A component lasso (Q3463403): Difference between revisions

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+A Model-Averaging Approach for High-Dimensional Regression
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+Correlated variables in regression: clustering and sparse estimation
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+Sparsity oracle inequalities for the Lasso
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+Atomic Decomposition by Basis Pursuit
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+Hybrid hierarchical clustering with applications to microarray data
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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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+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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+The graphical lasso: new insights and alternatives
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+Sign-constrained least squares estimation for high-dimensional regression
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+Relaxed Lasso
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+High-dimensional graphs and variable selection with the Lasso
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+Averaged gene expressions for regression
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+Discussion of ``Correlated variables in regression: clustering and sparse estimation''
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+Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
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+The cluster graphical Lasso for improved estimation of Gaussian graphical models
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+Q4864293
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+Greed is Good: Algorithmic Results for Sparse Approximation
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+Just relax: convex programming methods for identifying sparse signals in noise
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+On the conditions used to prove oracle results for the Lasso
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+Covariance-Regularized Regression and Classification for high Dimensional Problems
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+Q3174050
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+Regularization and Variable Selection Via the Elastic Net
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