Variable selection using MM algorithms

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function is often challenging because it may be nondifferentiable and/or nonconcave. This article proposes a new class of algorithms for finding a maximizer of the penalized likelihood for a broad class of penalty functions. These algorithms operate by perturbing the penalty function slightly to render it differentiable, then optimizing this differentiable function using a minorize-maximize (MM) algorithm. MM algorithms are useful extensions of the well-known class of EM algorithms, a fact that allows us to analyze the local and global convergence of the proposed algorithm using some of the techniques employed for EM algorithms. In particular, we prove that when our MM algorithms converge, they must converge to a desirable point; we also discuss conditions under which this convergence may be guaranteed. We exploit the Newton-Raphson-like aspect of these algorithms to propose a sandwich estimator for the standard errors of the estimators. Our method performs well in numerical tests.Comment: Published at http://dx.doi.org/10.1214/009053605000000200 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Monitoring changing geologic features along the Texas Gulf Coast

There are no author-identified significant results in this report

Charge regulation and ionic screening of patchy surfaces

The properties of surfaces with charge-regulated patches are studied using non-linear Poisson-Boltzmann theory. Using a mode expansion to solve the non-linear problem efficiently, we reveal the charging behaviour of Debye-length sized patches. We find that patches charge up to higher charge densities if their size is relatively small and if the patches are well separated. The numerical results are used to construct a basic analytical model which predicts the average surface charge density on surfaces with patchy chargeable groups.Comment: 9 figure