Support union recovery in high-dimensional multivariate regression
From MaRDI portal
Publication:2429923
DOI10.1214/09-AOS776zbMath1373.62372arXiv0808.0711MaRDI QIDQ2429923
Guillaume Obozinski, Michael I. Jordan, Martin J. Wainwright
Publication date: 5 April 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.0711
variable selection; sparsity; group Lasso; multivariate regression; Lasso; second-order cone program; block-norm; high-dimensional scaling; simultaneous Lasso
62J07: Ridge regression; shrinkage estimators (Lasso)
62F07: Statistical ranking and selection procedures
Related Items
Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method, Regularized projection score estimation of treatment effects in high-dimensional quantile regression, An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression, Asymptotic Theory of \(\boldsymbol \ell _1\) -Regularized PDE Identification from a Single Noisy Trajectory, Feature Selection by Canonical Correlation Search in High-Dimensional Multiresponse Models With Complex Group Structures, CLEAR: Covariant LEAst-Square Refitting with Applications to Image Restoration, Bayesian Sparse Partial Least Squares, Unsupervised learning of compositional sparse code for natural image representation, Structured sparsity through convex optimization, A selective review of group selection in high-dimensional models, A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers, Variable screening in multivariate linear regression with high-dimensional covariates, Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data, Sparse quadratic classification rules via linear dimension reduction, Grouped variable selection with discrete optimization: computational and statistical perspectives, Solution sets of three sparse optimization problems for multivariate regression, A general framework for penalized mixed-effects multitask learning with applications on DNA methylation surrogate biomarkers creation, Binned multinomial logistic regression for integrative cell-type annotation, Adaptive and robust multi-task learning, An \(\ell_{2,0}\)-norm constrained matrix optimization via extended discrete first-order algorithms, The benefit of group sparsity in group inference with de-biased scaled group Lasso, A partially linear framework for massive heterogeneous data, The geometry of least squares in the 21st century, ``Grouping strategies and thresholding for high dimensional linear models: discussion, Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis, Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms, Robust inference on average treatment effects with possibly more covariates than observations, Estimation of (near) low-rank matrices with noise and high-dimensional scaling, Oracle inequalities and optimal inference under group sparsity, Tree-guided group lasso for multi-response regression with structured sparsity, with an application to eQTL mapping, Tight conditions for consistency of variable selection in the context of high dimensionality, Accuracy guaranties for \(\ell_{1}\) recovery of block-sparse signals, Variable selection in high-dimensional sparse multiresponse linear regression models, Variable selection in multivariate linear models for functional data via sparse regularization, Generalized co-sparse factor regression, Optimal variable selection in multi-group sparse discriminant analysis, High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression, Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer, The benefit of group sparsity, Variable and boundary selection for functional data via multiclass logistic regression modeling, Structured variable selection via prior-induced hierarchical penalty functions, On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters, Sparse-group independent component analysis with application to yield curves prediction, Learning sparse FRAME models for natural image patterns, Inference under Fine-Gray competing risks model with high-dimensional covariates, Double fused Lasso penalized LAD for matrix regression, High-order evaluation complexity for convexly-constrained optimization with non-Lipschitzian group sparsity terms, High-dimensional index volatility models via Stein's identity, Double fused Lasso regularized regression with both matrix and vector valued predictors, \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models, Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures, Nonparametric and high-dimensional functional graphical models, Variable selection and collinearity processing for multivariate data via row-elastic-net regularization, Adaptive estimation in multivariate response regression with hidden variables, Sparse high-dimensional linear regression. Estimating squared error and a phase transition, Large-scale multivariate sparse regression with applications to UK Biobank, Communication-efficient distributed multi-task learning with matrix sparsity regularization, Capturing between-tasks covariance and similarities using multivariate linear mixed models, Consistent group selection with Bayesian high dimensional modeling, A sequential approach to feature selection in high-dimensional additive models, Prediction and estimation consistency of sparse multi-class penalized optimal scoring, Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models, Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach, A consistent variable selection method in high-dimensional canonical discriminant analysis, A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models, On model selection consistency of regularized M-estimators, Structured regularization for conditional Gaussian graphical models, Sparse conditional copula models for structured output regression, Prototype selection for parameter estimation in complex models, Structure estimation for discrete graphical models: generalized covariance matrices and their inverses, Functional linear regression for functional response via sparse basis selection, Sparse reduced-rank regression with covariance estimation, An integrated precision matrix estimation for multivariate regression problems, Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO, Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- The benefit of group sparsity
- Lasso-type recovery of sparse representations for high-dimensional data
- The composite absolute penalties family for grouped and hierarchical variable selection
- Adaptive estimation of a quadratic functional by model selection.
- Asymptotics for Lasso-type estimators.
- Least angle regression. (With discussion)
- Simultaneous analysis of Lasso and Dantzig selector
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Variable selection for multicategory SVM via adaptive sup-norm regularization
- High-dimensional graphs and variable selection with the Lasso
- Just relax: convex programming methods for identifying sparse signals in noise
- The Group Lasso for Logistic Regression
- Atomic Decomposition by Basis Pursuit
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A new approach to variable selection in least squares problems
- Uncertainty principles and ideal atomic decomposition
- A Statistical View of Some Chemometrics Regression Tools
- Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Model Selection and Estimation in Regression with Grouped Variables