arXiv subjects

Mengjiao Shi

Publications and source records attributed to Mengjiao Shi.

4 recordsLinked to original sources

arXiv2025

Efficient Group Lasso Regularized Rank Regression with Simulation-Based Tuning

High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective and incorporate the group sparsity regularization. By extending the tuning-free property originally developed for the rank Lasso, we introduce a simulation-based tuning rule and further establish a finite-sample error bound for the resulting estimator. To solve the associated optimization problem, we develop a proximal augmented Lagrangian method, for which we provide a novel convergence analysis by proving the metric subregularity of the underlying non-polyhedral KKT mapping, while enabling efficient semismooth Newton updates for the subproblems. Extensive numerical experiments demonstrate the robustness and effectiveness of our proposed estimator against several leading alternatives, and showcase the efficiency and scalability of our algorithm compared to the state-of-the-art baseline in both simulated and real-data settings.

stat.ML↗

arXiv2025

An Efficient Dual ADMM for Huber Regression with Fused Lasso Penalty

The ordinary least squares estimate in linear regression is sensitive to the influence of errors with large variance, which reduces its robustness, especially when dealing with heavy-tailed errors or outliers frequently encountered in real-world scenarios. To address this issue and accommodate the sparsity of coefficients along with their sequential disparities, we combine the adaptive robust Huber loss function with a fused lasso penalty. This combination yields a robust estimator capable of simultaneously achieving estimation and variable selection. Furthermore, we utilize an efficient alternating direction method of multipliers to solve this regression model from a dual perspective. The effectiveness and efficiency of our proposed approach is demonstrated through numerical experiments carried out on both simulated and real datasets.

stat.ME↗

arXiv2023

An Efficient Method for Joint Delay-Doppler Estimation of Moving Targets in Passive Radar

Passive radar systems can detect and track the moving targets of interest by exploiting non-cooperative illuminators-of-opportunity to transmit orthogonal frequency division multiplexing (OFDM) signals. These targets are searched using a bank of correlators tuned to the waveform corresponding to the given Doppler frequency shift and delay. In this paper, we study the problem of joint delay-Doppler estimation of moving targets in OFDM passive radar. This task of estimation is described as an atomic-norm regularized convex optimization problem, or equivalently, a semi-definite programming problem. The alternating direction method of multipliers (ADMM) can be employed which computes each variable in a Gauss-Seidel manner, but its convergence is lack of certificate. In this paper, we use a symmetric Gauss-Seidel (sGS) to the framework of ADMM, which only needs to compute some of the subproblems twice but has the ability to ensure convergence. We do some simulated experiments which illustrate that the sGS-ADMM is superior to ADMM in terms of accuracy and computing time.

math.OC↗

arXiv2014

A new global 1-form in Lyra geometric cosmos model

Dark energy phenomena has inspired lots of investigations on the cosmological constant problems. In order to understand its origin and properties as well as its impacts on universe's evolutions, there are many approaches to modify the well-known General Relativity, such as the Weyl-Lyra Geometry. In the well studied cosmology model within Lyra geometry, there is a problem that the first law of thermodynamics is violated. To unravel this issue, if we use the effective density and pressure in the Lyra cosmology model to preserve the first law of thermodynamics in the cosmos, the former 1-form $(β,0,0,0)$ cannot give a proper vacuum behavior. In this paper, the auxiliary 1-form is modified to overcome this difficulty. It can be shown that the complex terms in the field equation derived from the regime of Lyra Geometric$ \frac{3}{2}ϕ^μϕ_ν-\frac{3}{4}δ^μ_νϕ^αϕ_α$with our new 1-form could behave just as the cosmological constant. This work can be regarded as a new exploration on a possible origin of the cosmological constant from a Lyra cosmology model.

physics.gen-ph↗