An Interactive Greedy Approach to Group Sparsity in High Dimensions
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Cites work
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- A multi-stage framework for Dantzig selector and LASSO
- A selective review of group selection in high-dimensional models
- A stepwise regression method and consistent model selection for highdimensional sparse linear models
- A tail inequality for quadratic forms of subgaussian random vectors
- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
- ADMM for High-Dimensional Sparse Penalized Quantile Regression
- An introduction to conditional random fields
- Blockwise sparse regression
- Consistent group selection in high-dimensional linear regression
- Decoding by Linear Programming
- Greed is Good: Algorithmic Results for Sparse Approximation
- Group Sparse Recovery via the \ell ^0(\ell ^2) Penalty: Theory and Algorithm
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Kernel estimation and model combination in a bandit problem with covariates
- Matching pursuits with time-frequency dictionaries
- Matrix Variate Regressions and Envelope Models
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection via standard error adjusted adaptive Lasso
- Multiscale Mining of fMRI Data with Hierarchical Structured Sparsity
- Nearly unbiased variable selection under minimax concave penalty
- On the adaptive elastic net with a diverging number of parameters
- On the asymptotic properties of the group lasso estimator for linear models
- On the consistency of feature selection using greedy least squares regression
- Oracle inequalities and optimal inference under group sparsity
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Sparse Recovery With Orthogonal Matching Pursuit Under RIP
- Strong oracle optimality of folded concave penalized estimation
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The Adaptive Lasso and Its Oracle Properties
- The benefit of group sparsity
- The benefit of group sparsity in group inference with de-biased scaled group Lasso
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Group Lasso for Logistic Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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