Related papers: Prediction of daily maximum ozone levels using Las…

Linear prediction (LP) is an ubiquitous analysis method in speech processing. Various studies have focused on sparse LP algorithms by introducing sparsity constraints into the LP framework. Sparse LP has been shown to be effective in…

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the L0-norm in the penalty) and ensemble methods (e.g., random forests). Although sparse methods typically yield…

Air pollution constitutes a global problem of paramount importance that affects not only human health, but also the environment. The existence of spatial and temporal data regarding the concentrations of pollutants is crucial for performing…

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…

With their continued increase in coverage and quality, data collected from personal air quality monitors has become an increasingly valuable tool to complement existing public health monitoring systems over urban areas. However, the…

Timely alerts about hazardous air pollutants are crucial for public health. However, existing forecasting models often overlook key factors like baseline parameters and missing data, limiting their accuracy. This study introduces a hybrid…

High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…

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…

We present a simple framework to easily pre-select the most essential data for accurately forecasting the concentration of the pollutant PM$_{10}$, based on pollutants observations for the years 2002 until 2006 in the metropolitan region of…

Airborne particulate matter (PM2.5) is a major public health concern in urban environments, where population density and emission sources exacerbate exposure risks. We present a novel Bayesian spatiotemporal fusion model to estimate monthly…

Atmospheric ozone is a crucial absorber of solar radiation and an important greenhouse gas. However, most climate models participating in the Coupled Model Intercomparison Project (CMIP) still lack an interactive representation of ozone due…

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

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 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…

The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…

Accurate prediction of user consumption is a key part not only in understanding consumer flexibility and behavior patterns, but in the design of robust and efficient energy saving programs as well. Existing prediction methods usually have…

Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…

Tropospheric ozone (O3) is a greenhouse gas which can absorb heat and make the weather even hotter during extreme heatwaves. Besides, it is an influential ground-level air pollutant which can severely damage the environment. Thus evaluating…

By treating intervals as inseparable sets, this paper proposes sparse machine learning regressions for high-dimensional interval-valued time series. With LASSO or adaptive LASSO techniques, we develop a penalized minimum distance…