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We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with the multi-factor ANOVA problem as the most important and well known example. Instead of selecting factors by stepwise backward elimination, we focus on estimation accuracy and consider… (More)

We propose penalized likelihood methods for estimating the concentration matrix in the Gaussian graphical model. The methods lead to a sparse and shrinkage estimator of the concentration matrix that is positive definite, and thus conduct model selection and estimation simultaneously. The implementation of the methods is nontrivial because of the positive… (More)

- Yoonkyung Lee, Yi Lin, Grace Wahba
- 2002

Two category Support Vector Machines (SVM) have been very popular in the machine learning community for the classification problem. Solving multicategory problems by a series of binary classifiers is quite common in the SVM paradigm. However, this approach may fail under a variety of circumstances. We have proposed the Multicategory Support Vector Machine… (More)

- Yi Lin, Bettina Kemme, Marta Patiño-Martínez, Ricardo Jiménez-Peris
- SIGMOD Conference
- 2005

Many cluster based replication solutions have been proposed providing scalability and fault-tolerance. Many of these solutions perform replica control in a middleware on top of the database replicas. In such a setting concurrency control is a challenge and is often performed on a table basis. Additionally, some systems put severe requirements on transaction… (More)

- Yoonkyung Lee, Yi Lin, Grace Wahba
- 2001

The Support Vector Machine (SVM) has shown great performance in practice as a classification methodology. Oftentimes multicategory problems have been treated as a series of binary problems in the SVM paradigm. Even though the SVM implements the optimal classification rule asymptotically in the binary case, solutions to a series of binary problems may not be… (More)

- Yi Lin, Hao Helen Zhang
- 2002

We propose a new method for model selection and model fitting in nonparametric regression models, in the framework of smoothing spline ANOVA. The “COSSO” is a method of regularization with the penalty functional being the sum of component norms, instead of the squared norm employed in the traditional smoothing spline method. The COSSO provides a unified… (More)

We study the non-negative garrotte estimator from three different aspects: consistency, computation and flexibility. We argue that the non-negative garrotte is a general procedure that can be used in combination with estimators other than the original least squares estimator as in its original form. In particular, we consider using the lasso, the elastic… (More)

We propose an empirical Bayes method for variable selection and coefficient estimation in linear regression models. The method is based on a particular hierarchical Bayes formulation, and the empirical Bayes estimator is shown to be closely related to the LASSO estimator. Such a connection allows us to take advantage of the recently developed quick LASSO… (More)

- Yi Lin, Yoonkyung Lee, Grace Wahba
- Machine Learning
- 2002

The majority of classification algorithms are developed for the standard situation in which it is assumed that the examples in the training set come from the same distribution as that of the target population, and that the cost of misclassification into different classes are the same. However, these assumptions are often violated in real world settings. For… (More)

- Sifeng Liu, Yi Lin
- Advanced Information and Knowledge Processing
- 2006

Inevitably, reading is one of the requirements to be undergone. To improve the performance and quality, someone needs to have something new every day. It will suggest you to have more inspirations, then. However, the needs of inspirations will make you searching for some sources. Even from the other people experience, internet, and many books. Books and… (More)