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Signal estimation from incomplete observations improves as more signal structure can be exploited in the inference process. Classic algorithms (e.g., Kalman filtering) have exploited strong dynamic structure for time-varying signals while…

Statistics Theory · Mathematics 2015-07-23 Adam S. Charles , Christopher J. Rozell

The Lasso is a method for high-dimensional regression, which is now commonly used when the number of covariates $p$ is of the same order or larger than the number of observations $n$. Classical asymptotic normality theory does not apply to…

Statistics Theory · Mathematics 2023-09-20 Michael Celentano , Andrea Montanari , Yuting Wei

The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO…

Statistics Theory · Mathematics 2016-07-05 Rakshith Jagannath , Neelesh S Upadhye

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Methodology · Statistics 2013-11-25 Guang Cheng , Hao Helen Zhang , Zuofeng Shang

This paper provides a variational analysis of the unconstrained formulation of the LASSO problem, ubiquitous in statistical learning, signal processing, and inverse problems. In particular, we establish smoothness results for the optimal…

Optimization and Control · Mathematics 2023-06-16 Aaron Berk , Simone Brugiapaglia , Tim Hoheisel

A well-know drawback of l_1-penalized estimators is the systematic shrinkage of the large coefficients towards zero. A simple remedy is to treat Lasso as a model-selection procedure and to perform a second refitting step on the selected…

Statistics Theory · Mathematics 2018-11-13 Evgenii Chzhen , Mohamed Hebiri , Joseph Salmon

High-dimensional linear regression is a fundamental tool in modern statistics, particularly when the number of predictors exceeds the sample size. The classical Lasso, which relies on the squared loss, performs well under Gaussian noise…

Methodology · Statistics 2025-06-10 The Tien Mai

Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…

Methodology · Statistics 2018-06-19 X. Jessie Jeng , Huimin Peng , Wenbin Lu

Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…

Information Theory · Computer Science 2009-03-31 Lianlin Li , Fang Li

Network reconstruction is important to the understanding and control of collective dynamics in complex systems. Most real networks exhibit sparsely connected properties, and the connection parameter is a signal (0 or 1). Well-known…

Physics and Society · Physics 2025-09-03 Lei Shi , Jie Hu , Libin Jin , Chen Shen , Huaiyu Tan , Dalei Yu

This paper develops a theory for group Lasso using a concept called strong group sparsity. Our result shows that group Lasso is superior to standard Lasso for strongly group-sparse signals. This provides a convincing theoretical…

Machine Learning · Statistics 2009-03-17 Junzhou Huang , Tong Zhang

In this paper, we consider a squared $L_1/L_2$ regularized model for sparse signal recovery from noisy measurements. We first establish the existence of optimal solutions to the model under mild conditions. Next, we propose a proximal…

Optimization and Control · Mathematics 2025-11-10 Na Zhang , Hong Chen , Qia Li , Junpeng Zhou

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

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…

Methodology · Statistics 2022-09-27 Hanzhong Liu , Fuyi Tu , Wei Ma

Modulo sampling is a promising technology to preserve amplitude information that exceeds the observable range of analog-to-digital converters during the digitization of analog signals. Since conventional methods typically reconstruct the…

Signal Processing · Electrical Eng. & Systems 2026-02-19 Haruka Kobayashi , Ryo Hayakawa

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many…

Information Theory · Computer Science 2015-03-13 Ignacio Ramirez , Guillermo Sapiro

The lasso has become an important practical tool for high dimensional regression as well as the object of intense theoretical investigation. But despite the availability of efficient algorithms, the lasso remains computationally demanding…

Statistics Theory · Mathematics 2009-11-23 Christopher Genovese , Jiashun Jin , Larry Wasserman

Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…

Methodology · Statistics 2024-11-15 Ke Zhu , Hanzhong Liu , Yuehan Yang

Optimization-based problems have become of great interest for signal approximation purposes, as they achieved good accuracy results while being extremely flexible and versatile. In this work, we put our focus on the context of periodic…

Optimization and Control · Mathematics 2021-11-30 Adrian Jarret

We develop results for the use of Lasso and Post-Lasso methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments, $p$. Our results apply even when $p$ is much…

Methodology · Statistics 2017-10-05 Alexandre Belloni , Daniel Chen , Victor Chernozhukov , Christian Hansen