相关论文: Variable selection using MM algorithms

We tackle the problem of penalty selection of regularization on the basis of the minimum description length (MDL) principle. In particular, we consider that the design space of the penalty function is high-dimensional. In this situation,…

Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

In this paper we consider the problem of segmenting $n$ aligned random sequences of equal length $m$, into a finite number of independent blocks. We propose to use a penalized maximum likelihood criterion to infer simultaneously the number…

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

Variational inference methods for latent variable statistical models have gained popularity because they are relatively fast, can handle large data sets, and have deterministic convergence guarantees. However, in practice it is unclear…

MM (majorization--minimization) algorithms are an increasingly popular tool for solving optimization problems in machine learning and statistical estimation. This article introduces the MM algorithm framework in general and via three…

We consider linear mixed models in which the observations are grouped. A L1-penalization on the fixed effects coefficients of the log-likelihood obtained by considering the random effects as missing values is proposed. A multicycle ECM…

In this paper, we consider a stochastic Model Predictive Control able to account for effects of additive stochastic disturbance with unbounded support, and requiring no restrictive assumption on either independence nor Gaussianity. We…

This paper studies a penalized statistical decision rule for the treatment assignment problem. Consider the setting of a utilitarian policy maker who must use sample data to allocate a binary treatment to members of a population, based on…

Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and,…

Model selection often aims to choose a single model, assuming that the form of the model is correct. However, there may be multiple possible underlying explanatory patterns in a set of predictors that could explain a response. Model…

Establishing a low-dimensional representation of the data leads to efficient data learning strategies. In many cases, the reduced dimension needs to be explicitly stated and estimated from the data. We explore the estimation of dimension in…

Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…

The importance of variable selection for clustering has been recognized for some time, and mixture models are well-established as a statistical approach to clustering. Yet, the literature on variable selection in model-based clustering…

In this article, we propose a penalized clustering method for large scale data with multiple covariates through a functional data approach. In the proposed method, responses and covariates are linked together through nonparametric…