A unified approach to model selection and sparse recovery using regularized least squares (Q117370): Difference between revisions

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+Regularization of Wavelet Approximations
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+Regularization in statistics
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+Simultaneous analysis of Lasso and Dantzig selector
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+Better Subset Regression Using the Nonnegative Garrote
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+Decoding by Linear Programming
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+Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Enhancing sparsity by reweighted \(\ell _{1}\) minimization
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+Atomic Decomposition by Basis Pursuit
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+Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ             <sup>1</sup>             minimization
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+Stable recovery of sparse overcomplete representations in the presence of noise
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+Ideal spatial adaptation by wavelet shrinkage
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+Least angle regression. (With discussion)
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+High-dimensional classification using features annealed independence rules
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Q5491004
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Q3999358
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+A Statistical View of Some Chemometrics Regression Tools
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+Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
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+Variable selection using MM algorithms
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+DASSO: Connections Between the Dantzig Selector and Lasso
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+Variable selection in semiparametric regression modeling
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+Local Strong Homogeneity of a Regularized Estimator
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+Q4864293
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+Just relax: convex programming methods for identifying sparse signals in noise
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+A Short Proof and a Generalization of Miranda's Existence Theorem
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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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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