Preconditioning the Lasso for sign consistency

DOI10.1214/15-EJS1029zbMath1321.62083OpenAlexW1573037860MaRDI QIDQ2346526

Jinzhu Jia, Karl Rohe

Publication date: 2 June 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433195857

zbMATH Keywords

preconditioningirrepresentable conditionsign consistency

Mathematics Subject Classification ID

Related Items (15)

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Uses Software

• RGL
• glmnet
• rgl

Cites Work

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• Statistics on special manifolds
• Least angle regression. (With discussion)
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• Preconditioning the Lasso for sign consistency
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• High-dimensional generalized linear models and the lasso
• High-dimensional graphs and variable selection with the Lasso
• Bootstrapping Lasso Estimators
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and incoherence in compressive sampling
• Regularization and Variable Selection Via the Elastic Net
• Some Metric Inequalities in the Space of Matrices

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