Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Supervised Homogeneity Fusion: a Combinatorial Approach   Fusing regression coefficients into homogenous groups can unveil those
coefficients that share a common value within each group. Such groupwise
homogeneity reduces the intrinsic dimension of the parameter space and
unleashes sharper statistical accuracy. We propose and investigate a new
combinatorial grouping approach called $L_0$-Fusion that is amenable to mixed
integer optimization (MIO). On the statistical aspect, we identify a
fundamental quantity called grouping sensitivity that underpins the difficulty
of recovering the true groups. We show that $L_0$-Fusion achieves grouping
consistency under the weakest possible requirement of the grouping sensitivity:
if this requirement is violated, then the minimax risk of group
misspecification will fail to converge to zero. Moreover, we show that in the
high-dimensional regime, one can apply $L_0$-Fusion coupled with a sure
screening set of features without any essential loss of statistical efficiency,
while reducing the computational cost substantially. On the algorithmic aspect,
we provide a MIO formulation for $L_0$-Fusion along with a warm start strategy.
Simulation and real data analysis demonstrate that $L_0$-Fusion exhibits
superiority over its competitors in terms of grouping accuracy.

37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
13
The categories of this paper are: quant-ph
7
The categories of this paper are: hep-th
0
The categories of this paper are: hep-ph
17
The categories of this paper are: q-fin
8
The categories of this paper are: hep-ex
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
3
The categories of this paper are: physics
36
The categories of this paper are: cmp-lg
6
The categories of this paper are: astro-ph
4
The categories of this paper are: cond-mat
11
The categories of this paper are: hep-lat
33
The categories of this paper are: plasm-ph
34
The categories of this paper are: chem-ph