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High angular resolution diffusion imaging (HARDI) has recently been of great interest in mapping the orientation of intravoxel crossing fibers, and such orientation information allows one to infer the connectivity patterns prevalent among different brain regions and possible changes in such connectivity over time for various neurodegenerative and neuropsychiatric diseases. The aim of this article is to propose a penalized multiscale adaptive regression model (PMARM) framework to spatially and adaptively infer the orientation distribution function (ODF) of water diffusion in regions with complex fiber configurations. In PMARM, we reformulate the HARDI imaging reconstruction as a weighted regularized least-square regression (WRLSR) problem. Similarity and distance weights are introduced to account for spatial smoothness of HARDI, while preserving the unknown discontinuities (e.g., edges between white matter …