2005
DOI: 10.1109/tsp.2005.853207
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Penalized partially linear models using sparse representations with an application to fMRI time series

Abstract: Abstract-In this paper, we consider modeling the nonparametric component in partially linear models (PLMs) using linear sparse representations, e.g., wavelet expansions. Two types of representations are investigated, namely, orthogonal bases (complete) and redundant overcomplete expansions. For bases, we introduce a regularized estimator of the nonparametric part. The important contribution here is that the nonparametric part can be parsimoniously estimated by choosing an appropriate penalty function for which… Show more

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Cited by 28 publications
(44 citation statements)
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“…The penalty term in (21) penalizes only the wavelet coefficients of the nonparametric part of the model and not the scaling coefficients. The penalized wavelet estimator (20) can be regarded as an extension of the wavelet shrinkage estimators, which are typically processed in batch form by iterative soft-thresholding algorithms [14,22,23]. However, the batch estimators suffer from high computational complexity and increased memory requirements as time progresses and are thus not appropriate for online implementation.…”
Section: Recursive Penalized Wavelet Estimator For Online Plbm Identimentioning
confidence: 99%
See 3 more Smart Citations
“…The penalty term in (21) penalizes only the wavelet coefficients of the nonparametric part of the model and not the scaling coefficients. The penalized wavelet estimator (20) can be regarded as an extension of the wavelet shrinkage estimators, which are typically processed in batch form by iterative soft-thresholding algorithms [14,22,23]. However, the batch estimators suffer from high computational complexity and increased memory requirements as time progresses and are thus not appropriate for online implementation.…”
Section: Recursive Penalized Wavelet Estimator For Online Plbm Identimentioning
confidence: 99%
“…One attractive approach to solve such an optimization problem is to run an online CCD algorithm due to its speed and numerical stability [30,31]. The CCD algorithm separately minimizes the cost function (22) for each entry of β and can admit a closed-form solution.…”
Section: Recursive Penalized Wavelet Estimator For Online Plbm Identimentioning
confidence: 99%
See 2 more Smart Citations
“…Wavelet-based characterization of multi-fractal behavior for fMRI has been proposed [27]. Finally, estimation with the use of penalized partial linear models and classical wavelets has been investigated in [28].…”
Section: Wavelets and Fmrimentioning
confidence: 99%