Related papers: Simultaneous Signal Subspace Rank and Model Select…
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…
In the high-dimensional regression model a response variable is linearly related to $p$ covariates, but the sample size $n$ is smaller than $p$. We assume that only a small subset of covariates is `active' (i.e., the corresponding…
We investigate multiple testing and variable selection using the Least Angle Regression (LARS) algorithm in high dimensions under the assumption of Gaussian noise. LARS is known to produce a piecewise affine solution path with change points…
Super-resolution of pointwise sources is of utmost importance in various areas of imaging sciences. Specific instances of this problem arise in single molecule fluorescence, spike sorting in neuroscience, astrophysical imaging, radar…
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…
This paper presents a novel efficient method for gridless line spectrum estimation problem with single snapshot, namely the gradient descent least squares (GDLS) method. Conventional single snapshot (a.k.a. single measure vector or SMV)…
Cellwise contamination remains a challenging problem for data scientists, particularly in research fields that require the selection of sparse features. Traditional robust methods may not be feasible nor efficient in dealing with such…
This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…
We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step. Our algorithm, the Lass-0 ("Lass-zero"), uses a computationally efficient stepwise search to…
Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…
The range to which the Laser Interferometer Gravitational-Wave Observatory (LIGO) can observe astrophysical systems varies over time, limited by noise in the instruments and their environments. Identifying and removing the sources of noise…
We present a method to characterize the noise in ground-based gravitational-wave observatories such as the Laser Gravitational-Wave Observatory (LIGO). This method uses linear regression algorithms such as the least absolute shrinkage and…
A novel method for robust estimation, called Graph-Cut RANSAC, GC-RANSAC in short, is introduced. To separate inliers and outliers, it runs the graph-cut algorithm in the local optimization (LO) step which is applied when a so-far-the-best…
Least angle regression (LARS) by Efron et al. (2004) is a novel method for constructing the piece-wise linear path of Lasso solutions. For several years, it remained also as the de facto method for computing the Lasso solution before more…
We revisit the problem of finding the shortest path between two selected vertices of a graph and formulate this as an $\ell_1$-regularized regression -- Least Absolute Shrinkage and Selection Operator (lasso). We draw connections between a…
Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…
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…
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 study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…
We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…