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math.ST2025
Identifying Network Hubs with the Partial Correlation Graphical LASSO
Małgorzata Bogdan, Adam Chojecki, Ivan Hejný +2
Graphical LASSO (GLASSO) is a widely used method for estimating sparse precision matrices and learning undirected graphical models in high-dimensional settings. Because GLASSO pena…
math.ST2025
Asymptotic Distribution of Low-Dimensional Patterns Induced by Non-Differentiable Regularizers under General Loss Functions
Ivan Hejný, Jonas Wallin, Małgorzata Bogdan
This article investigates the asymptotic distribution of penalized estimators with non-differentiable penalties designed to recover low-dimensional pattern structures. Patterns pla…
math.ST2024
Unveiling low-dimensional patterns induced by convex non-differentiable regularizers
Ivan Hejný, Jonas Wallin, Małgorzata Bogdan +1
Popular regularizers with non-differentiable penalties, such as Lasso, Elastic Net, Generalized Lasso, or SLOPE, reduce the dimension of the parameter space by inducing sparsity or…