Introduction to the special issue on sparsity and regularization methods

DOI10.1214/12-STS409MaRDI QIDQ5965302zbMATH OpenOpenAlexFDO

Authors Jon A. Wellner, Tong Zhang

Publication date 3 March 2016

Published in Statistical Science (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.0211, https://projecteuclid.org/euclid.ss/1356098549

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06)

Abstract: Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many data sets encountered in modern applications have dimensionality significantly larger than the number of training data available, and for such problems the classical statistical tools become inadequate. In order to analyze high-dimensional data, new statistical methodology and the corresponding theory have to be developed.

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Cited in

(10)

• Weighted Bayesian bootstrap for scalable posterior distributions
• Special Issue on Sparsity‐inducing Methods in Control Theory
• Special feature: Stein estimation and statistical shrinkage methods
• Sparse recovery problems in high dimensions: statistical inference and learning theory. Abstracts from the mini-workshop held March 15th -- March 21st, 2009.
• Bayesian adaptive Lasso for detecting item-trait relationship and differential item functioning in multidimensional item response theory models
• Sparse matrices in data analysis
• EDITORIAL: RECENT ADVANCES IN SPARSE STATISTICAL MODELING
• Statistical estimation: from denoising to sparse regression and hidden cliques
• Some challenges for statistics
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