Related papers: Ultrahigh Dimensional Variable Selection for Mappi…
In genomic studies, identifying biomarkers associated with a variable of interest is a major concern in biomedical research. Regularized approaches are classically used to perform variable selection in high-dimensional linear models.…
Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…
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 covariance parameters for multivariate spatial Gaussian random fields is computationally challenging, as the number of parameters grows rapidly with the number of variables, and likelihood evaluation requires operations of order…
Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatial and temporal resolution. However, stochastic wind speed…
We describe an improved statistical downscaling method for Earth science applications using multivariate Basis Graphical Lasso (BGL). We demonstrate our method using a case study of sea surface temperature (SST) projections from CMIP6 Earth…
It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…
Bayesian optimization (BO) is a leading method for optimizing expensive black-box optimization and has been successfully applied across various scenarios. However, BO suffers from the curse of dimensionality, making it challenging to scale…
Multiple imputation (MI) is a popular method for handling missing data. Auxiliary variables can be added to the imputation model(s) to improve MI estimates. However, the choice of which auxiliary variables to include in the imputation model…
Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…
In many autonomous mapping tasks, the maps cannot be accurately constructed due to various reasons such as sparse, noisy, and partial sensor measurements. We propose a novel map prediction method built upon the recent success of Low-Rank…
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by…
We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…
Feature selection is a crucial step in machine learning, especially for high-dimensional datasets, where irrelevant and redundant features can degrade model performance and increase computational costs. This paper proposes a novel…
The LASSO is a recent technique for variable selection in the regression model \bean y & = & X\beta + z, \eean where $X\in \R^{n\times p}$ and $z$ is a centered gaussian i.i.d. noise vector $\mathcal N(0,\sigma^2I)$. The LASSO has been…
Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…
The Least Absolute Shrinkage and Selection Operator (LASSO) has gained attention in a wide class of continuous parametric estimation problems with promising results. It has been a subject of research for more than a decade. Due to the…
This article presents an analysis of current state-of-the-art sensors and how these sensors work with several mapping algorithms for UAV (Unmanned Aerial Vehicle) applications, focusing on low-altitude and high-speed scenarios. A new…
We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…