Related papers: Prediction bounds for higher order total variation…

We study trend filtering, a recently proposed tool of Kim et al. [SIAM Rev. 51 (2009) 339-360] for nonparametric regression. The trend filtering estimate is defined as the minimizer of a penalized least squares criterion, in which the…

We extend the notion of trend filtering to tensors by considering the $k^{\rm th}$-order Vitali variation, a discretized version of the integral of the absolute value of the $k^{\rm th}$-order total derivative. We prove adaptive…

We study logistic regression with total variation penalty on the canonical parameter and show that the resulting estimator satisfies a sharp oracle inequality: the excess risk of the estimator is adaptive to the number of jumps of the…

We study trend filtering, a relatively recent method for univariate nonparametric regression. For a given positive integer $r$, the $r$-th order trend filtering estimator is defined as the minimizer of the sum of squared errors when we…

We generalize to tree graphs obtained by connecting path graphs an oracle result obtained for the Fused Lasso over the path graph. Moreover we show that it is possible to substitute in the oracle inequality the minimum of the distances…

We propose a novel $\ell_1+\ell_2$-penalty, which we refer to as the Generalized Elastic Net, for regression problems where the feature vectors are indexed by vertices of a given graph and the true signal is believed to be smooth or…

Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan, Hebiri and Lederer (2017). We then extend the theory to the square root…

This paper considers the penalized least squares estimator with arbitrary convex penalty. When the observation noise is Gaussian, we show that the prediction error is a subgaussian random variable concentrated around its median. We apply…

We consider both $\ell _{0}$-penalized and $\ell _{0}$-constrained quantile regression estimators. For the $\ell _{0}$-penalized estimator, we derive an exponential inequality on the tail probability of excess quantile prediction risk and…

Penalized least squares estimation is a popular technique in high-dimensional statistics. It includes such methods as the LASSO, the group LASSO, and the nuclear norm penalized least squares. The existing theory of these methods is not…

This paper studies oracle properties of $\ell_1$-penalized least squares in nonparametric regression setting with random design. We show that the penalized least squares estimator satisfies sparsity oracle inequalities, i.e., bounds in…

In this paper, we propose Total Variation Regularized Tensor-on-scalar Regression(TVTR), a novel method for estimating the association between a tensor outcome (a one dimensional or multidimensional array) and scalar predictors. While the…

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear…

In this study, we consider unsupervised clustering of categorical vectors that can be of different size using mixture. We use likelihood maximization to estimate the parameters of the underlying mixture model and a penalization technique to…

A data filtering method for cluster analysis is proposed, based on minimizing a least squares function with a weighted $\ell_0$-norm penalty. To overcome the discontinuity of the objective function, smooth non-convex functions are employed…

We study quantile trend filtering, a recently proposed method for nonparametric quantile regression with the goal of generalizing existing risk bounds known for the usual trend filtering estimators which perform mean regression. We study…

We study methods for aggregating pairwise comparison data in order to estimate outcome probabilities for future comparisons among a collection of n items. Working within a flexible framework that imposes only a form of strong stochastic…

Assume one observes independent categorical variables or, equivalently, one observes the corresponding multinomial variables. Estimating the distribution of the observed sequence amounts to estimating the expectation of the multinomial…

In this paper, we aim to give a theoretical approximation for the penalty level of $\ell_{1}$-regularization problems. This can save much time in practice compared with the traditional methods, such as cross-validation. To achieve this…

We study transfer learning for estimating piecewise-constant signals when source data, which may be relevant but disparate, are available in addition to the target data. We first investigate transfer learning estimators that respectively…