Lasso Estimation of an Interval-Valued Multiple Regression Model

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried out by transforming a quadratic optimization problem with inequality constraints into a linear complementary problem and using Lemke's algorithm to solve it. Due to the irrelevance of certain cross-relationships, an alternative estimation process, the LASSO (Least Absolut Shrinkage and Selection Operator), is developed. A comparative study showing the differences between the proposed estimators is provided

Linear regression for numeric symbolic variables: an ordinary least squares approach based on Wasserstein Distance

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are estimated using the classic Least Squares method. An appropriate metric is introduced in order to measure the error between the observed and the predicted distributions. In particular, the Wasserstein distance is proposed. Some properties of such metric are exploited to predict the response variable as direct linear combination of other independent histogram variables. Measures of goodness of fit are discussed. An application on real data corroborates the proposed method

Parametric Regression on the Grassmannian

We address the problem of fitting parametric curves on the Grassmann manifold for the purpose of intrinsic parametric regression. As customary in the literature, we start from the energy minimization formulation of linear least-squares in Euclidean spaces and generalize this concept to general nonflat Riemannian manifolds, following an optimal-control point of view. We then specialize this idea to the Grassmann manifold and demonstrate that it yields a simple, extensible and easy-to-implement solution to the parametric regression problem. In fact, it allows us to extend the basic geodesic model to (1) a time-warped variant and (2) cubic splines. We demonstrate the utility of the proposed solution on different vision problems, such as shape regression as a function of age, traffic-speed estimation and crowd-counting from surveillance video clips. Most notably, these problems can be conveniently solved within the same framework without any specifically-tailored steps along the processing pipeline.Comment: 14 pages, 11 figure