Adaptive Bayesian SLOPE: Model Selection With Incomplete Data (Q5083360): Difference between revisions

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+Controlling the false discovery rate via knockoffs
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+Slope meets Lasso: improved oracle bounds and optimality
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+SLOPE-adaptive variable selection via convex optimization
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Group SLOPE – Adaptive Selection of Groups of Predictors
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+Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
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+Variable Selection with Incomplete Covariate Data
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+CoCoLasso for high-dimensional error-in-variables regression
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+Convergence of a stochastic approximation version of the EM algorithm
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+Adaptive robust variable selection
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+Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
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+Logistic regression with missing covariates -- parameter estimation, model selection and prediction within a joint-modeling framework
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+A well-conditioned estimator for large-dimensional covariance matrices
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+Statistical Analysis with Missing Data, Third Edition
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+Variable selection and prediction with incomplete high-dimensional data
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+High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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+Bayesian estimation of sparse signals with a continuous spike-and-slab prior
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+EMVS: The EM Approach to Bayesian Variable Selection
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+The Spike-and-Slab LASSO
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+Inference and missing data
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+Generating missing values for simulation purposes: a multivariate amputation procedure
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+False discoveries occur early on the Lasso path
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+SLOPE is adaptive to unknown sparsity and asymptotically minimax
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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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+Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
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+The Adaptive Lasso and Its Oracle Properties
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