Correlated variables in regression: clustering and sparse estimation (Q394080): Difference between revisions

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+PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
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+Simultaneous analysis of Lasso and Dantzig selector
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+Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Finding predictive gene groups from microarray data
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+The sparse Laplacian shrinkage estimator for high-dimensional regression
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+High-dimensional additive modeling
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+Relaxed Lasso
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Sparse regression with exact clustering
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+Scaled sparse linear regression
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+On the conditions used to prove oracle results for the Lasso
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+The Lasso, correlated design, and improved oracle inequalities
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+Model Selection and Estimation in Regression with Grouped Variables
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
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