4 papers
Exact Penalty Method for Knot Selection of B-Spline Regression
Shotaro Yagishita, Jun-ya Gotoh
This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of knots and model is not trivial, b…
Some Martingale Properties of Simple Random Walk and Its Maximum Process
Takahiko Fujita, Shotaro Yagishita, Naohiro Yoshida
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, tim…
Exact Penalization at D-Stationary Points of Cardinality- or Rank-Constrained Problem
Shotaro Yagishita, Jun-ya Gotoh
This paper studies the properties of d-stationary points of the trimmed lasso (Luo et al., 2013, Huang et al., 2015, and Gotoh et al., 2018) and the composite optimization problem…
Pursuit of the Cluster Structure of Network Lasso: Recovery Condition and Non-convex Extension
Shotaro Yagishita, Jun-ya Gotoh
Network Lasso (NL for short) is a methodology for estimating models by simultaneously clustering data samples and fitting the models to the samples. It often succeeds in forming cl…