The solution path of slope

X Dupuis, P Tardivel - International Conference on Artificial …, 2024 - proceedings.mlr.press
The SLOPE estimator has the particularity of having null components (sparsity) and
components that are equal in absolute value (clustering). The number of clusters depends …

Pattern recovery by SLOPE

M Bogdan, X Dupuis, P Graczyk, B Kołodziejek… - arxiv preprint arxiv …, 2022 - arxiv.org
SLOPE is a popular method for dimensionality reduction in the high-dimensional regression.
Indeed some regression coefficient estimates of SLOPE can be null (sparsity) or can be …

Stepdown SLOPE for controlled feature selection

J Liang, X Zhang, H Chen, W Li, X Tang - Proceedings of the AAAI …, 2023 - ojs.aaai.org
Abstract Sorted L-One Penalized Estimation (SLOPE) has shown the nice theoretical
property as well as empirical behavior recently on the false discovery rate (FDR) control of …

Strong screening rules for group-based SLOPE models

F Feser, M Evangelou - arxiv preprint arxiv:2405.15357, 2024 - arxiv.org
Tuning the regularization parameter in penalized regression models is an expensive task,
requiring multiple models to be fit along a path of parameters. Strong screening rules …

Unveiling low-dimensional patterns induced by convex non-differentiable regularizers

I Hejný, J Wallin, M Bogdan, M Kos - arxiv preprint arxiv:2405.07677, 2024 - arxiv.org
Popular regularizers with non-differentiable penalties, such as Lasso, Elastic Net,
Generalized Lasso, or SLOPE, reduce the dimension of the parameter space by inducing …

Geometric and Combinatorial Aspects of Statistical Models

T Skalski - 2023 - theses.hal.science
We concern new applications of discrete geometry and combinatorics in modern statistics.
First of them focuses on the use of penalized linear regresion methods. We start our …

[PDF][PDF] The Solution Path of SLOPE

PJC Tardivel, X Dupuis - hal.science
The SLOPE estimator has the particularity of having null components (sparsity) and
components that are equal in absolute value (clustering). The number of clusters depends …