LOL selection in high dimension

DOI10.1016/J.CSDA.2012.04.012MaRDI QIDQ1621355zbMATH OpenOpenAlexFDO

Authors Dominique Picard, Mathilde Mougeot, Karine Tribouley

Publication date 8 November 2018

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.04.012

zbMATH Keywords

variable selectionlinear modelinstrumental variablessparsityhigh dimension

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20)

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• Exposé Bourbaki 1187 : High-Dimensional Expanders (after Gromov, Kaufman, Kazhdan, Lubotzky, and others)
• scientific article; zbMATH DE number 510333

Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
• Approximation and learning by greedy algorithms
• CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
• High-dimensional variable selection
• Identification of Causal Effects Using Instrumental Variables
• Learning out of leaders
• Near-ideal model selection by \(\ell _{1}\) minimization
• Nonparametric instrumental regression
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• Signal Recovery From Random Measurements Via Orthogonal Matching Pursuit
• Sparsity oracle inequalities for the Lasso
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models

Cited in

(2)

• Orthogonal one step greedy procedure for heteroscedastic linear models
• Learning out of leaders

Describes a project that uses

Uses Software

• CoSaMP

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