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Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult than for linear regression because LME models are nonlinear. In this article we propose a novel optimization strategy that enables a wide range of variable selection methods for LMEs using both convex and nonconvex regularizers, including 𝓁1, Adaptive-𝓁1, SCAD, and 𝓁0. The computational framework only requires the proximal operator for each regularizer to be readily computable, and the implementation is available in an open source python package pysr3, consistent with the sklearn standard. The numerical results on simulated data sets indicate that the proposed strategy improves on the state of the art for both accuracy and compute time. The variable selection techniques are also validated on a real example using a data set on bullying victimization. Supplementary materials for this article are available online. 

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input vector can be exactly recovered. The recovery problem is formulated as residual minimization in the l1-norm. The main contribution is a robust phase retrieval counterpart to the seminal paper by Candes and Tao on compressed sensing (l1 regression) [``Decoding by linear programming''. IEEE Transactions on Information Theory, 51(12):4203–4215, 2005]. The analysis depends on a key new property of the coding matrix called the Absolute Range Property (ARP) which is the analogue to the Null Space Property (NSP) in compressed sensing. When the residuals are computed using squared magnitudes, we show that ARP follows from a standard Restricted Isometry Property (RIP). However, when the residuals are computed using absolute magnitudes, a different kind of RIP or growth property is required. We conclude by showing that the robust phase retrieval objectives are sharp with respect to their minimizers with high probability. 

Block tridiagonal systems appear in classic Kalman smoothing problems, as well in generalized Kalman smoothing, where problems may have nonsmooth terms, singular covariance, constraints, nonlinear models, and unknown parameters. In this paper, first we interpret all the classic smoothing algorithms as different approaches to solve positive definite block tridiagonal linear systems. Then, we obtain new results on their numerical stability. Our outcomes apply to all systems with dynamic structure, informing both classic and modern inference for generalized Kalman smoothing.Elsevier 

Tracking underwater autonomous platforms is often difficult because of noisy, biased, and discretized input data. Classic filters and smoothers based on standard assumptions of Gaussian white noise break down when presented with any of these challenges. Robust models (such as the Huber loss) and constraints (e.g. maximum velocity) are used to attenuate these issues. Here, we consider robust smoothing with singular covariance, which covers bias and correlated noise, as well as many specific model types, such as those used in navigation. In particular, we show how to combine singular covariance models with robust losses and state-space constraints in a unified framework that can handle very low-fidelity data. A noisy, biased, and discretized navigation dataset from a submerged, low-cost inertial measurement unit (IMU) package, with ultra short baseline (USBL) data for ground truth, provides an opportunity to stress-test the proposed framework with promising results. We show how robust modeling elements improve our ability to analyze the data, and present batch processing results for 10 minutes of data with three different frequencies of available USBL position fixes (gaps of 30 seconds, 1 minute, and 2 minutes). The results suggest that the framework can be extended to real-time tracking using robust windowed estimation.