Variable selection for sparse logistic regression (Q2202033): Difference between revisions

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+https://doi.org/10.1007/s00184-020-00764-4
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+W3005100705
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+Self-concordant analysis for logistic regression
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+The Adaptive Lasso and Its Oracle Properties
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