A general theory of concave regularization for high-dimensional sparse estimation problems (Q5965310)

scientific article; zbMATH DE number 6549005

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English	A general theory of concave regularization for high-dimensional sparse estimation problems	scientific article; zbMATH DE number 6549005

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title

A general theory of concave regularization for high-dimensional sparse estimation problems (English)

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zbMATH Open document ID

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3 March 2016

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full work available at URL

https://arxiv.org/abs/1108.4988

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https://projecteuclid.org/euclid.ss/1356098557

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Mathematics Subject Classification ID

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concave regularization

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sparse recovery

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global solution

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local solution

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approximate solution

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oracle inequality

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variable selection

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describes a project that uses

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MaRDI publication profile

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Comments on: $\ell_{1}$-penalization for mixture regression models

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

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Simultaneous analysis of Lasso and Dantzig selector

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Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

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

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Sparsity oracle inequalities for the Lasso

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Shifting Inequality and Recovery of Sparse Signals

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The Dantzig selector: statistical estimation when $p$ is much larger than $n$. (With discussions and rejoinder).

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Near-ideal model selection by $\ell _{1}$ minimization

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Decoding by Linear Programming

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Atomic Decomposition by Basis Pursuit

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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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Nonconcave penalized likelihood with a diverging number of parameters.

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A Statistical View of Some Chemometrics Regression Tools

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Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization

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Q3543468

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Variable selection using MM algorithms

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Smoothly Clipped Absolute Deviation on High Dimensions

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Asymptotics for Lasso-type estimators.

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The Dantzig selector and sparsity oracle inequalities

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Some Comments on C P

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<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties

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High-dimensional graphs and variable selection with the Lasso

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Lasso-type recovery of sparse representations for high-dimensional data

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A new approach to variable selection in least squares problems

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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Estimating the dimension of a model

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$\ell_{1}$-penalization for mixture regression models

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Comments on: $\ell _{1}$-penalization for mixture regression models

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Scaled sparse linear regression

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Q4864293

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Just relax: convex programming methods for identifying sparse signals in noise

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High-dimensional generalized linear models and the lasso

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On the conditions used to prove oracle results for the Lasso

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Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)

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Q2896196

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Nearly unbiased variable selection under minimax concave penalty

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Some sharp performance bounds for least squares regression with $L_1$ regularization

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Q2896066

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Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations

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Q3174050

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The Adaptive Lasso and Its Oracle Properties

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One-step sparse estimates in nonconcave penalized likelihood models

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Mathematics(1 entry)

mardi Publication:5965310