Monte Carlo Simulation for Lasso-Type Problems by Estimator Augmentation (Q4975621): Difference between revisions

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+W2171171081
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+.4425
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+Simultaneous analysis of Lasso and Dantzig selector
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+Asymptotic properties of the residual bootstrap for Lasso estimators
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+Bootstrapping Lasso Estimators
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+Rates of convergence of the adaptive LASSO estimators to the oracle distribution and higher order refinements by the bootstrap
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+Atomic Decomposition by Basis Pursuit
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Pathwise coordinate optimization
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+Sparse inverse covariance estimation with the graphical lasso
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Asymptotics for Lasso-type estimators.
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+A significance test for the lasso
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+Oracle inequalities and optimal inference under group sparsity
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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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+A Perturbation Method for Inference on Regularized Regression Estimates
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+A new approach to variable selection in least squares problems
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+On the distribution of the adaptive LASSO estimator
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+Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
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+Scaled sparse linear regression
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+The Lasso problem and uniqueness
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Model Selection and Estimation in Regression with Grouped Variables
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+Nearly unbiased variable selection under minimax concave penalty
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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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+One-step sparse estimates in nonconcave penalized likelihood models
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