Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
From MaRDI portal
Publication:2426826
DOI10.1214/08-EJS177zbMath1306.62155arXiv0801.4610OpenAlexW3100190044WikidataQ105584246 ScholiaQ105584246MaRDI QIDQ2426826
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.4610
Related Items (56)
Worst possible sub-directions in high-dimensional models ⋮ Nonnegative-Lasso and application in index tracking ⋮ Iterative algorithm for discrete structure recovery ⋮ De-biasing the Lasso with degrees-of-freedom adjustment ⋮ Sliding window strategy for convolutional spike sorting with Lasso. Algorithm, theoretical guarantees and complexity ⋮ Estimation of matrices with row sparsity ⋮ Extensions of stability selection using subsamples of observations and covariates ⋮ Strong consistency of Lasso estimators ⋮ Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity ⋮ Sparse recovery under matrix uncertainty ⋮ Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression ⋮ Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization ⋮ \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities ⋮ Bayesian linear regression with sparse priors ⋮ High-dimensional covariance matrix estimation with missing observations ⋮ Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso ⋮ Variable selection, monotone likelihood ratio and group sparsity ⋮ A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates ⋮ Robust machine learning by median-of-means: theory and practice ⋮ Adaptive Dantzig density estimation ⋮ Variable selection and regularization via arbitrary rectangle-range generalized elastic net ⋮ Asymptotic theory in network models with covariates and a growing number of node parameters ⋮ Regularizers for structured sparsity ⋮ Multi-stage convex relaxation for feature selection ⋮ Minimax risks for sparse regressions: ultra-high dimensional phenomenons ⋮ On the asymptotic properties of the group lasso estimator for linear models ⋮ Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization ⋮ On the conditions used to prove oracle results for the Lasso ⋮ PAC-Bayesian bounds for sparse regression estimation with exponential weights ⋮ The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) ⋮ The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods ⋮ Least squares after model selection in high-dimensional sparse models ⋮ Calibrating nonconvex penalized regression in ultra-high dimension ⋮ Transductive versions of the Lasso and the Dantzig selector ⋮ General nonexact oracle inequalities for classes with a subexponential envelope ⋮ Generalization of constraints for high dimensional regression problems ⋮ A general framework for Bayes structured linear models ⋮ Oracle inequalities and optimal inference under group sparsity ⋮ Estimation and variable selection with exponential weights ⋮ Ranking-Based Variable Selection for high-dimensional data ⋮ A two-stage regularization method for variable selection and forecasting in high-order interaction model ⋮ Normalized and standard Dantzig estimators: two approaches ⋮ Robust low-rank multiple kernel learning with compound regularization ⋮ Regularization and the small-ball method. I: Sparse recovery ⋮ Pivotal estimation via square-root lasso in nonparametric regression ⋮ Unnamed Item ⋮ Randomized pick-freeze for sparse Sobol indices estimation in high dimension ⋮ SPADES and mixture models ⋮ Simultaneous feature selection and clustering based on square root optimization ⋮ Quasi-likelihood and/or robust estimation in high dimensions ⋮ Randomized maximum-contrast selection: subagging for large-scale regression ⋮ Variable selection with Hamming loss ⋮ Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator ⋮ Tuning parameter calibration for \(\ell_1\)-regularized logistic regression ⋮ The Dantzig Selector in Cox's Proportional Hazards Model ⋮ Oracle Inequalities for Convex Loss Functions with Nonlinear Targets
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector and sparsity oracle inequalities
- Sparsity in penalized empirical risk minimization
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Lasso-type recovery of sparse representations for high-dimensional data
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Asymptotics for Lasso-type estimators.
- Least angle regression. (With discussion)
- Simultaneous analysis of Lasso and Dantzig selector
- High-dimensional generalized linear models and the lasso
- Sparsity oracle inequalities for the Lasso
- Aggregation for Gaussian regression
- 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
- Atomic Decomposition by Basis Pursuit
This page was built for publication: Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators