Sign-constrained least squares estimation for high-dimensional regression (Q1954143): Difference between revisions

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+An interior point Newton-like method for non-negative least-squares problems with degenerate solution
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Sparsity oracle inequalities for the Lasso
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+The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Network tomography: recent developments
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+Learning the parts of objects by non-negative matrix factorization
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
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+High-dimensional generalized linear models and the lasso
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+On the conditions used to prove oracle results for the Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Estimating Network Loss Rates Using Active Tomography
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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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