نتایج جستجو برای: روش انقباضی lasso

تعداد نتایج: 374444  

2016
Nickolai V. Vysokov John-Paul Silva Vera G. Lelianova Claudia Ho Mustafa B. Djamgoz Alexander G. Tonevitsky Yuri A. Ushkaryov

Teneurins are large cell-surface receptors involved in axon guidance. Teneurin-2 (also known as latrophilin-1-associated synaptic surface organizer (Lasso)) interacts across the synaptic cleft with presynaptic latrophilin-1, an adhesion G-protein-coupled receptor that participates in regulating neurotransmitter release. Lasso-latrophilin-1 interaction mediates synapse formation and calcium sign...

Journal: :CoRR 2018
José Bento Surjyendu Ray

The solution path of the 1D fused lasso for an ndimensional input is piecewise linear with O(n) segments [1], [2]. However, existing proofs of this bound do not hold for the weighted fused lasso. At the same time, results for the generalized lasso, of which the weighted fused lasso is a special case, allow Ω(3) segments [3]. In this paper, we prove that the number of segments in the solution pa...

Journal: :Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2010
Fengrong Wei Jian Huang

In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the group Lasso in high-dimensional settings when the number of groups exceeds the sample size. We provide sufficient conditions under which the group Lasso selec...

Journal: :EURASIP J. Adv. Sig. Proc. 2011
Jun Zhang Yuanqing Li Zhu Liang Yu Zhenghui Gu

Parameterized quadratic programming (Lasso) is a powerful tool for the recovery of sparse signals based on underdetermined observations contaminated by noise. In this paper, we study the problem of simultaneous sparsity pattern recovery and approximation recovery based on the Lasso. An extended Lasso method is proposed with the following main contributions: (1) we analyze the recovery accuracy ...

Journal: :Statistics and Computing 2015
Yi Yang Hui Zou

This paper concerns a class of group-lasso learning problems where the objective function is the sum of an empirical loss and the group-lasso penalty. For a class of loss function satisfying a quadratic majorization condition, we derive a unified algorithm called groupwisemajorization-descent (GMD) for efficiently computing the solution paths of the corresponding group-lasso penalized learning ...

2009
Sanghee Cho Antony Joseph Kyoung Hee Kim

5 The LASSO 9 5.1 Performance of Lasso estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 5.2 “Normal equations” for the LASSO solutions. . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 5.3 Facts about Lasso solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 This short document presents the Dantzig Selector, first introd...

2015
Bala Rajaratnam Steven Roberts Doug Sparks Onkar Dalal

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero (i.e., the solution is sparse). Moreover, statistical properties of high-dimensional lasso estimators are often proved under the assumption that the correlation between the predictors is bounded. In this vein, coordinatewise methods, the most ...

Journal: :Statistica Sinica 2012
Noah Simon Robert Tibshirani

We re-examine the original Group Lasso paper of Yuan and Lin (2007). The form of penalty in that paper seems to be designed for problems with uncorrelated features, but the statistical community has adopted it for general problems with correlated features. We show that for this general situation, a Group Lasso with a different choice of penalty matrix is generally more effective. We give insigh...

2007
Hansheng WANG Guodong LI Guohua JIANG

The least absolute deviation (LAD) regression is a useful method for robust regression, and the least absolute shrinkage and selection operator (lasso) is a popular choice for shrinkage estimation and variable selection. In this article we combine these two classical ideas together to produce LAD-lasso. Compared with the LAD regression, LAD-lasso can do parameter estimation and variable selecti...

2016
Hanzhong Liu Bin Yu

Abstract: We study the asymptotic properties of Lasso+mLS and Lasso+ Ridge under the sparse high-dimensional linear regression model: Lasso selecting predictors and then modified Least Squares (mLS) or Ridge estimating their coefficients. First, we propose a valid inference procedure for parameter estimation based on parametric residual bootstrap after Lasso+ mLS and Lasso+Ridge. Second, we der...

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