{"64789":{"#nid":"64789","#data":{"type":"event","title":"A Unified Approach to Model Selection and Sparse Recovery Using Regularized Least Squares","body":[{"value":"\u003Cp\u003E\u003Cstrong\u003ETITLE:\u003C\/strong\u003E\u0026nbsp; A Unified Approach to Model Selection and Sparse Recovery Using Regularized Least Squares\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003ESPEAKER:\u003C\/strong\u003E Professor Jinchi Lv\u003C\/p\u003E\u003Cp\u003E\u003Cstrong\u003EABSTRACT:\u003C\/strong\u003E\u003C\/p\u003E\u003Cp\u003EModel\n selection and sparse recovery are two important problems for which many\n regularization methods have been proposed. We study the properties of regularization\n methods in both problems under the unified framework of regularized \nleast squares with concave penalties. For model selection, we establish \nconditions under which a regularized least squares estimator enjoys a \nnonasymptotic property, called the weak oracle property, where the \ndimensionality can grow exponentially with sample size. For sparse \nrecovery, we present a sufficient condition that ensures the \nrecoverability of the sparsest solution. In particular, we approach both\n problems by considering a family of penalties that give a smooth \nhomotopy between $L_0$ and $L_1$ penalties. We also propose the \nSequentially and Iteratively Reweighted Squares (SIRS) algorithm for \nsparse recovery. Numerical studies support our theoretical results and \ndemonstrate the advantage of our new methods for model selection and \nsparse recovery. This is a joint work with\u0026nbsp;Yingying\u0026nbsp;Fan.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"A Unified Approach to Model Selection and Sparse Recovery Using Regularized Least Squares"}],"uid":"27187","created_gmt":"2011-03-07 12:37:50","changed_gmt":"2016-10-08 01:54:26","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2011-03-15T13:00:00-04:00","event_time_end":"2011-03-15T14:00:00-04:00","event_time_end_last":"2011-03-15T14:00:00-04:00","gmt_time_start":"2011-03-15 17:00:00","gmt_time_end":"2011-03-15 18:00:00","gmt_time_end_last":"2011-03-15 18:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}