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Two-Stage Online Debiased Lasso Estimation and Inference for High-Dimensional Quantile Regression with Streaming Data
In this paper, the authors propose a two-stage online debiased lasso estimation and statistical inference method for high-dimensional quantile...
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Adaptive group Lasso neural network models for functions of few variables and time-dependent data
Learning nonlinear functions from time-varying measurements is always difficult due to the high correlation among observations. This task is more...
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Group LASSO for Change-points in Functional Time Series
Multiple change-points estimation for functional time series is studied in this paper. The change-point problem is first transformed into a...
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Identifying the determinants of lapse rates in life insurance: an automated Lasso approach
Lapse risk is a key risk driver for life and pensions business with a material impact on the cash flow profile and the profitability. The application...
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Smoothing composite proximal gradient algorithm for sparse group Lasso problems with nonsmooth loss functions
In recent years, the sparse and group sparse optimization problem has attracted extensive attention due to its wide applications in statistics,...
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Trace Lasso Regularization for Adaptive Sparse Canonical Correlation Analysis via Manifold Optimization Approach
Canonical correlation analysis (CCA) describes the relationship between two sets of variables by finding a linear combination that maximizes the...
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Penalized Least Square in Sparse Setting with Convex Penalty and Non Gaussian Errors
This paper consider the penalized least squares estimators with convex penalties or regularization norms. We provide sparsity oracle inequalities for...
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A Dual Semismooth Newton Based Augmented Lagrangian Method for Large-Scale Linearly Constrained Sparse Group Square-Root Lasso Problems
Square-root Lasso problems have already be shown to be robust regression problems. Furthermore, square-root regression problems with structured...
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Exact penalty method for knot selection of B-spline regression
This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of...
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Quadratic Growth Conditions and Uniqueness of Optimal Solution to Lasso
In the previous paper Bello-Cruz et al. (J Optim Theory Appl 188:378–401, 2021), we showed that the quadratic growth condition plays a key role in...
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Variable Selection for Generalized Linear Model with Highly Correlated Covariates
The penalized variable selection methods are often used to select the relevant covariates and estimate the unknown regression coefficients...
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Double Penalized Semi-Parametric Signed-Rank Regression with Adaptive LASSO
In this paper, a semi-parametric regression model with an adaptive LASSO penalty imposed on both the linear and the nonlinear components of the mode...
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Oracle inequalities for weighted group lasso in high-dimensional misspecified Cox models
We study the nonasymptotic properties of a general norm penalized estimator, which include Lasso, weighted Lasso, and group Lasso as special cases,...
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Weighted Lasso estimates for sparse logistic regression: non-asymptotic properties with measurement errors
For high-dimensional models with a focus on classification performance, the ℓ 1 -penalized logistic regression is becoming important and popular....
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On Spatio-Temporal Model with Diverging Number of Thresholds and its Applications in Housing Market
Spatio-temporal data analysis is an emerging research area due to the development and application of novel computational techniques allowing for the...
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Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach
This paper proposes a spline mortality model for generating smooth projections of mortality improvement rates. In particular, we follow the...
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Convergent Inexact Penalty Decomposition Methods for Cardinality-Constrained Problems
In this manuscript, we consider the problem of minimizing a smooth function with cardinality constraint, i.e., the constraint requiring that the
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Subgroup Identification with Classification and Regression Tree-Based Algorithms: an Application to the Ball State Adult Fitness Longitudinal Study
Cardiorespiratory fitness (CRF) is not only an objective measure of physical activity, but also a useful diagnostic and prognostic health indicator...
