The geometry of least squares in the 21st century

DOI10.3150/12-BEJSP15zbMath1402.62157arXiv1309.7837MaRDI QIDQ373539

Jonathan E. Taylor

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7837

zbMATH Keywords

Gaussian processesleast squaresconvex analysispenalized regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Linear regression; mixed models (62J05) History of mathematics in the 21st century (01A61) History of statistics (62-03)

Related Items (4)

Inference in adaptive regression via the Kac-Rice formula ⋮ Recovering Structured Signals in Noise: Least-Squares Meets Compressed Sensing ⋮ Penalized least square in sparse setting with convex penalty and non Gaussian errors ⋮ Geometry and applied statistics

Uses Software

• NESTA
• glasso
• glmnet
• hierNet
• softImpute
• covTest

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Smooth minimization of non-smooth functions
• Sparse inverse covariance estimation with the graphical lasso
• Random fields and the geometry of Wiener space
• A lasso for hierarchical interactions
• Statistical significance in high-dimensional linear models
• Degrees of freedom in lasso problems
• Statistics for high-dimensional data. Methods, theory and applications.
• The solution path of the generalized lasso
• High-dimensional variable selection
• A general expression for the distribution of the maximum of a Gaussian field and the approximation of the tail
• The geometry of exponential families
• Estimation of the mean of a multivariate normal distribution
• Gauss and the invention of least squares
• The expected number of local maxima of a random field and the volume of tubes
• Weights of \(\overline{\chi}^2\) distribution for smooth or piecewise smooth cone alternatives
• On the equivalence of the tube and Euler characteristic methods for the distribution of the maximum of Gaussian fields over piecewise smooth domains
• Least angle regression. (With discussion)
• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• The Lasso problem and uniqueness
• Sign-constrained least squares estimation for high-dimensional regression
• Rejoinder: ``A significance test for the lasso
• Tail probabilities of the maxima of Gaussian random fields
• Simultaneous analysis of Lasso and Dantzig selector
• Support union recovery in high-dimensional multivariate regression
• Pathwise coordinate optimization
• Random fields of multivariate test statistics, with applications to shape analysis
• A Gaussian kinematic formula
• Validity of the expected Euler characteristic heuristic
• Exact matrix completion via convex optimization
• Intrinsic volumes and Gaussian processes
• NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
• Adaptive Confidence Intervals for the Test Error in Classification
• A Perturbation Method for Inference on Regularized Regression Estimates
• Curvature Measures
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Excursion sets of three classes of stable random fields
• Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping
• Boundary corrections for the expected Euler characteristic of excursion sets of random fields, with an application to astrophysics
• Random Fields and Geometry
• Model Selection and Estimation in Regression with Grouped Variables
• On the Volume of Tubes
• Compressed sensing
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

This page was built for publication: The geometry of least squares in the 21st century