , Gabriel Peyré , Charles Dossal , Jalal Fadili

Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we apply this…

Statistics Theory · Mathematics 2017-08-03 Jianqing Fan , Runlong Tang , Xiaofeng Shi

This paper is concerned with the regularity of shape optimizers of a class of isoperimetric problems under convexity constraint. We prove that minimizers of the sum of the perimeter and a perturbative term, among convex shapes, are C…

Optimization and Control · Mathematics 2024-02-02 Jimmy Lamboley , Raphaël Prunier

Trustworthy machine learning necessitates meticulous regulation of model reliance on non-robust features. We propose a framework to delineate and regulate such features by attributing model predictions to the input. Within our approach,…

Machine Learning · Computer Science 2024-07-10 Peiyu Yang , Naveed Akhtar , Mubarak Shah , Ajmal Mian

Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…

Statistics Theory · Mathematics 2009-09-03 Jinchi Lv , Yingying Fan

Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…

Methodology · Statistics 2026-03-30 Safaa K. Kadhem

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

Machine Learning · Computer Science 2009-01-22 Francis Bach

In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…

Statistics Theory · Mathematics 2024-09-06 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz