相关论文: The Generalized Elastic Net for least squares regr…
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…
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…
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…
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…
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…
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…
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…
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…
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)…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…