Penalized LAD-SCAD Estimator Based on Robust Wrapped Correlation Screening Method for High Dimensional Models

The widely used least absolute deviation (LAD) estimator with the smoothly clipped absolute deviation (SCAD) penalty function (abbreviated as LAD-SCAD) is known to produce corrupt estimates in the presence of outlying observations. The problem becomes more complicated when the number of predictors diverges. To overcome these problems, the LAD-SCAD based on sure independence screening (SIS) technique is put forward. The SIS method uses the rank correlation screening (RCS) algorithm in the pre-screening step and the traditional Pathwise coordinate descent algorithm for computing the sequence of the regularization parameters in the post screening step for onward model selection. It is now evident that the rank correlation is less robust against outliers. Motivated by these inadequacies, we propose to improvise the LAD-SCAD estimator using robust wrapped correlation screening (WCS) method by replacing the rank correlation in the SIS method with robust wrapped correlation. The proposed estimator is denoted as WCS+LAD-SCAD and will be employed for variable selection. The simulation study and real-life data examples show that the proposed procedure produces more efficient results compared to the existing methods.

Impulse noise treatment in magnetotelluric inversion

The problem of model recovering in the presence of impulse noise on the data is considered for the magnetotelluric (MT) inverse problem. The application of total variation regularization along with L1-norm penalized data fitting (TVL1) is the usual approach for the impulse noise treatment in image recovery. This combination works poorly when a high level of impulse noise is present on the data. A nonconvex operator named smoothly clipped absolute deviation (TVSCAD) was recently applied to the image recovery problem. This operator is solved using a sequence of TVL1 equivalent problems, providing a significant improvement over TVL1. In practice, TVSCAD requires the selection of several parameters, a task that can be very difficult to attain. A more simple approach to the presence of impulse noise in data is presented here. A nonconvex function is also considered in the data fitness operator, along with the total variation regularization operator. The nonconvex operator is solved by following a half-quadratic procedure of minimization. Results are presented for synthetic and also for field data, assessing the proposed algorithm’s capacity in model recovering under the influence of impulse noise on data for the MT problem.

An Alternative Diagnostic Procedure for Meta-Regression

This paper proposes an alternative procedure for detecting outliers in meta-regression using the penalized maximum likelihood with smoothly clipped absolute deviation penalty function. The coordinate descent algorithm is implemented to estimate the parameters where the cross-validation criterion is used to determine the tuning parameter. Extensive simulation experiments demonstrate the usefulness of our proposed procedure as well as its improved power performance compared to previous procedures. Simulation results demonstrate that the performance has a direct relationship with the number of studies and an inverse relationship with the heterogeneity between studies. An illustrative application with real data, implementing the proposed procedure and others, is given.

Dynamic Influence Prediction of Social Network Based on Partial Autoregression Single Index Model

Everything is connected in the world. From small groups to global societies, the interactions among people, technology, and policies need sophisticated techniques to be perceived and forecasted. In social network, it has been concluded that the microblog users influence and microblog grade are nonlinearly dependent. However, to the best of our knowledge, the nonlinear influence predication of social network has not been explored in the existing literature. This article proposes a partial autoregression single index model to combine network structure (linear) and static covariates (nonparametric) flexibly. Compared with previous work, our model has fewer limits and more applications. The profile least squares estimation is employed to infer this semiparametric model, and variables selection is performed via the smoothly clipped absolute deviation penalty (SCAD). Simulations are conducted to demonstrate finite sample behaviors.

K Important Neighbors: A Novel Approach to Binary Classification in High Dimensional Data

K nearest neighbors (KNN) are known as one of the simplest nonparametric classifiers but in high dimensional setting accuracy of KNN are affected by nuisance features. In this study, we proposed the K important neighbors (KIN) as a novel approach for binary classification in high dimensional problems. To avoid the curse of dimensionality, we implemented smoothly clipped absolute deviation (SCAD) logistic regression at the initial stage and considered the importance of each feature in construction of dissimilarity measure with imposing features contribution as a function of SCAD coefficients on Euclidean distance. The nature of this hybrid dissimilarity measure, which combines information of both features and distances, enjoys all good properties of SCAD penalized regression and KNN simultaneously. In comparison to KNN, simulation studies showed that KIN has a good performance in terms of both accuracy and dimension reduction. The proposed approach was found to be capable of eliminating nearly all of the noninformative features because of utilizing oracle property of SCAD penalized regression in the construction of dissimilarity measure. In very sparse settings, KIN also outperforms support vector machine (SVM) and random forest (RF) as the best classifiers.