UPS delivers optimal phase diagram in high-dimensional variable selection
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Publication:450021
DOI10.1214/11-AOS947zbMath1246.62160arXiv1010.5028OpenAlexW3102266093MaRDI QIDQ450021
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.5028
graphsubset selectionHamming distancephase diagramlassoscreen and cleanpenalization methodsStein's normal means
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
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Uses Software
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