Related papers: Prediction of daily maximum ozone levels using Las…
Modern soil mapping is characterised by the need to interpolate samples of geostatistical response observations and the availability of relatively large numbers of environmental characteristics for consideration as covariates to aid this…
Mexico City tracks ground-level ozone levels to assess compliance with national ambient air quality standards and to prevent environmental health emergencies. Ozone levels show distinct daily patterns, within the city, and over the course…
The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…
Motivated by a large ground-level ozone dataset, we propose a new computationally efficient additive approximate Gaussian process. The proposed method incorporates a computational-complexity-reduction method and a separable covariance…
Poor air quality can have a significant impact on human health. The National Oceanic and Atmospheric Administration (NOAA) air quality forecasting guidance is challenged by the increasing presence of extreme air quality events due to…
Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…
Deep learning is a machine learning approach that produces excellent performance in various applications, including natural language processing, image identification, and forecasting. Deep learning network performance depends on the…
Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts.…
We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…
In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
We analyze the performance of the least absolute shrinkage and selection operator (Lasso) for the linear model when the number of regressors $N$ grows larger keeping the true support size $d$ finite, i.e., the ultra-sparse case. The result…
We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…
High levels of air pollution may seriously affect people's living environment and even endanger their lives. In order to reduce air pollution concentrations, and warn the public before the occurrence of hazardous air pollutants, it is…
Simultaneous inference after model selection is of critical importance to address scientific hypotheses involving a set of parameters. In this paper, we consider high-dimensional linear regression model in which a regularization procedure…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is well known that Lasso can estimate the nonparametric…
This paper presents and discusses forms of estimation by regularized regression and model selection using the LASSO method - Least Absolute Shrinkage and Selection Operator. LASSO is recognized as one of the main supervised learning methods…
Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…
In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…