Related papers: Lasso and elastic nets by orthants

We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…

This work proposes a unified framework for efficient estimation under latent space modeling of heterogeneous networks. We consider a class of latent space models that decompose latent vectors into shared and network-specific components…

We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…

Dynamic networks are used in a variety of fields to represent the structure and evolution of the relationships between entities. We present a model which embeds longitudinal network data as trajectories in a latent Euclidean space. A Markov…

We give a novel algorithm for enumerating lattice points in any convex body, and give applications to several classic lattice problems, including the Shortest and Closest Vector Problems (SVP and CVP, respectively) and Integer Programming…

Latent space models are popular for analyzing dynamic network data. We propose a variational approach to estimate the model parameters as well as the latent positions of the nodes in the network. The variational approach is much faster than…

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted…

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…

We consider the linear regression problem. We propose the S-Lasso procedure to estimate the unknown regression parameters. This estimator enjoys sparsity of the representation while taking into account correlation between successive…

We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…

Biological networks often change under different environmental and genetic conditions. Understanding how these networks change becomes an important problem in biological studies. In this paper, we model the network change as the difference…

Consider lattice paths in Z^2 taking unit steps north (N) and east (E). Fix positive integers r,s and put an equivalence relation on points of Z^2 by letting v,w be equivalent if v - w = m (r,s) for some m in Z. Call a lattice path valid if…

Visual odometry algorithms tend to degrade when facing low-textured scenes -from e.g. human-made environments-, where it is often difficult to find a sufficient number of point features. Alternative geometrical visual cues, such as lines,…

We apply network Lasso to semi-supervised regression problems involving network structured data. This approach lends quite naturally to highly scalable learning algorithms in the form of message passing over an empirical graph which…

In the context of undirected Gaussian graphical models, we introduce three estimators based on elastic net penalty for the underlying dependence graph. Our goal is to estimate the sparse precision matrix, from which to retrieve both the…

When it comes to datasets with a tremendous amount of predictors, variable reduction techniques such as PCA or FA are often used. In this paper, the elastic net, which lies in between the LASSO method and ridge regression, is used as a…

In a polynomial regression model, the divisibility conditions implicit in polynomial hierarchy give way to a natural construction of constraints for the model parameters. We use this principle to derive versions of strong and weak hierarchy…

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

We propose a generalization of the lasso that allows the model coefficients to vary as a function of a general set of modifying variables. These modifiers might be variables such as gender, age or time. The paradigm is quite general, with…

We consider the problem of learning a coefficient vector x_0\in R^N from noisy linear observation y=Ax_0+w \in R^n. In many contexts (ranging from model selection to image processing) it is desirable to construct a sparse estimator x'. In…