Piecewise linear regularized solution paths

DOI10.1214/009053606000001370zbMath1194.62094arXiv0708.2197OpenAlexW2057682568MaRDI QIDQ2642739

Publication date: 4 September 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.2197

zbMATH Keywords

total variation regularization polynomial splines sparsity solution paths

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear inference, regression (62J99) Applications of mathematical programming (90C90)

Related Items (83)

Robust methods for inferring sparse network structures ⋮ Robust sparse regression by modeling noise as a mixture of gaussians ⋮ Generalized methods and solvers for noise removal from piecewise constant signals. I. Background theory ⋮ Generalized methods and solvers for noise removal from piecewise constant signals. II. New methods ⋮ Least angle regression. (With discussion) ⋮ Aggregated hold out for sparse linear regression with a robust loss function ⋮ Piecewise linear solution paths with application to direct weight optimization ⋮ Estimating spatial covariance using penalised likelihood with weightedL₁penalty ⋮ Splines for Financial Volatility ⋮ Structured sparse support vector machine with ordered features ⋮ Moderately clipped Lasso ⋮ The dual and degrees of freedom of linearly constrained generalized Lasso ⋮ Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space ⋮ Adaptive multi-penalty regularization based on a generalized Lasso path ⋮ Forward and backward least angle regression for nonlinear system identification ⋮ A regularization path algorithm for support vector ordinal regression ⋮ Estimating piecewise monotone signals ⋮ A Note on Application of Nesterov’s Method in Solving Lasso-Type Problems ⋮ A doubly sparse approach for group variable selection ⋮ ``FISTA in Banach spaces with adaptive discretisations ⋮ Primal path algorithm for compositional data analysis ⋮ Accelerate the warm-up stage in the Lasso computation via a homotopic approach ⋮ \(L_1\)-penalized fraud detection support vector machines ⋮ Split Bregman method for large scale fused Lasso ⋮ Gene selection and prediction for cancer classification using support vector machines with a reject option ⋮ On the structure of regularization paths for piecewise differentiable regularization terms ⋮ Multi-parametric solution-path algorithm for instance-weighted support vector machines ⋮ LARS-type algorithm for group Lasso ⋮ On the optimality of averaging in distributed statistical learning ⋮ The solution path of the generalized lasso ⋮ Dimension reduction and variable selection in case control studies via regularized likelihood optimization ⋮ Majorization-minimization algorithms for nonsmoothly penalized objective functions ⋮ The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods ⋮ Learning and estimation applications of an online homotopy algorithm for a generalization of the LASSO ⋮ Quadratic approximation on SCAD penalized estimation ⋮ Adaptive piecewise polynomial estimation via trend filtering ⋮ Does modeling lead to more accurate classification? A study of relative efficiency in linear classification ⋮ A sharp nonasymptotic bound and phase diagram of \(L_{1/2}\) regularization ⋮ Optimal computational and statistical rates of convergence for sparse nonconvex learning problems ⋮ DASSO: Connections Between the Dantzig Selector and Lasso ⋮ One-step sparse estimates in nonconcave penalized likelihood models ⋮ Penalized B-spline estimator for regression functions using total variation penalty ⋮ Inference of Genetic Networks from Time Course Expression Data Using Functional Regression with Lasso Penalty ⋮ Approximate penalization path for smoothly clipped absolute deviation ⋮ Uniformly valid confidence sets based on the Lasso ⋮ An ordinary differential equation-based solution path algorithm ⋮ Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors ⋮ Shrinkage and model selection with correlated variables via weighted fusion ⋮ Paths Following Algorithm for Penalized Logistic Regression Using SCAD and MCP ⋮ A simple and efficient algorithm for fused lasso signal approximator with convex loss function ⋮ An efficient algorithm for structured sparse quantile regression ⋮ Financial market forecasting using a two-step kernel learning method for the support vector regression ⋮ Generalized \(\ell_1\)-penalized quantile regression with linear constraints ⋮ Machine learning subsurface flow equations from data ⋮ MM for penalized estimation ⋮ Least angle and \(\ell _{1}\) penalized regression: a review ⋮ Nearly unbiased variable selection under minimax concave penalty ⋮ SVM-Maj: a majorization approach to linear support vector machines with different hinge errors ⋮ Post-Pareto analysis and a new algorithm for the optimal parameter tuning of the elastic net ⋮ Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR ⋮ Estimation of high-dimensional graphical models using regularized score matching ⋮ Estimating the dimension of a model ⋮ A sparse large margin semi-supervised learning method ⋮ A modified local quadratic approximation algorithm for penalized optimization problems ⋮ The structured elastic net for quantile regression and support vector classification ⋮ APPLE: approximate path for penalized likelihood estimators ⋮ Another look at linear programming for feature selection via methods of regularization ⋮ Robust regression for highly corrupted response by shifting outliers ⋮ A Generic Path Algorithm for Regularized Statistical Estimation ⋮ Algorithms for Fitting the Constrained Lasso ⋮ Dynamic Visualization and Fast Computation for Convex Clustering via Algorithmic Regularization ⋮ The Dantzig Selector in Cox's Proportional Hazards Model ⋮ Solution paths of variational regularization methods for inverse problems ⋮ Asymptotic linear expansion of regularized M-estimators ⋮ Robust subset selection ⋮ Sparse regression with output correlation for cardiac ejection fraction estimation ⋮ The composite absolute penalties family for grouped and hierarchical variable selection ⋮ Novel harmonic regularization approach for variable selection in Cox's proportional hazards model ⋮ Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation ⋮ Unnamed Item ⋮ Unnamed Item ⋮ LASSO for streaming data with adaptative filtering ⋮ Regularization of case-specific parameters for robustness and efficiency

Uses Software

Cites Work

This page was built for publication: Piecewise linear regularized solution paths