Search results for " LASSO"

L1-Penalized Censored Gaussian Graphical Model

2018

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this estimator theoretically unfounded, even when the assumption of a multivariate Gaussian distribution is satisfied. Typical examples are data generated by polymerase chain reactions and flow cytometer. The combination of censoring and high-dimensionality make inference of the underlying genetic networks from these data very challenging. In this article, we propose an $\ell_1$-penalized Gaussian graphical model for censored data and derive two EM-like algorithm…

Entre l’État et la chefferie simple : le complexe aristocratique de Vix/le mont Lassois

2021

International audience

Cyclic coordinate for penalized Gaussian graphical models with symmetry restriction

2014

In this paper we propose two efficient cyclic coordinate algorithms to estimate structured concentration matrix in penalized Gaussian graphical models. Symmetry restrictions on the concentration matrix are particularly useful to reduce the number of parameters to be estimated and to create specific structured graphs. The penalized Gaussian graphical models are suitable for high-dimensional data.

Tuning parameter selection in LASSO regression

2016

We propose a new method to select the tuning parameter in lasso regression. Unlike the previous proposals, the method is iterative and thus it is particularly efficient when multiple tuning parameters have to be selected. The method also applies to more general regression frameworks, such as generalized linear models with non-normal responses. Simulation studies show our proposal performs well, and most of times, better when compared with the traditional Bayesian Information Criterion and Cross validation.

The Joint Censored Gaussian Graphical Lasso Model

2022

The Gaussian graphical model is one of the most used tools for inferring genetic networks. Nowadays, the data are often collected from different sources or under different biological conditions, resulting in heterogeneous datasets that exhibit a dependency structure that varies across groups. The complex structure of these data is typically recovered using regularized inferential procedures that use two penalties, one that encourages sparsity within each graph and the other that encourages common structures among the different groups. To this date, these approaches have not been developed for handling the case of censored data. However, these data are often generated by gene expression tech…

An efficient algorithm to estimate the sparse group structure of an high-dimensional generalized linear model

2014

Massive regression is one of the new frontiers of computational statistics. In this paper we propose a generalization of the group least angle regression method based on the differential geometrical structure of a generalized linear model specified by a fixed and known group structure of the predictors. An efficient algorithm is also proposed to compute the proposed solution curve.

Observaciones, sobre un tratado, que escrivio ... Fr. Diego Tello, con el titulo de Suffragio a la piedad, con que la Nacion Española desea, y solici…

Sig. A-S2 Escut xil. dels mercedaris al final Reclams. - Cristus

ℓ1-Penalized Methods in High-Dimensional Gaussian Markov Random Fields

2016

In the last 20 years, we have witnessed the dramatic development of new data acquisition technologies allowing to collect massive amount of data with relatively low cost. is new feature leads Donoho to define the twenty-first century as the century of data. A major characteristic of this modern data set is that the number of measured variables is larger than the sample size; the word high-dimensional data analysis is referred to the statistical methods developed to make inference with this new kind of data. This chapter is devoted to the study of some of the most recent ℓ1-penalized methods proposed in the literature to make sparse inference in a Gaussian Markov random field (GMRF) defined …

Information Dynamics Analysis: A new approach based on Sparse Identification of Linear Parametric Models*

2020

The framework of information dynamics allows to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of a complex network. The information transfer from one process to another can be quantified through Transfer Entropy, and under the assumption of joint Gaussian variables it is strictly related to the concept of Granger Causality (GC). According to the most recent developments in the field, the computation of GC entails representing the processes through a Vector Autoregressive (VAR) model and a state space (SS) model typically identified by means of the Ordinary Least Squares (OLS). In this work, we propose a new identification …

Propagation pattern analysis during atrial fibrillation based on the adaptive group LASSO.

2012

The present study introduces sparse modeling for the estimation of propagation patterns in intracardiac atrial fibrillation (AF) signals. The estimation is based on the partial directed coherence (PDC) function, derived from fitting a multivariate autoregressive model to the observed signals. A sparse optimization method is proposed for estimation of the model parameters, namely, the adaptive group least absolute selection and shrinkage operator (aLASSO). In simulations aLASSO was found superior to the commonly used least-squares (LS) estimation with respect to estimation performance. The normalized error between the true and estimated model parameters dropped from 0.200.04 for LS estimatio…