Regularity properties for sparse regression

DOI10.1007/S40304-015-0078-6zbMath1341.62212arXiv1305.5198OpenAlexW3124742607WikidataQ39664671 ScholiaQ39664671MaRDI QIDQ279682

Edgar Dobriban, Jianqing Fan

Publication date: 29 April 2016

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.5198

zbMATH Keywords

computational complexityhigh-dimensional statisticssparse regression\(\ell_q\) sensitivityrestricted eigenvalue

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

Related Items (5)

An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems ⋮ Unnamed Item ⋮ On Computationally Tractable Selection of Experiments in Measurement-Constrained Regression Models ⋮ Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets ⋮ Design of c-optimal experiments for high-dimensional linear models

Uses Software

• PDCO

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistics for high-dimensional data. Methods, theory and applications.
• The Dantzig selector and sparsity oracle inequalities
• Testing the nullspace property using semidefinite programming
• On the conditions used to prove oracle results for the Lasso
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Simultaneous analysis of Lasso and Dantzig selector
• Sparsity oracle inequalities for the Lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Atomic Decomposition by Basis Pursuit
• Reconstruction From Anisotropic Random Measurements
• Certifying the Restricted Isometry Property is Hard
• Decoding by Linear Programming
• Compressed Sensing and Redundant Dictionaries
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Uncertainty principles and ideal atomic decomposition
• Computational Complexity
• The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing

This page was built for publication: Regularity properties for sparse regression