Sure Independence Screening for Ultrahigh Dimensional Feature Space (Q4632602): Difference between revisions

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+Better Subset Regression Using the Nonnegative Garrote
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+Heuristics of instability and stabilization in model selection
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Statistics on special manifolds
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+Geometric Representation of High Dimension, Low Sample Size Data
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+Variable selection using MM algorithms
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+Asymptotics for Lasso-type estimators.
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+Deviation Inequalities on Largest Eigenvalues
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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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+Local Strong Homogeneity of a Regularized Estimator
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+``Preconditioning'' for feature selection and regression in high-dimensional problems
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+The smallest eigenvalue of a large dimensional Wishart matrix
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+Statistical significance for genomewide studies
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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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