Related papers: Direction of arrival estimation using robust compl…
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…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…
Recently, network lasso has drawn many attentions due to its remarkable performance on simultaneous clustering and optimization. However, it usually suffers from the imperfect data (noise, missing values etc), and yields sub-optimal…
We investigate the relation of two fundamental tools in machine learning and signal processing, that is the support vector machine (SVM) for classification, and the Lasso technique used in regression. We show that the resulting optimization…
The goal of this paper is to contrast and survey the major advances in two of the most commonly used high-dimensional techniques, namely, the Lasso and horseshoe regularization. Lasso is a gold standard for predictor selection while…
The lasso is a popular tool for sparse linear regression, especially for problems in which the number of variables p exceeds the number of observations n. But when p>n, the lasso criterion is not strictly convex, and hence it may not have a…
Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…
Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…
We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR)…
The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…
We propose a novel approach to elicit the weight of a potentially non-stationary regressor in the consistent and oracle-efficient estimation of autoregressive models using the adaptive Lasso. The enhanced weight builds on a statistic that…
In recent years, there is a growing interest in combining techniques attributed to the areas of Statistics and Machine Learning in order to obtain the benefits of both approaches. In this article, the statistical technique lasso for…
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…
This paper presents a novel method for estimating the direction of arrival (DOA) for a non-uniform and sparse linear sensor array using the weighted lifted structure low-rank matrix completion. The proposed method uses a single snapshot…
A robust and sparse Direction of Arrival (DOA) estimator is derived for array data that follows a Complex Elliptically Symmetric (CES) distribution with zero-mean and finite second-order moments. The derivation allows to choose the loss…
The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…
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…
This paper proposes design techniques for partially-calibrated sparse linear subarrays and algorithms to perform direction-of-arrival (DOA) estimation. First, we introduce array architectures that incorporate two distinct array categories,…
Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…