Fast variable selection under _0 regularization in high-dimensions
From MaRDI portal
Fast variable selection under \(\ell 0\) regularization in high-dimensions
Cites work
- ``Neural computation of decisions in optimization problems
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A new look at the statistical model identification
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Statistical View of Some Chemometrics Regression Tools
- A unified approach to model selection and sparse recovery using regularized least squares
- Accuracy and Stability of Numerical Algorithms
- An improved Akaike information criterion for state-space model selection
- Asymptotics of AIC, BIC and \(C_p\) model selection rules in high-dimensional regression
- Best subset selection via a modern optimization lens
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- Better Subset Regression Using the Nonnegative Garrote
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Consistent model selection criteria on high dimensions
- Coordinate descent algorithms for lasso penalized regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Counterexamples to parsimony and BIC
- DIC in variable selection
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- False discoveries occur early on the Lasso path
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 41891 (Why is no real title available?)
- scientific article; zbMATH DE number 53314 (Why is no real title available?)
- scientific article; zbMATH DE number 568891 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 867339 (Why is no real title available?)
- Information criteria for model selection
- Inverses of 2 2 block matrices
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Mathematical formulations of Hebbian learning
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection procedure for high‐dimensional data
- Nearly unbiased variable selection under minimax concave penalty
- Neural networks and physical systems with emergent collective computational abilities
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On a model of associative memory with huge storage capacity
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimization by simulated annealing
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Regularization and Variable Selection Via the Elastic Net
- Regularization parameter selections via generalized information criterion
- Relaxed Lasso
- Risk bounds for model selection via penalization
- Selected papers of Hirotugu Akaike
- Smoothly clipped absolute deviation on high dimensions
- Some Comments on C P
- Sparse Approximate Solutions to Linear Systems
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Focused Information Criterion
- The Schur complement and its applications
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Fast variable selection under \(\ell_0\) regularization in high-dimensions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6834593)