2 papers
stat.ML2024
Proximal Iteration for Nonlinear Adaptive Lasso
Nathan Wycoff, Lisa O. Singh, Ali Arab +1
Augmenting a smooth cost function with an penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can b…
stat.ME2022
Sparse Bayesian Lasso via a Variable-Coefficient Penalty
Nathan Wycoff, Ali Arab, Katharine M. Donato +1
Modern statistical learning algorithms are capable of amazing flexibility, but struggle with interpretability. One possible solution is sparsity: making inference such that many of…