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scientific article; zbMATH DE number 7306923

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English	No label defined	scientific article; zbMATH DE number 7306923

Statements

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5 February 2021

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full work available at URL

https://arxiv.org/abs/1905.05876

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https://jmlr.csail.mit.edu/papers/v21/20-120.html

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zbMATH Keywords

Lasso

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model selection

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ranks

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single index model

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sparsity

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\(U\)-statistics

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describes a project that uses

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MaRDI publication profile

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cites work

Sparse single-index model

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Robust and consistent variable selection in high-dimensional generalized linear models

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Score estimation in the monotone single-index model

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Controlling the false discovery rate via knockoffs

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The LASSO Risk for Gaussian Matrices

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

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Simultaneous analysis of Lasso and Dantzig selector

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SLOPE-adaptive variable selection via convex optimization

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Penalized composite quasi-likelihood for ultrahigh dimensional variable selection

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Q3668662

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

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High-dimensional inference in misspecified linear models

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Enhancing sparsity by reweighted \(\ell _{1}\) minimization

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Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection

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BS-SIM: an effective variable selection method for high-dimensional single index model

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Capturing ridge functions in high dimensions from point queries

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Least angle regression. (With discussion)

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Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

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Adaptive robust variable selection

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Asymptotic analysis of high-dimensional LAD regression with Lasso smoother

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High-Dimensional Estimation of Structured Signals From Non-Linear Observations With General Convex Loss Functions

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

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On almost linearity of low dimensional projections from high dimensional data

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The elements of statistical learning. Data mining, inference, and prediction

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A Class of Statistics with Asymptotically Normal Distribution

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Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications

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Oracle inequalities for the lasso in the Cox model

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Robust Estimation of a Location Parameter

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Rank-based estimation in the \(\ell_1\)-regularized partly linear model for censored outcomes with application to integrated analyses of clinical predictors and gene expression data

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Rank-based variable selection

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Asymptotics for Lasso-type estimators.

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Variable selection for the single-index model

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On the asymptotic properties of SLOPE

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Active sets of predictors for misspecified logistic regression

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Projections of a general binary model on a logistic regression

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Regression analysis under link violation

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On the robustness of the adaptive Lasso to model misspecification

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Model selection principles in misspecified models

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High-dimensional graphs and variable selection with the Lasso

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High-dimensional varying index coefficient models via Stein's identity

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Asymptotic Stochastic Programs

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The Generalized Lasso With Non-Linear Observations

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Combined \(\ell_1\) and greedy \(\ell_0\) penalized least squares for linear model selection

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Restricted eigenvalue properties for correlated Gaussian designs

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Model selection consistency of \(U\)-statistics with convex loss and weighted Lasso penalty

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The spike-and-slab LASSO

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Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models

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Penalised variable selection with U-estimates

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Q4404195

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False discoveries occur early on the Lasso path

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Q4856015

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Q4864293

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High-dimensional generalized linear models and the lasso

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Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015

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On the conditions used to prove oracle results for the Lasso

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

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Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

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A distribution-based Lasso for a general single-index model

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Rate minimaxity of the Lasso and Dantzig selector for the \(l_{q}\) loss in \(l_{r}\) balls

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Q3174050

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Regularized quantile regression and robust feature screening for single index models

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Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors

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Identifiers

Mathematics Subject Classification ID

68T05

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zbMATH DE Number

7306923

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Sitelinks

Mathematics(1 entry)

mardi Publication:5149040