Pages that link to "Item:Q2510819"
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The following pages link to Strong oracle optimality of folded concave penalized estimation (Q2510819):
Displaying 50 items.
- Global solutions to folded concave penalized nonconvex learning (Q282459) (← links)
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Constructing initial estimators in one-step estimation procedures of nonlinear regression (Q342757) (← links)
- Optimal computational and statistical rates of convergence for sparse nonconvex learning problems (Q482875) (← links)
- Covariate assisted screening and estimation (Q482879) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
- Model selection and estimation in high dimensional regression models with group SCAD (Q893964) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Model selection in high-dimensional quantile regression with seamless \(L_0\) penalty (Q900968) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Degrees of freedom for piecewise Lipschitz estimators (Q1650119) (← links)
- Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
- Balanced estimation for high-dimensional measurement error models (Q1663093) (← links)
- Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions (Q1683689) (← links)
- Quantile regression for additive coefficient models in high dimensions (Q1686242) (← links)
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations (Q1687217) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm (Q1726165) (← links)
- Variable selection via generalized SELO-penalized Cox regression models (Q1738526) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- Portal nodes screening for large scale social networks (Q1740287) (← links)
- Pathwise coordinate optimization for sparse learning: algorithm and theory (Q1747736) (← links)
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error (Q1750288) (← links)
- Robust variable selection for finite mixture regression models (Q1753969) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Broken adaptive ridge regression and its asymptotic properties (Q1795597) (← links)
- A cubic spline penalty for sparse approximation under tight frame balanced model (Q1986544) (← links)
- Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity (Q2011725) (← links)
- Elastic net penalized quantile regression model (Q2020507) (← links)
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
- A unified primal dual active set algorithm for nonconvex sparse recovery (Q2038299) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Analysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learning (Q2073715) (← links)
- Group penalized quantile regression (Q2082458) (← links)
- Statistical inference for normal mixtures with unknown number of components (Q2084470) (← links)
- A convex relaxation framework consisting of a primal-dual alternative algorithm for solving \(\ell_0\) sparsity-induced optimization problems with application to signal recovery based image restoration (Q2095175) (← links)
- Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity (Q2122800) (← links)
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin (Q2131914) (← links)
- Distributed optimization and statistical learning for large-scale penalized expectile regression (Q2131987) (← links)
- Estimating finite mixtures of ordinal graphical models (Q2141636) (← links)
- Bias versus non-convexity in compressed sensing (Q2155168) (← links)
- An interior stochastic gradient method for a class of non-Lipschitz optimization problems (Q2161545) (← links)
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations (Q2163076) (← links)
- Estimation and variable selection for partial functional linear regression (Q2176333) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Nonconcave penalized estimation in sparse vector autoregression model (Q2180066) (← links)
- An efficient non-convex total variation approach for image deblurring and denoising (Q2242083) (← links)
- Network tail risk estimation in the European banking system (Q2246610) (← links)
- On integer and MPCC representability of affine sparsity (Q2294300) (← links)
