相关论文: The composite absolute penalties family for groupe…

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has…

In this paper, we propose a framework for automatic classification of patients from multimodal genetic and brain imaging data by optimally combining them. Additive models with unadapted penalties (such as the classical group lasso penalty…

We study estimators with generalized lasso penalties within the computational sufficiency framework introduced by Vu (2018, arXiv:1807.05985). By representing these penalties as support functions of zonotopes and more generally Minkowski…

Group lasso is a commonly used regularization method in statistical learning in which parameters are eliminated from the model according to predefined groups. However, when the groups overlap, optimizing the group lasso penalized objective…

In high-dimensional model selection problems, penalized simple least-square approaches have been extensively used. This paper addresses the question of both robustness and efficiency of penalized model selection methods, and proposes a…

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…

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…

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…

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

The construction of coherent prediction models holds great importance in medical research as such models enable health researchers to gain deeper insights into disease epidemiology and clinicians to identify patients at higher risk of…

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional…

Reinforcement Learning (RL) agents in the real world must satisfy safety constraints in addition to maximizing a reward objective. Model-based RL algorithms hold promise for reducing unsafe real-world actions: they may synthesize policies…

Predicting clinical variables from whole-brain neuroimages is a high dimensional problem that requires some type of feature selection or extraction. Penalized regression is a popular embedded feature selection method for high dimensional…