Penalized and constrained LAD estimation in fixed and high dimension (Q2122803)

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English	Penalized and constrained LAD estimation in fixed and high dimension	scientific article

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scholarly article

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Penalized and constrained LAD estimation in fixed and high dimension (English)

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10.1007/s00362-021-01229-0

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Statistical Papers

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publication date

7 April 2022

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

high-dimensional regression

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linear constraints

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variable selection

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LADLasso

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oracle property

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ADMM

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describes a project that uses

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ConstrainedLasso

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00362-021-01229-0

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Asymptotic Theory of Least Absolute Error Regression

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\(\ell_1\)-penalized quantile regression in high-dimensional sparse models

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Square-root lasso: pivotal recovery of sparse signals via conic programming

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Statistics for high-dimensional data. Methods, theory and applications.

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Simultaneous analysis of Lasso and Dantzig selector

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Cones, matrices and mathematical programming

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Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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New Bounds for Restricted Isometry Constants

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Least angle regression. (With discussion)

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Algorithms for Fitting the Constrained Lasso

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A dual algorithm for the solution of nonlinear variational problems via finite element approximation

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On the asymptotics of constrained \(M\)-estimation

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Sparse Composite Quantile Regression in Ultrahigh Dimensions With Tuning Parameter Calibration

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The dual and degrees of freedom of linearly constrained generalized Lasso

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Robust Statistics

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Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising

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Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection

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Robust regression through the Huber's criterion and adaptive lasso penalty

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Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models

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Inequality Constrained Least-Squares Estimation

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Variable selection in regression with compositional covariates

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Generalized \(\ell_1\)-penalized quantile regression with linear constraints

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\(l_1\) regularized multiplicative iterative path algorithm for non-negative generalized linear models

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Sign-constrained least squares estimation for high-dimensional regression

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A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers

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Asymptotic inference for the constrained quantile regression process

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The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

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Regression analysis for microbiome compositional data

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Constrained Statistical Inference

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OSQP: An Operator Splitting Solver for Quadratic Programs

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The solution path of the generalized lasso

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Spatial smoothing and hot spot detection for CGH data using the fused lasso

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Sparsity and Smoothness Via the Fused Lasso

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Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression

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Asymptotics of least-squares estimators for constrained nonlinear regression

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The \(L_1\) penalized LAD estimator for high dimensional linear regression

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The linearized alternating direction method of multipliers for sparse group LAD model

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Coordinate descent algorithms for lasso penalized regression

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Nonnegative elastic net and application in index tracking

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Isotonic regression: Another look at the changepoint problem

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Nonnegative-Lasso and application in index tracking

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Nonnegative hierarchical Lasso with a mixed \((1, \frac{1}{2})\)-penalty and a fast solver

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Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling

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Quantile Regression for Large-Scale Applications

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Solving norm constrained portfolio optimization via coordinate-wise descent algorithms

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ADMM for Penalized Quantile Regression in Big Data

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Mathematics(1 entry)

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