The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) (Q1952206): Difference between revisions

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+A survey of cross-validation procedures for model selection
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+Risk bounds for model selection via penalization
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+Simultaneous analysis of Lasso and Dantzig selector
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Aggregation and Sparsity Via ℓ1 Penalized Least Squares
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+Aggregation for Gaussian regression
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+Sparsity oracle inequalities for the Lasso
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+Near-ideal model selection by \(\ell _{1}\) minimization
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+Decoding by Linear Programming
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Stable signal recovery from incomplete and inaccurate measurements
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+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
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+Q5485944
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Q3543468
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+Sparsity in penalized empirical risk minimization
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+The Dantzig selector and sparsity oracle inequalities
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+Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
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+The Group Lasso for Logistic Regression
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Q4864293
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+High-dimensional generalized linear models and the lasso
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+On non-asymptotic bounds for estimation in generalized linear models with highly correlated design
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+Least squares estimation with complexity penalties
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+On the conditions used to prove oracle results for the Lasso
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+Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
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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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+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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+Some sharp performance bounds for least squares regression with \(L_1\) regularization
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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+Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
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