High-dimensional linear regression via implicit regularization

DOI10.1093/BIOMET/ASAC010MaRDI QIDQ5872848zbMATH OpenOpenAlexWikidataFDO

Authors Peng Zhao, Yun Yang, Q. C. He

Publication date 4 January 2023

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.09367

zbMATH Keywords

high-dimensional regressiongradient descentimplicit regularizationearly stoppingoverparameterization

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(11)

• Quickly Finding the Best Linear Model in High Dimensions via Projected Gradient Descent
• Covariance-regularized regression and classification for high dimensional problems
• L ₀ -regularized high-dimensional sparse multiplicative models
• Computationally efficient and statistically optimal robust high-dimensional linear regression
• High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
• Understanding Implicit Regularization in Over-Parameterized Single Index Model
• Exact recovery in the double sparse model: sufficient and necessary signal conditions
• High-Dimensional Linear Regression via Implicit Regularization
• Regularization after retention in ultrahigh dimensional linear regression models
• COMBSS: best subset selection via continuous optimization
• Kurdyka-Łojasiewicz exponent via Hadamard parametrization

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