Best subset selection via a modern optimization lens (Q282479): Difference between revisions

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+.03133
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+Certifying the Restricted Isometry Property is Hard
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+Best subset selection via a modern optimization lens
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+Least quantile regression via modern optimization
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+Algorithm for cardinality-constrained quadratic optimization
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+Simultaneous analysis of Lasso and Dantzig selector
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+Computational study of a family of mixed-integer quadratic programming problems
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+Aggregation for Gaussian regression
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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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+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
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+Atomic Decomposition by Basis Pursuit
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+For most large underdetermined systems of linear equations the minimal 𝓁<sub>1</sub>‐norm solution is also the sparsest solution
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+Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ             <sup>1</sup>             minimization
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+Uncertainty principles and ideal atomic decomposition
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+Ideal spatial adaptation by wavelet shrinkage
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
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+A Statistical View of Some Chemometrics Regression Tools
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+Pathwise coordinate optimization
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+Graph puzzles, homotopy, and the alternating group
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+Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Asymptotics for Lasso-type estimators.
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+A unified approach to model selection and sparse recovery using regularized least squares
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+<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties
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+High-dimensional graphs and variable selection with the Lasso
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+Sparse Approximate Solutions to Linear Systems
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+Introductory lectures on convex optimization. A basic course.
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+Smooth minimization of non-smooth functions
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+Gradient methods for minimizing composite functions
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+Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
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+On constrained and regularized high-dimensional regression
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+Just relax: convex programming methods for identifying sparse signals in noise
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+The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound 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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+Nearly unbiased variable selection under minimax concave penalty
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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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+One-step sparse estimates in nonconcave penalized likelihood models
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