Rejoinder: ``A significance test for the lasso'' (Q2249839): Difference between revisions

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+A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
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+NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
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+Templates for convex cone problems with applications to sparse signal recovery
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Statistical significance in high-dimensional linear models
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
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+Atomic Decomposition by Basis Pursuit
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+Compressed sensing
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+How Biased is the Apparent Error Rate of a Prediction Rule?
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+Least angle regression. (With discussion)
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+Pathwise coordinate optimization
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+Recovery of Exact Sparse Representations in the Presence of Bounded Noise
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
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+Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory
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+<i>p</i>-Values for High-Dimensional Regression
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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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+Scaled sparse linear regression
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+Inference in adaptive regression via the Kac-Rice formula
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+Validity of the expected Euler characteristic heuristic
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+The Lasso problem and uniqueness
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+Degrees of freedom in lasso problems
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+Discussion of: ``Grouping strategies and thresholding for high dimension linear models''
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+High-dimensional variable selection
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+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
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+Q3174050
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+Regularization and Variable Selection Via the Elastic Net
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+On the ``degrees of freedom'' of the lasso
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