{"id":"https://openalex.org/W1978774056","doi":"https://doi.org/10.1109/cdc.2011.6160997","title":"Convex vs nonconvex approaches for sparse estimation: Lasso, Multiple Kernel Learning and Hyperparameter Lasso","display_name":"Convex vs nonconvex approaches for sparse estimation: Lasso, Multiple Kernel Learning and Hyperparameter Lasso","publication_year":2011,"publication_date":"2011-12-01","ids":{"openalex":"https://openalex.org/W1978774056","doi":"https://doi.org/10.1109/cdc.2011.6160997","mag":"1978774056"},"language":"en","primary_location":{"id":"doi:10.1109/cdc.2011.6160997","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2011.6160997","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Conference on Decision and Control and European Control Conference","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/11577/2483011","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5054599686","display_name":"Aleksander Aravkin","orcid":null},"institutions":[{"id":"https://openalex.org/I141945490","display_name":"University of British Columbia","ror":"https://ror.org/03rmrcq20","country_code":"CA","type":"education","lineage":["https://openalex.org/I141945490"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Aleksander Aravkin","raw_affiliation_strings":["Department of Earth and Ocean Sciences, University of British Columbia, Vancouver, Canada","Department of Earth and Ocean Sciences, University of British Columbia. Vancouver, Canada"],"affiliations":[{"raw_affiliation_string":"Department of Earth and Ocean Sciences, University of British Columbia, Vancouver, Canada","institution_ids":["https://openalex.org/I141945490"]},{"raw_affiliation_string":"Department of Earth and Ocean Sciences, University of British Columbia. Vancouver, Canada","institution_ids":["https://openalex.org/I141945490"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085980354","display_name":"James V. Burke","orcid":"https://orcid.org/0000-0002-0215-7306"},"institutions":[{"id":"https://openalex.org/I201448701","display_name":"University of Washington","ror":"https://ror.org/00cvxb145","country_code":"US","type":"education","lineage":["https://openalex.org/I201448701"]},{"id":"https://openalex.org/I58610484","display_name":"Seattle University","ror":"https://ror.org/02jqc0m91","country_code":"US","type":"education","lineage":["https://openalex.org/I58610484"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"James V. Burke","raw_affiliation_strings":["Department of Mathematics, University of Washington, Seattle, USA","Department of Mathematics, University of Washington, Seattle, USA#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Washington, Seattle, USA","institution_ids":["https://openalex.org/I201448701","https://openalex.org/I58610484"]},{"raw_affiliation_string":"Department of Mathematics, University of Washington, Seattle, USA#TAB#","institution_ids":["https://openalex.org/I201448701"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062648585","display_name":"Alessandro Chiuso","orcid":"https://orcid.org/0000-0002-4410-6101"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Alessandro Chiuso","raw_affiliation_strings":["Department of Information Engineering, University of Padova, Padova, Italy","Department of Information Engineering University of Padova  Italy"],"affiliations":[{"raw_affiliation_string":"Department of Information Engineering, University of Padova, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Information Engineering University of Padova  Italy","institution_ids":["https://openalex.org/I138689650"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103084695","display_name":"Gianluigi Pillonetto","orcid":"https://orcid.org/0000-0002-1072-3144"},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Gianluigi Pillonetto","raw_affiliation_strings":["Department of Information Engineering, University of Padova, Padova, Italy","Department of Information Engineering University of Padova  Italy"],"affiliations":[{"raw_affiliation_string":"Department of Information Engineering, University of Padova, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Department of Information Engineering University of Padova  Italy","institution_ids":["https://openalex.org/I138689650"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5054599686"],"corresponding_institution_ids":["https://openalex.org/I141945490"],"apc_list":null,"apc_paid":null,"fwci":1.9753,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.86325419,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"156","last_page":"161"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9800999760627747,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10845","display_name":"Advanced Causal Inference Techniques","score":0.9599999785423279,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hyperparameter","display_name":"Hyperparameter","score":0.8998525142669678},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.7910913228988647},{"id":"https://openalex.org/keywords/kernel","display_name":"Kernel (algebra)","score":0.6697617173194885},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.659914493560791},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.518311619758606},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4997854232788086},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.4652149975299835},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3831399083137512},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.37573176622390747},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.18015512824058533},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.10181441903114319}],"concepts":[{"id":"https://openalex.org/C8642999","wikidata":"https://www.wikidata.org/wiki/Q4171168","display_name":"Hyperparameter","level":2,"score":0.8998525142669678},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.7910913228988647},{"id":"https://openalex.org/C74193536","wikidata":"https://www.wikidata.org/wiki/Q574844","display_name":"Kernel (algebra)","level":2,"score":0.6697617173194885},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.659914493560791},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.518311619758606},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4997854232788086},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.4652149975299835},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3831399083137512},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37573176622390747},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.18015512824058533},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.10181441903114319},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/cdc.2011.6160997","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc.2011.6160997","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Conference on Decision and Control and European Control Conference","raw_type":"proceedings-article"},{"id":"pmh:oai:www.research.unipd.it:11577/2483011","is_oa":true,"landing_page_url":"http://hdl.handle.net/11577/2483011","pdf_url":null,"source":{"id":"https://openalex.org/S4377196283","display_name":"Research Padua  Archive (University of Padua)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"}],"best_oa_location":{"id":"pmh:oai:www.research.unipd.it:11577/2483011","is_oa":true,"landing_page_url":"http://hdl.handle.net/11577/2483011","pdf_url":null,"source":{"id":"https://openalex.org/S4377196283","display_name":"Research Padua  Archive (University of Padua)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/conferenceObject"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.8100000023841858}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1648445109","https://openalex.org/W1836142315","https://openalex.org/W1982652137","https://openalex.org/W2007069447","https://openalex.org/W2034260606","https://openalex.org/W2049351696","https://openalex.org/W2063978378","https://openalex.org/W2118163005","https://openalex.org/W2135046866","https://openalex.org/W2138019504","https://openalex.org/W2142066851","https://openalex.org/W2144752499","https://openalex.org/W2145768101","https://openalex.org/W2154591734","https://openalex.org/W2159660986","https://openalex.org/W2166163519","https://openalex.org/W2168175751","https://openalex.org/W2296616510","https://openalex.org/W2797583072","https://openalex.org/W3105340263","https://openalex.org/W3122008423","https://openalex.org/W4250955649","https://openalex.org/W4285719527","https://openalex.org/W4294351650","https://openalex.org/W6677527051","https://openalex.org/W6680156768","https://openalex.org/W6681131218","https://openalex.org/W6681414149"],"related_works":["https://openalex.org/W2140186469","https://openalex.org/W4390421286","https://openalex.org/W4280563792","https://openalex.org/W4389724018","https://openalex.org/W4318719684","https://openalex.org/W4318559728","https://openalex.org/W2775233965","https://openalex.org/W4360995913","https://openalex.org/W4312193868","https://openalex.org/W4308165509"],"abstract_inverted_index":{"We":[0,11],"consider":[1],"the":[2,13,16,31,99,108],"problem":[3],"of":[4,15,20,22,30,52,80],"sparse":[5,103],"estimation":[6],"in":[7,18],"a":[8,23,36],"Bayesian":[9,25],"framework.":[10],"outline":[12],"derivation":[14],"Lasso":[17,63],"terms":[19],"marginalization":[21,29],"particular":[24],"model.":[26],"A":[27],"different":[28,37],"same":[32],"model":[33],"leads":[34],"to":[35,48,55,61,87],"nonconvex":[38,77],"estimator":[39,75],"where":[40,50],"hyperparameters":[41],"are":[42,46],"optimized.":[43],"The":[44],"arguments":[45,93],"extended":[47],"problems":[49],"groups":[51],"variables":[53],"have":[54],"be":[56],"estimated.":[57],"An":[58],"approach":[59],"alternative":[60],"Group":[62],"is":[64,76],"derived,":[65],"also":[66],"providing":[67],"its":[68,81],"connection":[69],"with":[70,85],"Multiple":[71],"Kernel":[72],"Learning.":[73],"Our":[74],"but":[78],"one":[79,89],"versions":[82],"requires":[83],"optimization":[84],"respect":[86],"only":[88],"scalar":[90],"variable.":[91],"Theoretical":[92],"and":[94],"numerical":[95],"experiments":[96],"show":[97],"that":[98],"new":[100],"technique":[101],"obtains":[102],"solutions":[104],"more":[105],"accurate":[106],"than":[107],"other":[109],"two":[110],"convex":[111],"estimators.":[112]},"counts_by_year":[{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":5}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}