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stat.ME2017
Testing Sparsity-Inducing Penalties
Maryclare Griffin, Peter D. Hoff
Many penalized maximum likelihood estimators correspond to posterior mode estimators under specific prior distributions. Appropriateness of a particular class of penalty functions…
stat.ME2017
Lasso ANOVA Decompositions for Matrix and Tensor Data
Maryclare Griffin, Peter D. Hoff
Consider the problem of estimating the entries of an unknown mean matrix or tensor given a single noisy realization. In the matrix case, this problem can be addressed by decomposin…