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The elastic net penalty is frequently employed in high-dimensional statistics for parameter regression and variable selection. It is particularly beneficial compared to lasso when the number of predictors greatly surpasses the number of…

机器学习 · 统计学 2024-12-06 Yanyun Ding , Zhenghua Yao , Peili Li , Yunhai Xiao

The Transfer Elastic Net is an estimation method for linear regression models that combines $\ell_1$ and $\ell_2$ norm penalties to facilitate knowledge transfer. In this study, we derive a non-asymptotic $\ell_2$ norm estimation error…

机器学习 · 统计学 2026-03-17 Yui Tomo

While many existing graph neural networks (GNNs) have been proven to perform $\ell_2$-based graph smoothing that enforces smoothness globally, in this work we aim to further enhance the local smoothness adaptivity of GNNs via $\ell_1$-based…

机器学习 · 计算机科学 2021-07-16 Xiaorui Liu , Wei Jin , Yao Ma , Yaxin Li , Hua Liu , Yiqi Wang , Ming Yan , Jiliang Tang

The elastic-net is among the most widely used types of regularization algorithms, commonly associated with the problem of supervised generalized linear model estimation via penalized maximum likelihood. Its nice properties originate from a…

机器学习 · 统计学 2020-10-05 Juan C. Laria , Line H. Clemmensen , Bjarne K. Ersbøll

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

机器学习 · 计算机科学 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

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…

统计方法学 · 统计学 2021-02-02 Davide Bernardini , Sandra Paterlini , Emanuele Taufer

We propose a new 2-stage procedure that relies on the elastic net penalty to estimate a network based on partial correlations when data are heavy-tailed. The new estimator allows to consider the lasso penalty as a special case. Using Monte…

统计方法学 · 统计学 2021-08-25 Davide Bernardini , Sandra Paterlini , Emanuele Taufer

We introduce Renet, a principled generalization of the Relaxed Lasso to the Elastic Net family of estimators. While, on the one hand, $\ell_1$-regularization is a standard tool for variable selection in high-dimensional regimes and, on the…

统计方法学 · 统计学 2026-02-12 Albert Dorador

We consider estimation of undirected Gaussian graphical models and inverse covariances in high-dimensional scenarios by penalizing the corresponding precision matrix. While single $L_1$ (Graphical Lasso) and $L_2$ (Graphical Ridge)…

统计方法学 · 统计学 2021-01-07 Solt Kovács , Tobias Ruckstuhl , Helena Obrist , Peter Bühlmann

In generalized linear regression problems with an abundant number of features, lasso-type regularization which imposes an $\ell^1$-constraint on the regression coefficients has become a widely established technique. Deficiencies of the…

应用统计 · 统计学 2010-11-11 Martin Slawski , Wolfgang zu Castell , Gerhard Tutz

Imposition of a lasso penalty shrinks parameter estimates toward zero and performs continuous model selection. Lasso penalized regression is capable of handling linear regression problems where the number of predictors far exceeds the…

应用统计 · 统计学 2008-12-18 Tong Tong Wu , Kenneth Lange

We propose a method for estimating coefficients in multivariate regression when there is a clustering structure to the response variables. The proposed method includes a fusion penalty, to shrink the difference in fitted values from…

机器学习 · 统计学 2018-03-28 Bradley S. Price , Ben Sherwood

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

统计理论 · 数学 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

统计理论 · 数学 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this…

统计方法学 · 统计学 2019-11-18 Luigi Augugliaro , Antonino Abbruzzo , Veronica Vinciotti

The `Signal plus Noise' model for nonparametric regression can be extended to the case of observations taken at the vertices of a graph. This model includes many familiar regression problems. This article discusses the use of the edges of a…

统计方法学 · 统计学 2009-11-11 Arne Kovac , Andrew D. A. C. Smith

Penalized generalized estimating equations with Elastic Net or L2-Smoothly Clipped Absolute Deviation penalization are proposed to simultaneously select the most important variables and estimate their effects for longitudinal Gaussian data…

统计方法学 · 统计学 2012-11-26 Adriaan Blommaert , Niel Hens , Philippe Beutels

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using $\ell_1$-penalization methods. We propose and study the following method. We combine a multiple…

机器学习 · 统计学 2012-01-11 Shuheng Zhou , Philipp Rutimann , Min Xu , Peter Buhlmann

Structure learning in random fields has attracted considerable attention due to its difficulty and importance in areas such as remote sensing, computational biology, natural language processing, protein networks, and social network…

其他统计学 · 统计学 2011-11-03 Mihai Cucuringu , Jesus Puente , David Shue

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

统计理论 · 数学 2013-09-20 Irène Gannaz
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