Grace Wahba – Optimization Online

LASSO-Patternsearch Algorithm with Application to Ophthalmology and Genomic Data

Published: 2008/01/05

Barbara Klein

Nonsmooth Optimization, Statistics lasso, logistic regression, pattern search

The LASSO-Patternsearch algorithm is proposed as a two-step method to identify clusters or patterns of multiple risk factors for outcomes of interest in demographic and genomic studies. The predictor variables are dichotomous or can be coded as dichotomous. Many diseases are suspected of having multiple interacting risk factors acting in concert, and it is of … Read more

A Framework for Kernel Regularization with Applications to Protein Clustering

Published: 2005/05/06

Biomedical Applications, Linear, Cone and Semidefinite Programming, Statistics classification, convex cone programming, globin family, noisy dissimilarity data, positive definite matrices, protein clustering, regularized kernel estimation, support vector machines

We develop and apply a novel framework which is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent dissimilarity information between pairs of objects, obtainable in a variety of contexts. Any positive definite kernel defines a consistent set of distances, and the fitted kernel provides … Read more