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Results for “penalized likelihood”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Multiple Changepoint Detection for Non‐Gaussian Time Series

ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios. When the marginal distribution of the data is continuous, the methods essentially reduce to the change of variables formula for probability densities. When the marginal distribution is count‐oriented, Hermite expansions and particle filtering techniques are used to quantify the scenario. Simulations demonstrating the efficacy of the methods are given and two data sets are analyzed: 1) the proportion of home runs hit by Major League Baseball batters from 1920 to 2023 and 2) a six‐dimensional series of tropical cyclone counts from the Earth's basins of generation from 1980 to 2023. In the first series, beta marginal distributions are used to describe the proportions; in the second, Poisson marginal distributions seem appropriate.

Lund, Robert [Department of Statistics University ↗
DOE OSTI2025

HighDimMixedModels.jl: Robust high-dimensional mixed-effects models across omics data

High-dimensional mixed-effects models are an increasingly important form of regression in which the number of covariates rivals or exceeds the number of samples, which are collected in groups or clusters. The penalized likelihood approach to fitting these models relies on a coordinate descent algorithm that lacks guarantees of convergence to a global optimum. Here, we empirically study the behavior of this algorithm on simulated and real examples of three types of data that are common in modern biology: transcriptome, genome-wide association, and microbiome data. Our simulations provide new insights into the algorithm’s behavior in these settings, and, comparing the performance of two popular penalties, we demonstrate that the smoothly clipped absolute deviation (SCAD) penalty consistently outperforms the least absolute shrinkage and selection operator (LASSO) penalty in terms of both variable selection and estimation accuracy across omics data. To empower researchers in biology and other fields to fit models with the SCAD penalty, we implement the algorithm in a Julia package, HighDimMixedModels.jl .

Gorstein, Evan↗
DOE OSTI2024

Estimating Sparse Direct Effects in Multivariate Regression With the Spike-and-Slab LASSO

The multivariate regression interpretation of the Gaussian chain graph model simultaneously parametrizes (i) the direct effects of p predictors on q outcomes and (ii) the residual partial covariances between pairs of outcomes. We introduce a new method for fitting sparse versions of these models with spike-and-slab LASSO (SSL) priors. We develop an Expectation Conditional Maximization algorithm to obtain sparse estimates of the p × q matrix of direct effects and the q × q residual precision matrix. Our algorithm iteratively solves a sequence of penalized maximum likelihood problems with self-adaptive penalties that gradually filter out negligible regression coefficients and partial covariances. Because it adaptively penalizes individual model parameters, our method is seen to outperform fixed-penalty competitors on simulated data. We establish the posterior contraction rate for our model, buttressing our method’s excellent empirical performance with strong theoretical guarantees. Using our method, we estimated the direct effects of diet and residence type on the composition of the gut microbiome of elderly adults.

EM algorithm↗
DOE OSTI2026

Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation law arising from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By minimizing the reproducing kernel Hilbert space norm while penalizing kernel complexity through maximum likelihood estimation, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface flow in fracture networks and arterial blood flow. Finally, the results demonstrate that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.

Dirichlet-to-Neumann map↗
DOE OSTI2024

Regularized Differentiation for Bioburden Density Estimation in Planetary Protection

In this paper, we propose and investigate the performance of two novel shrinkage estimators for bioburden density estimation in planetary protection. The estimators are based on the regularized differentiation of a cumulative count of colony forming units collected throughout the data collecting session or the life cycle of the entire mission. The regularized differentiation recasts the problem of bioburden density estimation as a linear least squares problem. The least squares problem is then solved through regularization techniques, such as truncated singular value decomposition and penalized least squares. The regularization is necessary to avoid noise amplification during the differentiation of noisy data. The two regularization estimators are compared with four other commonly used estimators to simultaneously evaluate the means of multivariable independent Poisson distributions: the maximum likelihood, noninformative Bayes estimator with Jeffreys prior, Empirical Bayes using conjugate gamma-Poisson model with gamma parameters selected by method of moments, and the Clevenson-Zidek estimator. It is shown through computer-simulated data that the regularized differentiation based on ridge regression has the smallest mean-squared error among all estimators. The analysis of shrinkage mechanism implemented by regularized differentiation is performed, and it is shown that the regularized differentiation amounts to performing a weighted averaging of all the samples. The weights are determined by the regularization parameter automatically selected by the L-curve technique. Since the method of least squares makes no distributional assumptions about the data, it presents an attractive technique for bioburden density estimation when there are concerns about the misspecification of the distributional model. The paper concludes with the analysis of the bioburden data collected during InSight mission and directions for future work.

97 - MATHEMATICS AND COMPUTING↗