2 papers
math.ST2025
A Unified Framework for Pattern Recovery in Penalized and Thresholded Estimation and its Geometry
Piotr Graczyk, Ulrike Schneider, Tomasz Skalski +1
We consider the framework of penalized estimation where the penalty term is given by a real-valued polyhedral gauge, which encompasses methods such as LASSO, generalized LASSO, SLO…
math.ST2025
Pattern recovery by SLOPE
MaÅgorzata Bogdan, Xavier Dupuis, Piotr Graczyk +4
SLOPE is a popular method for dimensionality reduction in the high-dimensional regression. Indeed some regression coefficient estimates of SLOPE can be null (sparsity) or can be eq…