Search Results for author: Francesca Chiaromonte

Found 8 papers, 3 papers with code

A Highly-Efficient Group Elastic Net Algorithm with an Application to Function-On-Scalar Regression

no code implementations NeurIPS 2021 Tobia Boschi, Matthew Reimherr, Francesca Chiaromonte

Feature Selection and Functional Data Analysis are two dynamic areas of research, with important applications in the analysis of large and complex data sets.

feature selection regression

Automated and Distributed Statistical Analysis of Economic Agent-Based Models

no code implementations10 Feb 2021 Andrea Vandin, Daniele Giachini, Francesco Lamperti, Francesca Chiaromonte

We propose a novel approach to the statistical analysis of stochastic simulation models and, especially, agent-based models (ABMs).

counterfactual

An Efficient Semi-smooth Newton Augmented Lagrangian Method for Elastic Net

1 code implementation6 Jun 2020 Tobia Boschi, Matthew Reimherr, Francesca Chiaromonte

Our new algorithm exploits both the sparsity induced by the Elastic Net penalty and the sparsity due to the second order information of the augmented Lagrangian.

feature selection

On the bias of H-scores for comparing biclusters, and how to correct it

no code implementations24 Jul 2019 Jacopo Di Iorio, Francesca Chiaromonte, Marzia A. Cremona

In the last two decades several biclustering methods have been developed as new unsupervised learning techniques to simultaneously cluster rows and columns of a data matrix.

Efficient and Effective $L_0$ Feature Selection

1 code implementation7 Aug 2018 Ana Kenney, Francesca Chiaromonte, Giovanni Felici

Because of continuous advances in mathematical programing, Mix Integer Optimization has become a competitive vis-a-vis popular regularization method for selecting features in regression problems.

Methodology

Linear Contour Learning: A Method for Supervised Dimension Reduction

no code implementations13 Aug 2014 Bing Li, Hongyuan Zha, Francesca Chiaromonte

We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of negligible variation for the response surface.

Dimensionality Reduction regression

Cannot find the paper you are looking for? You can Submit a new open access paper.