SLOPE-adaptive variable selection via convex optimization (Q902886): Difference between revisions

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scientific article; zbMATH DE number 6525980

SLOPE - Adaptive variable selection via convex optimization

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English	SLOPE-adaptive variable selection via convex optimization	scientific article; zbMATH DE number 6525980	SLOPE - Adaptive variable selection via convex optimization

Statements

instance of

scholarly article

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title

SLOPE-adaptive variable selection via convex optimization (English)

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zbMATH Open document ID

1454.62212

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DOI

10.1214/15-AOAS842

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10.48550/arXiv.1407.3824

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The Annals of Applied Statistics

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publication date

4 January 2016

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14 July 2014

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full work available at URL

https://arxiv.org/abs/1407.3824

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https://projecteuclid.org/euclid.aoas/1446488733

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Mathematics Subject Classification ID

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sparse regression

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variable selection

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false discovery rate

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Lasso

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sorted \(\ell_{1}\) penalized estimation (SLOPE)

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Wikidata QID

Q40166307

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describes a project that uses

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MaRDI publication profile

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arXiv ID

1407.3824

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arXiv classification

stat.ME

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cites work

Q4849983

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Adapting to unknown sparsity by controlling the false discovery rate

0 references

A new look at the statistical model identification

0 references

Q5658961

0 references

Model selection by multiple test procedures

0 references

A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems

0 references

Templates for convex cone problems with applications to sparse signal recovery

0 references

A simple forward selection procedure based on false discovery rate control

0 references

Q4322338

0 references

False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters

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Valid post-selection inference

0 references

Active set algorithms for isotonic regression; a unifying framework

0 references

Gaussian model selection

0 references

Asymptotic Bayes-optimality under sparsity of some multiple testing procedures

0 references

SLOPE-adaptive variable selection via convex optimization

0 references

Statistical significance in high-dimensional linear models

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

Enhancing sparsity by reweighted \(\ell _{1}\) minimization

0 references

Tweedie’s Formula and Selection Bias

0 references

The risk inflation criterion for multiple regression

0 references

Local asymptotic coding and the minimum description length

0 references

Controlling the false discovery rate via knockoffs

0 references

Some optimality properties of FDR controlling rules under sparsity

0 references

Projections onto order simplexes

0 references

Minimax detection of a signal for \(l^ n\)-balls.

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory

0 references

Nonmetric multidimensional scaling. A numerical method

0 references

A significance test for the lasso

0 references

Some Comments on C P

0 references

Relaxed Lasso

0 references

<i>p</i>-Values for High-Dimensional Regression

0 references

Introductory lectures on convex optimization. A basic course.

0 references

Some results on false discovery rate in stepwise multiple testing procedures.

0 references

\(\ell_{1}\)-penalization for mixture regression models

0 references

Scaled sparse linear regression

0 references

Q4864293

0 references

The Covariance Inflation Criterion for Adaptive Model Selection

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

High-dimensional variable selection

0 references

Model selection and sharp asymptotic minimaxity

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

OpenAlex ID

W1916786071

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:902886

@@ Property / cites work @@
+Q4849983
@@ Property / cites work: Q4849983 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapting to unknown sparsity by controlling the false discovery rate
+Normal rank
@@ Property / cites work @@
+A new look at the statistical model identification
+Normal rank
@@ Property / cites work @@
+Q5658961
@@ Property / cites work: Q5658961 / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection by multiple test procedures
@@ Property / cites work: Model selection by multiple test procedures / rank @@
+Normal rank
@@ Property / cites work @@
+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
+Normal rank
@@ Property / cites work @@
+Templates for convex cone problems with applications to sparse signal recovery
+Normal rank
@@ Property / cites work @@
+A simple forward selection procedure based on false discovery rate control
+Normal rank
@@ Property / cites work @@
+Q4322338
@@ Property / cites work: Q4322338 / rank @@
+Normal rank
@@ Property / cites work @@
+False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
+Normal rank
@@ Property / cites work @@
+Valid post-selection inference
@@ Property / cites work: Valid post-selection inference / rank @@
+Normal rank
@@ Property / cites work @@
+Active set algorithms for isotonic regression; a unifying framework
+Normal rank
@@ Property / cites work @@
+Gaussian model selection
@@ Property / cites work: Gaussian model selection / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
+Normal rank
@@ Property / cites work @@
+SLOPE-adaptive variable selection via convex optimization
+Normal rank
@@ Property / cites work @@
+Statistical significance in high-dimensional linear models
+Normal rank
@@ Property / cites work @@
+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
+Normal rank
@@ Property / cites work @@
+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
+Normal rank
@@ Property / cites work @@
+Tweedie’s Formula and Selection Bias
@@ Property / cites work: Tweedie’s Formula and Selection Bias / rank @@
+Normal rank
@@ Property / cites work @@
+The risk inflation criterion for multiple regression
+Normal rank
@@ Property / cites work @@
+Local asymptotic coding and the minimum description length
+Normal rank
@@ Property / cites work @@
+Controlling the false discovery rate via knockoffs
+Normal rank
@@ Property / cites work @@
+Some optimality properties of FDR controlling rules under sparsity
+Normal rank
@@ Property / cites work @@
+Projections onto order simplexes
@@ Property / cites work: Projections onto order simplexes / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax detection of a signal for \(l^ n\)-balls.
@@ Property / cites work: Minimax detection of a signal for \(l^ n\)-balls. / rank @@
+Normal rank
@@ Property / cites work @@
+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
+Normal rank
@@ Property / cites work @@
+Nonmetric multidimensional scaling. A numerical method
+Normal rank
@@ Property / cites work @@
+A significance test for the lasso
@@ Property / cites work: A significance test for the lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Some Comments on C P
@@ Property / cites work: Some Comments on C P / rank @@
+Normal rank
@@ Property / cites work @@
+Relaxed Lasso
@@ Property / cites work: Relaxed Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+<i>p</i>-Values for High-Dimensional Regression
@@ Property / cites work: <i>p</i>-Values for High-Dimensional Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Introductory lectures on convex optimization. A basic course.
+Normal rank
@@ Property / cites work @@
+Some results on false discovery rate in stepwise multiple testing procedures.
+Normal rank
@@ Property / cites work @@
+\(\ell_{1}\)-penalization for mixture regression models
+Normal rank
@@ Property / cites work @@
+Scaled sparse linear regression
@@ Property / cites work: Scaled sparse linear regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+The Covariance Inflation Criterion for Adaptive Model Selection
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+High-dimensional variable selection
@@ Property / cites work: High-dimensional variable selection / rank @@
+Normal rank
@@ Property / cites work @@
+Model selection and sharp asymptotic minimaxity
@@ Property / cites work: Model selection and sharp asymptotic minimaxity / rank @@
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1916786071
@@ Property / OpenAlex ID: W1916786071 / rank @@
+Normal rank