4 papers
Estimation and Selection Properties of the LAD Fused Lasso Signal Approximator
Xiaoli Gao
The fused lasso is an important method for signal processing when the hidden signals are sparse and blocky. It is often used in combination with the squared loss function. However,…
Joint Linear Trend Recovery Using L1 Regularization
Xiaoli Gao, Ejaz Ahmed
This paper studies the recovery of a joint piece-wise linear trend from a time series using L1 regularization approach, called L1 trend filtering (Kim, Koh and Boyd, 2009). We prov…
Penalized Weighted Least Squares for Outlier Detection and Robust Regression
Xiaoli Gao, Yixin Fang
To conduct regression analysis for data contaminated with outliers, many approaches have been proposed for simultaneous outlier detection and robust regression, so is the approach…
Post Selection Shrinkage Estimation for High Dimensional Data Analysis
Xiaoli Gao, S. E. Ahmed, Yang Feng
In high-dimensional data settings where , many penalized regularization approaches were studied for simultaneous variable selection and estimation. However, with the existe…