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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…

Methodology · Statistics 2022-01-11 Rahul Mazumder , Peter Radchenko , Antoine Dedieu

We investigate the computational requirements for all-sky, all-frequency searches for gravitational waves from spinning neutron stars, using archived data from interferometric gravitational wave detectors such as LIGO. These sources are…

General Relativity and Quantum Cosmology · Physics 2011-05-05 Patrick R. Brady , Teviet Creighton , Curt Cutler , Bernard F. Schutz

In statistics, the least absolute shrinkage and selection operator (Lasso) is a regression method that performs both variable selection and regularization. There is a lot of literature available, discussing the statistical properties of the…

Computation · Statistics 2023-03-08 Yujie Zhao , Xiaoming Huo

We present the data reduction software and the distribution of Level 1 and Level 2 products of the Stratospheric Terahertz Observatory 2 (STO2). STO2, a balloon-borne Terahertz telescope, surveyed star-forming regions and the Galactic plane…

Instrumentation and Methods for Astrophysics · Physics 2020-09-03 Young Min Seo , Paul F. Goldsmith , Volker Tolls , Russell Shipman , Craig Kulesa , William Peters , Christopher Walker , Gary Melnick

The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…

Information Theory · Computer Science 2012-05-10 Anastasios Kyrillidis , Volkan Cevher

A scheme for estimating atmospheric parameters T$_{eff}$, log$~g$, and [Fe/H] is proposed on the basis of Least Absolute Shrinkage and Selection Operator (LASSO) algorithm and Haar wavelet. The proposed scheme consists of three processes. A…

Solar and Stellar Astrophysics · Physics 2015-08-04 Yu Lu , Xiangru Li

The Lasso is a prominent algorithm for variable selection. However, its instability in the presence of correlated variables in the high-dimensional setting is well-documented. Although previous research has attempted to address this issue…

Methodology · Statistics 2025-05-28 Mahdi Nouraie , Connor Smith , Samuel Muller

It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…

Statistics Theory · Mathematics 2023-06-01 Angelina Roche

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…

Applications · Statistics 2016-09-09 Benjamin R. Fitzpatrick , David W. Lamb , Kerrie Mengersen

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

The problem of signal detection using a flexible and general model is considered. Due to applicability and flexibility of sparse signal representation and approximation, it has attracted a lot of attention in many signal processing areas.…

Information Theory · Computer Science 2016-02-17 Mohsen Joneidi , Parvin Ahmadi , Mostafa Sadeghi , Nazanin Rahnavard

Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial…

Machine Learning · Computer Science 2025-09-15 Boya Ma , Abram Magner , Maxwell McNeil , Petko Bogdanov

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…

Methodology · Statistics 2010-06-08 X. Jessie Jeng And Z. John Daye

A new method of frequency analysis is presented in detail. This new method - Variable Sine Algorithmic Analysis, (VSAA) - is based on a single variable sine function and it is powered by the simplex algorithm. It is used in cases of…

Astrophysics · Physics 2007-09-21 S. Tsantilas , H. Rovithis-Livaniou

We study the problem of localizing multiple sources of forced oscillations (FOs) and estimating their characteristics, such as frequency, phase, and amplitude, using noisy PMU measurements. For each source location, we model the input…

Applications · Statistics 2022-01-21 Rajasekhar Anguluri , Nima Taghipourbazargani , Oliver Kosut , Lalitha Sankar

The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many…

Methodology · Statistics 2026-04-29 Guo Liu

The detection of quasi-periodic sources of gravitational waves requires the accumulation of signal-to-noise over long observation times. If not removed, Earth-motion induced Doppler modulations, and intrinsic variations of the…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Patrick R Brady , Teviet Creighton

Advanced LIGO and Advanced Virgo ground-based interferometers are instruments capable to detect gravitational wave signals exploiting advanced laser interferometry techniques. The underlying data analysis task consists in identifying…

General Relativity and Quantum Cosmology · Physics 2023-12-19 Francesco Pio Barone , Daniele Dell'Aquila , Marco Russo

The least-absolute shrinkage and selection operator (LASSO) is a regularization technique for estimating sparse signals of interest emerging in various applications and can be efficiently solved via the alternating direction method of…

Information Theory · Computer Science 2022-08-25 Huiyue Yi , Yan Xu , Wuxiong Zhang , Hui Xu

In this paper we focus on the empirical variable-selection peformance of subsample-ordered least angle regression (Solar) -- a novel ultrahigh dimensional redesign of lasso -- on the empirical data with complicated dependence structures…

Machine Learning · Statistics 2020-12-17 Ning Xu , Timothy C. G. Fisher , Jian Hong