Generalized Sparse Additive Models
Asad Haris · Jan 19, 2018
Date: 2018-01-19 Time: 15:30-16:30 Location: BURN 1205 Abstract: I will present a unified approach to the estimation of generalized sparse additive models in high dimensional regression problems. Our approach is based on combining structure-inducing and sparsity penalties in a single regression problem. It allows for the use of a large family of structure-inducing penalties: Those characterized by semi-norm constraints. This includes finite dimensional linear subspaces, sobolev and holder classes, classes with bounded total variation, among others.