Related papers: Signal Lasso with Non-Convex Penalties for Efficie…
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…
Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…
The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…
We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…
We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…
We propose a convex formulation of the fused lasso signal approximation problem consisting of non-convex penalty functions. The fused lasso signal model aims to estimate a sparse piecewise constant signal from a noisy observation.…
Graphical models are frequently used to explore networks, such as genetic networks, among a set of variables. This is usually carried out via exploring the sparsity of the precision matrix of the variables under consideration. Penalized…
The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…
Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…
Many recent developments in the high-dimensional statistical time series literature have centered around time-dependent applications that can be adapted to regularized least squares. Of particular interest is the lasso, which both serves to…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from…
Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
The Lasso is a very well known penalized regression model, which adds an $L_{1}$ penalty with parameter $\lambda_{1}$ on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an $L_{1}$…
The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…
In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…
We propose a new algorithm for estimating NARMAX models with $L_1$ regularization for models represented as a linear combination of basis functions. Due to the $L_1$-norm penalty the Lasso estimation tends to produce some coefficients that…
For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…
Signal reconstruction in compressive sensing involves finding a sparse solution that satisfies a set of linear constraints. Several approaches to this problem have been considered in existing reconstruction algorithms. They each provide a…