Search results for "Penalized regression"

showing 7 items of 7 documents

Estimation of Granger causality through Artificial Neural Networks: applications to physiological systems and chaotic electronic oscillators

2021

One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a state-space (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Sq…

Artificial neural networks; Chaotic oscillators; Granger causality; Multivariate time series analysis; Network physiology; Penalized regression techniques; Remote synchronization; State-space models; Stochastic gradient descent L1; Vector autoregressive modelGeneral Computer ScienceDynamical systems theoryComputer science02 engineering and technologyChaotic oscillatorsPenalized regression techniquesNetwork topologySettore ING-INF/01 - ElettronicaMultivariate time series analysisVector autoregression03 medical and health sciences0302 clinical medicineScientific Computing and Simulation0202 electrical engineering electronic engineering information engineeringRepresentation (mathematics)Optimization Theory and ComputationNetwork physiologyState-space modelsArtificial neural networkArtificial neural networksData ScienceTheory and Formal MethodsQA75.5-76.95Stochastic gradient descent L1Granger causality State-space models Vector autoregressive model Artificial neural networks Stochastic gradient descent L1 Multivariate time series analysis Network physiology Remote synchronization Chaotic oscillators Penalized regression techniquesRemote synchronizationStochastic gradient descentAutoregressive modelAlgorithms and Analysis of AlgorithmsVector autoregressive modelElectronic computers. Computer scienceSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaGranger causality020201 artificial intelligence & image processingGradient descentAlgorithm030217 neurology & neurosurgeryPeerJ Computer Science
researchProduct

Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs

2014

We develop an algorithm that incorporates network information into regression settings. It simultaneously estimates the covariate coefficients and the signs of the network connections (i.e. whether the connections are of an activating or of a repressing type). For the coefficient estimation steps an additional penalty is set on top of the lasso penalty, similarly to Li and Li (2008). We develop a fast implementation for the new method based on coordinate descent. Furthermore, we show how the new methods can be applied to time-to-event data. The new method yields good results in simulation studies concerning sensitivity and specificity of non-zero covariate coefficients, estimation of networ…

Clustering high-dimensional databusiness.industryjel:C41jel:C13Machine learningcomputer.software_genreRegressionhigh-dimensional data gene expression data pathway information penalized regressionConnection (mathematics)Set (abstract data type)Lasso (statistics)CovariateArtificial intelligenceSensitivity (control systems)businessCoordinate descentAlgorithmcomputerMathematics
researchProduct

Scad-elastic net and the estimation of individual tourism expenditure determinants

2014

This paper introduces the use of scad-elastic net in the assessment of the determinants of individual tourist spending. This technique approaches two main estimation-related issues of primary importance. So far studies of tourism literature have made a wide use of classic regressions, whose results might be affected by multicollinearity. In addition, because of the absence of robust economic theory on tourism behavior, regressor selection is often left to researcher's choice when not driven by non-optimal automatic criteria. Scad-elastic net is an OLS model that accounts for both these problems by including two types of parameters constraints, namely the smoothly clipped absolute deviation …

EstimationElastic net regularizationInformation Systems and ManagementVariable selectionPenalized regressionbusiness.industryManagement Information SystemsCollinearityArts and Humanities (miscellaneous)MulticollinearityDevelopmental and Educational PsychologyEconometricsPer capitaEconomicsUruguayScad-elastic netTourism expenditureSettore SECS-S/01 - StatisticabusinessScadAccommodationPsychographicTourismInformation SystemsDecision Support Systems
researchProduct

Using differential LARS algorithm to study the expression profile of a sample of patients with latex-fruit syndrome

2010

Natural rubber latex IgE-mediated hypersensitivity is one of the most important health problems in allergy during recent years. The prevalence of individuals allergic to latex shows an associated hypersensitivity to some plant-derived foods, especially freshly consumed fruit. This association of latex allergy and allergy to plant-derived foods is called latex-fruit syndrome. The aim of this study is to use the differential geometric generalization of the LARS algorithm to identify candidate genes that may be associated with the pathogenesis of allergy to latex or vegetable food.

Latex-fruit syndrome variable selection penalized regression high dimensionality LARS.Settore SECS-S/01 - Statistica
researchProduct

Information Transfer in Linear Multivariate Processes Assessed through Penalized Regression Techniques: Validation and Application to Physiological N…

2020

The framework of information dynamics allows the dissection of the information processed in a network of multiple interacting dynamical systems into meaningful elements of computation that quantify the information generated in a target system, stored in it, transferred to it from one or more source systems, and modified in a synergistic or redundant way. The concepts of information transfer and modification have been recently formulated in the context of linear parametric modeling of vector stochastic processes, linking them to the notion of Granger causality and providing efficient tools for their computation based on the state&ndash

conditional transfer entropyInformation transferlinear predictionDynamical systems theoryComputer scienceState–space modelsGeneral Physics and Astronomylcsh:AstrophysicsNetwork topologycomputer.software_genrenetwork physiology01 natural sciencesArticle03 medical and health sciences0302 clinical medicinepenalized regression techniquelcsh:QB460-4660103 physical sciencesEntropy (information theory)Statistics::Methodologylcsh:Science010306 general physicspartial information decompositionmultivariate time series analysisinformation dynamics; partial information decomposition; entropy; conditional transfer entropy; network physiology; multivariate time series analysis; State–space models; vector autoregressive model; penalized regression techniques; linear predictionState–space modellcsh:QC1-999multivariate time series analysiInformation dynamicData pointpenalized regression techniquesAutoregressive modelSettore ING-INF/06 - Bioingegneria Elettronica E InformaticaParametric modelOrdinary least squaresvector autoregressive modellcsh:QData mininginformation dynamicsentropycomputerlcsh:Physics030217 neurology & neurosurgery
researchProduct

Using differential geometric LARS algorithm to study the expression profile of a sample of patients with latex-fruit syndrome

2011

Natural rubber latex IgE-mediated hypersensitivity is one of the most important health problems in allergy during recent years. The prevalence of individuals allergic to latex shows an associated hypersensitivity to some plant-derived foods, especially freshly consumed fruit. This association of latex allergy and allergy to plant-derived foods is called latex-fruit syndrome. The aim of this study is to use the differential geometric generalization of the LARS algorithm to identify candidate genes that may be associated with the pathogenesis of allergy to latex or vegetable.

Settore SECS-S/01 - StatisticaLatex-fruit syndrome variable selection penalized regression high dimensional LARS
researchProduct

Model-Based Transfer Entropy Analysis of Brain-Body Interactions with Penalized regression techniques

2020

The human body can be seen as a functional network depicting the dynamical interactions between different organ systems. This exchange of information is often evaluated with information-theoretic approaches which comprise the use of vector autoregressive (VAR) and state space (SS) models, normally identified with the Ordinary Least Squares (OLS). However, the number of time series to be included in the model is strictly related to the length of data recorded thus limiting the use of the classical approach. In this work, a new method based on penalized regressions, the so-called LASSO, was compared with OLS on physiological time-series extracted from 18 subjects during different stress condi…

Network physiologyPenalized regressionOrdinary Least Squares (OLS)Netywork PhysiologyNetywork Physiology; mental stress; entropyFunctional networksstate space modelAutoregressive modelSettore ING-INF/06 - Bioingegneria Elettronica E Informaticamental stressOrdinary least squaresStatisticsEntropy (information theory)least absolute shrinkage and selection operator (LASSO)Transfer entropyTime seriesentropyInformation DynamicsSubnetworkMathematics2020 11th Conference of the European Study Group on Cardiovascular Oscillations (ESGCO)
researchProduct