Related papers: MARS via LASSO
The Highly Adaptive Lasso (HAL) is a nonparametric regression method that achieves almost dimension-free convergence rates under minimal smoothness assumptions, but its implementation can be computationally prohibitive in high dimensions…
We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…
Parametric nonlinear mixed effects models (NLMEs) are now widely used in biometrical studies, especially in pharmacokinetics research and HIV dynamics models, due to, among other aspects, the computational advances achieved during the last…
We propose a new method for model selection and model fitting in multivariate nonparametric regression models, in the framework of smoothing spline ANOVA. The ``COSSO'' is a method of regularization with the penalty functional being the sum…
Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…
We present the Multi-vAlue Rule Set (MARS) model for interpretable classification with feature efficient presentations. MARS introduces a more generalized form of association rules that allows multiple values in a condition. Rules of this…
Few Shot Segmentation aims to segment novel object classes given only a handful of labeled examples, enabling rapid adaptation with minimal supervision. Current literature crucially lacks a selection method that goes beyond visual…
The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computational model. The standard AS algorithm requires a sufficient…
We consider the problem of predicting an outcome variable using $p$ covariates that are measured on $n$ independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive…
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…
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.…
Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…
We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…
We study the multivariate square-root lasso, a method for fitting the multivariate response linear regression model with dependent errors. This estimator minimizes the nuclear norm of the residual matrix plus a convex penalty. Unlike…
Leading methods for support recovery in high-dimensional regression, such as Lasso, have been well-studied and their limitations in the context of correlated design have been characterized with precise incoherence conditions. In this work,…
Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…
We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large. Investigators often use linear multivariate regression to analyze randomized experiments instead of simply reporting the…
The Lasso (Least Absolute Shrinkage and Selection Operator) has been a popular technique for simultaneous linear regression estimation and variable selection. In this paper, we propose a new novel approach for robust Lasso that follows the…
The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the…