One-class support vector machines (1-SVMs) estimate the level set of the underlying density observed data. Aside the kernel selection issue, one difficulty concerns the choice of the ’level’ parameter. In this paper, following the work by Hastie et. al (2004), we derive the entire regularization path for ν-1-SVMs. Since this regularization path is efficient for building different level sets est...

We introduce a path following algorithm for L1-regularized generalized linear models. The L1-regularization procedure is useful especially because it, in effect, selects variables according to the amount of penalization on the L1-norm of the coefficients, in a manner that is less greedy than forward selection–backward deletion. The generalized linear model path algorithm efficiently computes so...

Regularization techniques have attracted many researches in the past decades. Most focus on designing the regularization term, and few on the optimal regularization parameter selection, especially for faulty neural networks. As is known that in the real world, the node faults often inevitably take place, which would lead to many faulty network patterns. If employing the conventional method, i.e...

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the successful application of these models lie in: the optimal selection of the regularization parameter which balances the data-fidelity term with the TV regulariz...

Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target parameter, α, in the presence of a very high-dimensional nuisance parameter, η, which is estimated using modern selection or regularization methods. Our analysis relies on high-level, easy-to-interpret conditions that allow one to clearly see the structures nee...

PURPOSE Regularizing parallel magnetic resonance imaging (MRI) reconstruction significantly improves image quality but requires tuning parameter selection. We propose a Monte Carlo method for automatic parameter selection based on Stein's unbiased risk estimate that minimizes the multichannel k-space mean squared error (MSE). We automatically tune parameters for image reconstruction methods tha...

In positron emission tomography, image data corresponds to measurements of emitted photons from a radioactive tracer in the subject. Such count data is typically modeled using a Poisson random variable, leading to the use of the negative-log Poisson likelihood fit-to-data function. Regularization is needed, however, in order to guarantee reconstructions with minimal artifacts. Given that tracer...

Purpose: Regularizing parallel magnetic resonance imaging (MRI) reconstruction significantly improves image quality but requires tuning parameter selection. We propose a Monte Carlo method for automatic parameter selection based on Stein’s unbiased risk estimate that minimizes the multichannel k-space mean squared error (MSE). We automatically tune parameters for image reconstruction methods th...