On constrained and regularized high-dimensional regression (Q380022): Difference between revisions

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-Xiaotong Shen
@@ Property / author: Xiaotong Shen / rank @@
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-Wei Pan
@@ Property / author: Wei Pan / rank @@
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@@ Property / author @@
-Yunzhang Zhu
@@ Property / author: Yunzhang Zhu / rank @@
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+Extended Bayesian information criteria for model selection with large model spaces
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+Atomic Decomposition by Basis Pursuit
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Q4178373
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+A unified approach to model selection and sparse recovery using regularized least squares
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+High-dimensional graphs and variable selection with the Lasso
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+Variational Analysis
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+Estimating the dimension of a model
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+Likelihood-Based Selection and Sharp Parameter Estimation
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+Q4864293
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+An asymptotic property of model selection criteria
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+Nearly unbiased variable selection under minimax concave penalty
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+Q3174050
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+Local asymptotics for regression splines and confidence regions
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+The Adaptive Lasso and Its Oracle Properties
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Publication:380022