Simultaneous analysis of Lasso and Dantzig selector

DOI10.1214/08-AOS620zbMath1173.62022arXiv0801.1095OpenAlexW2116581043WikidataQ100786247 ScholiaQ100786247MaRDI QIDQ2388978

Alexandre B. Tsybakov, Ya'acov Ritov, Peter J. Bickel

Publication date: 22 July 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.1095

zbMATH Keywords

model selectionlinear modelsnonparametric statistics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Prediction theory (aspects of stochastic processes) (60G25)

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Cites Work

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• The Dantzig selector and sparsity oracle inequalities
• Sparsity in penalized empirical risk minimization
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• Lasso-type recovery of sparse representations for high-dimensional data
• Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
• Functional aggregation for nonparametric regression.
• Asymptotics for Lasso-type estimators.
• Least angle regression. (With discussion)
• High-dimensional generalized linear models and the lasso
• Sparsity oracle inequalities for the Lasso
• Aggregation for Gaussian regression
• Pathwise coordinate optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Stable recovery of sparse overcomplete representations in the presence of noise
• The Group Lasso for Logistic Regression
• A new approach to variable selection in least squares problems
• Aggregation and Sparsity Via ℓ1 Penalized Least Squares
• Sparse Density Estimation with ℓ1 Penalties

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