Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (Q5120677)

scientific article; zbMATH DE number 7247709

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English	Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation	scientific article; zbMATH DE number 7247709

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instance of

scholarly article

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title

Optimal Sparse Linear Prediction for Block-missing Multi-modality Data Without Imputation (English)

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Journal of the American Statistical Association

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publication date

15 September 2020

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full work available at URL

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8612700

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zbMATH Keywords

block-missing

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Huber's $M$-estimate

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Lasso

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multi-modality

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prediction

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sparse regression

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describes a project that uses

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Statistical Applications of the Multivariate Skew Normal Distribution

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Covariance regularization by thresholding

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Statistics for high-dimensional data. Methods, theory and applications.

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Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh

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A Singular Value Thresholding Algorithm for Matrix Completion

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Adaptive Thresholding for Sparse Covariance Matrix Estimation

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Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data

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Challenging the empirical mean and empirical variance: a deviation study

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CoCoLasso for high-dimensional error-in-variables regression

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Estimation of High Dimensional Mean Regression in the Absence of Symmetry and Light Tail Assumptions

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Robust Estimation of a Location Parameter

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Sparse covariance thresholding for high-dimensional variable selection

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A well-conditioned estimator for large-dimensional covariance matrices

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High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity

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High-dimensional covariance matrix estimation with missing observations

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Q2896145

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High-dimensional graphs and variable selection with the Lasso

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Lasso-type recovery of sparse representations for high-dimensional data

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Q2896143

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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High-dimensional covariance estimation by minimizing $\ell _{1}$-penalized log-determinant divergence

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Positive definite estimators of large covariance matrices

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Q4864293

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On the conditions used to prove oracle results for the Lasso

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Nearly unbiased variable selection under minimax concave penalty

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Q3174050

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

zbMATH Open document ID

1441.62190

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DOI

10.1080/01621459.2019.1632079

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5120677