A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
The fused lasso is analyzed for high-dimensional piecewise-constant regression coefficients.
problem Estimation of high-dimensional piecewise-constant regression coefficients.
method Formulated a restricted isometry condition for the fused lasso estimator and derived estimation bounds.
result The estimation error can be dominated by either the lasso or the fused lasso rate, depending on the number of non-zero coefficients and piece-wise constant segments.
We study the property of the Fused Lasso Signal Approximator (FLSA) for estimating a blocky signal sequence with additive noise. We transform the FLSA to an ordinary Lasso problem. By studying the property of the design matrix in the transformed Lasso problem, we find that the irrepresentable condition might not hold, …
We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the longitudinal problem, with adaptively selected change points (break points). We present an…
We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to decompose the graph into a set of trails which can then each be solved efficientl…
We consider the problem of predicting an outcome variable using p covariates that are measured on n independent observations, in the setting in which flexible and interpretable fits are desirable. We propose the fused lasso additive model (FLAM), in which each additive function is estimated to be piecewise constant…
The fused lasso penalizes a loss function by the L1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed in…
The solution path of the 1D fused lasso for an n-dimensional input is piecewise linear with O(n) segments (Hoefling et al. 2010 and Tibshirani et al 2011). 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 wei…
All knots are fused isotopic to the unknot via a process known as virtualization. We extend and adapt this process to show that, up to fused isotopy, classical links are classified by their linking numbers.
We provide a comparative study of several widely used off-policy estimators (Empirical Average, Basic Importance Sampling and Normalized Importance Sampling), detailing the different regimes where they are individually suboptimal. We then exhibit properties optimal estimators should possess. In the case where examples …
Method estimates heterogeneous causal effects on networks using orthogonal learning.
problem Challenges in estimating causal effects on networks due to treatment effects on both treated and neighbors, and network homophily.
method Two-stage orthogonal learning framework: first stage uses graph neural networks for nuisance components, second stage residualizes and interpretable attention-based model for causal effects.
result Improves heterogeneous effect estimation and supports interpretable analyses.
In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to changes in these model parameters. This change point detection and estimation pr…
New framework models complex spatial data with basis functions and graphical vectors.
problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.
Double machine learning provides n-consistent estimates of parameters of interest even when high-dimensional or nonparametric nuisance parameters are estimated at an n−1/4 rate. The key is to employ Neyman-orthogonal moment equations which are first-order insensitive to perturbations in the nuisance param…
We construct the complete invariant for fused links. It is proved that the set of equivalence classes of n-component fused links is in one-to-one correspondence with the set of elements of the abelization UVPn/UVPn′ up to conjugation by the elements from the symmetric group Sn<UVBn.
We consider the problem of jointly estimating multiple inverse covariance matrices from high-dimensional data consisting of distinct classes. An ℓ2-penalized maximum likelihood approach is employed. The suggested approach is flexible and generic, incorporating several other ℓ2-penalized estimators as specia…
The Lasso is a very well known penalized regression model, which adds an L1 penalty with parameter λ1 on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an L1 penalty with parameter λ2 on the difference of neighboring coefficients, assuming the…
In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain networks of Alzheimer's disease using neuroimaging data. Specifically, we may wish to e…
Multi-view clustering is an important yet challenging task due to the difficulty of integrating the information from multiple representations. Most existing multi-view clustering methods explore the heterogeneous information in the space where the data points lie. Such common practice may cause significant information …
Four constructions of constant mean curvature (CMC) hypersurfaces in the (n+1)-sphere are given, which should be considered analogues of `classical' constructions that are possible for CMC hypersurfaces in Euclidean space. First, Delaunay-like hypersurfaces, consisting roughly of a chain of hyperspheres winding multipl…
This short paper describes our solution to the 2018 IEEE World Congress on Computational Intelligence One-Minute Gradual-Emotional Behavior Challenge, whose goal was to estimate continuous arousal and valence values from short videos. We designed four base regression models using visual and audio features, and then use…