2 papers
cs.LG2026
L1 Regularization Paths in Linear Models by Parametric Gaussian Message Passing
Yun-Peng Li, Hans-Andrea Loeliger
The paper considers the computation of L1 regularization paths in a state space setting, which includes L1 regularized Kalman smoothing, linear SVM, LASSO, and more. The paper prop…
stat.ML2025
Dual NUP Representations and Min-Maximization in Factor Graphs
Yun-Peng Li, Hans-Andrea Loeliger
Normals with unknown parameters (NUP) can be used to convert nontrivial model-based estimation problems into iterations of linear least-squares or Gaussian estimation problems. In…