Likelihood-Based Selection and Sharp Parameter Estimation (Q4916454): Difference between revisions

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+Simultaneous analysis of Lasso and Dantzig selector
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+Extended Bayesian information criteria for model selection with large model spaces
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Sparse inverse covariance estimation with the graphical lasso
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+Recovering Sparse Signals With a Certain Family of Nonconvex Penalties and DC Programming
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Gradient directed regularization for sparse Gaussian concentration graphs, with applications to inference of genetic networks
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+High-dimensional graphs and variable selection with the Lasso
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+Sparse permutation invariant covariance estimation
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+A new approach to Cholesky-based covariance regularization in high dimensions
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+Estimating the dimension of a model
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+Adaptive Model Selection
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+Nonparametric pathway-based regression models for analysis of genomic data
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+Model selection and estimation in the Gaussian graphical model
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+Nearly unbiased variable selection under minimax concave penalty
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+One-step sparse estimates in nonconcave penalized likelihood models
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