The geometry of uniqueness, sparsity and clustering in penalized estimation

U Schneider, P Tardivel - Journal of Machine Learning Research, 2022 - jmlr.org
We provide a necessary and sufficient condition for the uniqueness of penalized least-
squares estimators whose penalty term is given by a norm with a polytope unit ball, covering …

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 …

Pattern recovery in penalized and thresholded estimation and its geometry

P Graczyk, U Schneider, T Skalski… - arXiv preprint arXiv …, 2023 - arxiv.org
We consider the framework of penalized estimation where the penalty term is given by a real-
valued polyhedral gauge, which encompasses methods such as LASSO (and many variants …

[PDF][PDF] Étude de l'estimateur SLOPE par le prisme du schéma: Propriétés de parcimonie et d'appariement et calcul du chemin des solutions

PJC Tardivel - 2024 - hal.science
Résumé L'estimateur SLOPE (acronyme signifiant≪ Sorted L One Penalized Estimation≫)
est défini comme une solution d'un probleme d'optimisation convexe ou le terme de pénalité …

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 …

Comment on the subdifferential formula given in the article" Algorithmic Analysis and Statistical Estimation of SLOPE via Approximate Message Passing"

PJC Tardivel - 2023 - hal.science
Subdifferential formula for the sorted 1 norm attracted lot of attention recently to derive
screening procedures for SLOPE [5, 7], clustering and sparsity properties for SLOPE [1, 10] …

Le chemin des solutions de l'estimateur SLOPE

PJC Tardivel, X Dupuis - 53èmes Journées de Statistique de la SFDS, 2023 - hal.science
L'estimateur SLOPE a la particularité d'avoir des composantes nulles (parcimonie) et des
composantes égales en valeur absolue (appariement). Le nombre de groupes …

[PDF][PDF] On sparsity and clustering properties

X Dupuis, PJC Tardivel - 2022 - hal.science
Abstract The Octagonal Shrinkage and Clustering Algorithm for Regression (OSCAR) and
the related Ordered Weighted i1 (OWL) penalized estimator have the particularity to exhibit …

[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 …