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 …
components that are equal in absolute value (clustering). The number of clusters depends …
Pattern recovery by SLOPE
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 …
Indeed some regression coefficient estimates of SLOPE can be null (sparsity) or can be …
Stepdown SLOPE for controlled feature selection
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 …
property as well as empirical behavior recently on the false discovery rate (FDR) control of …
Strong screening rules for group-based SLOPE models
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 …
requiring multiple models to be fit along a path of parameters. Strong screening rules …
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers
Popular regularizers with non-differentiable penalties, such as Lasso, Elastic Net,
Generalized Lasso, or SLOPE, reduce the dimension of the parameter space by inducing …
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 …
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 …
components that are equal in absolute value (clustering). The number of clusters depends …