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rdering of regression or classification coefficients occurs in many real-world applications. Fused Lasso exploits this ordering by explicitly regularizing the differences between neighboring coefficients through an $\ell_1$ norm…

Computation · Statistics 2010-06-29 Gui-Bo Ye , Xiaohui Xie

We consider the problem of predicting an outcome variable using $p$ covariates that are measured on $n$ independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive…

Methodology · Statistics 2014-09-19 Ashley Petersen , Daniela Witten , Noah Simon

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

Longitudinal magnetic resonance imaging data is used to model trajectories of change in brain regions of interest to identify areas susceptible to atrophy in those with neurodegenerative conditions like Alzheimer's disease. Most methods for…

Applications · Statistics 2024-07-25 Robert Zielinski , Kun Meng , Ani Eloyan

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

In this paper, we consider statistical inference with generalized linear models in high dimensions under a longitudinal clustered data framework. Specifically, we propose a de-sparsified version of an initial Dantzig-type regularized…

Methodology · Statistics 2025-08-13 Nathan Huey

Joint models for longitudinal and time-to-event data are commonly used in longitudinal studies to forecast disease trajectories over time. Despite the many advantages of joint modeling, the standard forms suffer from limitations that arise…

Machine Learning · Statistics 2018-07-10 Bryan Lim , Mihaela van der Schaar

In this article we investigate consistency of selection in regression models via the popular Lasso method. Here we depart from the traditional linear regression assumption and consider approximations of the regression function $f$ with…

Statistics Theory · Mathematics 2008-12-18 Florentina Bunea

The lasso has become an important practical tool for high dimensional regression as well as the object of intense theoretical investigation. But despite the availability of efficient algorithms, the lasso remains computationally demanding…

Statistics Theory · Mathematics 2009-11-23 Christopher Genovese , Jiashun Jin , Larry Wasserman

High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…

Machine Learning · Statistics 2026-01-29 Meixia Lin , Meijiao Shi , Yunhai Xiao , Qian Zhang

In this paper, we propose a new method for estimation and constructing confidence intervals for low-dimensional components in a high-dimensional model. The proposed estimator, called Constrained Lasso (CLasso) estimator, is obtained by…

Methodology · Statistics 2017-04-19 Yun Yang

We consider the problem of learning a classifier from observed functional data. Here, each data-point takes the form of a single time-series and contains numerous features. Assuming that each such series comes with a binary label, the…

Machine Learning · Computer Science 2020-02-25 Kristiaan Pelckmans , Hong-Li Zeng

In a polynomial regression model, the divisibility conditions implicit in polynomial hierarchy give way to a natural construction of constraints for the model parameters. We use this principle to derive versions of strong and weak hierarchy…

Computation · Statistics 2020-01-23 Hugo Maruri-Aguilar , Simon Lunagomez

In this paper we introduce and study fused lasso nearly-isotonic signal approximation, which is a combination of fused lasso and generalized nearly-isotonic regression. We show how these three estimators relate to each other, derive…

Statistics Theory · Mathematics 2022-11-22 Vladimir Pastukhov

Due to the rapid innovation of technology and the desire to find and employ biomarkers for neurodegenerative disease, high-dimensional data classification problems are routinely encountered in neuroimaging studies. To avoid over-fitting and…

Machine Learning · Statistics 2018-06-19 Shan Shi , Farouk Nathoo

The high-dimensional rank lasso (hdr lasso) model is an efficient approach to deal with high-dimensional data analysis. It was proposed as a tuning-free robust approach for the high-dimensional regression and was demonstrated to enjoy…

Optimization and Control · Mathematics 2024-04-19 Xiaoning Bai , Qingna Li

When a series of (related) linear models has to be estimated it is often appropriate to combine the different data-sets to construct more efficient estimators. We use $\ell_1$-penalized estimators like the Lasso or the Adaptive Lasso which…

Statistics Theory · Mathematics 2007-12-18 Lukas Meier , Peter Bühlmann

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…

Optimization and Control · Mathematics 2021-04-23 Ning Zhang , Yangjing Zhang , Defeng Sun , Kim-Chuan Toh

Discriminating patients with Alzheimer's disease (AD) from healthy subjects is a crucial task in the research of Alzheimer's disease. The task can be potentially achieved by linear discriminant analysis (LDA), which is one of the most…

Methodology · Statistics 2020-05-05 Yingjie Li , Liangliang Zhang , Tapabrata Maiti

Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…

Methodology · Statistics 2020-09-28 Satyajit Ghosh , Zhiqiang Tan