A generalized Dantzig selector with shrinkage tuning

DOI10.1093/BIOMET/ASP013MaRDI QIDQ3633157zbMATH OpenOpenAlexFDO

Authors Gareth M. James, Peter Radchenko

Publication date 17 June 2009

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/4d4a426c62d766395019dc28b7827e171c0bed6d

zbMATH Keywords

Dantzig selectorDASSOdouble Dantziggeneralized linear modelinterpolated Dantziglassoridge Dantzigvariable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cited in

(27)

• Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
• Variable selection and parameter estimation for partially linear models via Dantzig selector
• Stability selection for Lasso, ridge and elastic net implemented with AFT models
• Ridge estimation for multinomial logit models with symmetric side constraints
• An extended variable inclusion and shrinkage algorithm for correlated variables
• Smooth LASSO estimator for the function-on-function linear regression model
• The constrained Dantzig selector with enhanced consistency
• On path restoration for censored outcomes
• Shrinkage tuning parameter selection with a diverging number of parameters
• Variable inclusion and shrinkage algorithms
• The use of vector bootstrapping to improve variable selection precision in Lasso models
• The Dantzig Selector in Cox's Proportional Hazards Model
• DASSO: Connections Between the Dantzig Selector and Lasso
• Regularized proportional odds models
• The Dantzig selector for censored linear regression models
• Improved variable selection with forward-lasso adaptive shrinkage
• Multiscale change point inference. With discussion and authors' reply
• Adaptive Lasso and Dantzig selector for spatial point processes intensity estimation
• Nonconvex Dantzig selector and its parallel computing algorithm
• Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
• Dimension-free uniform concentration bound for logistic regression
• Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
• Nonparametric estimation of the link function including variable selection
• Functional linear regression that's interpretable
• Some sharp performance bounds for least squares regression with L₁ regularization
• Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
• Sparse regulatory networks

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