Uncertainty Quantification in Lasso-Type Regularization Problems
(2020)
Book Chapter
Basu, T., Einbeck, J., & Troffaes, M. C. (2021). Uncertainty Quantification in Lasso-Type Regularization Problems. In Optimization Under Uncertainty with Applications to Aerospace Engineering (81-109). Springer Verlag. https://doi.org/10.1007/978-3-030-60166-9_3
Outputs (3)
A sensitivity analysis and error bounds for the adaptive lasso (2020)
Conference Proceeding
Basu, T., Einbeck, J., & Troffaes, M. (2020). A sensitivity analysis and error bounds for the adaptive lasso. In I. Irigoien, D. -. Lee, J. Martinez-Minaya, & M. X. Rodriguez-Alvarez (Eds.), Proceedings of the 35th International Workshop on Statistical Modelling (278-281)Sparse regression is an efficient statistical modelling technique which is of major relevance for high dimensional problems. There are several ways of achieving sparse regression, the well-known lasso being one of them. However, lasso variable select... Read More about A sensitivity analysis and error bounds for the adaptive lasso.
Binary Credal Classification Under Sparsity Constraints (2020)
Conference Proceeding
Basu, T., Troffaes, M. C., & Einbeck, J. (2020). Binary Credal Classification Under Sparsity Constraints. In M. Lesot, S. Vieira, M. Z. Reformat, J. P. Carvalho, A. Wilbik, B. Bouchon-Meunier, & R. R. Yager (Eds.), Information processing and management of uncertainty in knowledge-based systems : 18th International Conference, IPMU 2020, Lisbon, Portugal, June 15–19, 2020, proceedings, Part II (82-95). https://doi.org/10.1007/978-3-030-50143-3_7Binary classification is a well known problem in statistics. Besides classical methods, several techniques such as the naive credal classifier (for categorical data) and imprecise logistic regression (for continuous data) have been proposed to handle... Read More about Binary Credal Classification Under Sparsity Constraints.