Related papers: Direction of arrival estimation using robust compl…

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

We propose a fast method for solving compressed sensing, Lasso regression, and Logistic Lasso regression problems that iteratively runs an appropriate solver using an active set approach. We design a strategy to update the active set that…

Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average…

This paper explores the benefit of using some of the machine learning techniques and Big data optimization tools in approximating maximum likelihood (ML) detection of Large Scale MIMO systems. First, large scale MIMO detection problem is…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

In life sciences, the experts generally use empirical knowledge to recode variables, choose interactions and perform selection by classical approach. The aim of this work is to perform automatic learning algorithm for variables selection…

This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…

Estimating the direction of arrival (DOA) of sources is an important problem in aerospace and vehicular communication, localization and radar. In this paper, we consider a challenging multi-source DOA estimation task, where the receiving…

Estimating the directions of arrival (DOAs) of multiple sources from a single snapshot obtained by a coherent antenna array is a well-known problem, which can be addressed by sparse signal reconstruction methods, where the DOAs are…

The least absolute shrinkage and selection operator (Lasso) is widely recognized across various fields of mathematics and engineering. Its variant, the generalized Lasso, finds extensive application in the fields of statistics, machine…

We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

A common sparse linear regression formulation is the l1 regularized least squares, which is also known as least absolute shrinkage and selection operator (LASSO). Approximate message passing (AMP) has been proved to asymptotically achieve…

We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects…

High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of the data space and then applies a…

L1 -penalized regression methods such as the Lasso (Tibshirani 1996) that achieve both variable selection and shrinkage have been very popular. An extension of this method is the Fused Lasso (Tibshirani and Wang 2007), which allows for the…

The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the…

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…