MuSP: a multistep screening procedure for sparse recovery
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Cites work
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adaptive Lasso for sparse high-dimensional regression models
- Analysis of multi-stage convex relaxation for sparse regularization
- Calibrating nonconvex penalized regression in ultra-high dimension
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
- Estimation and selection via absolute penalized convex minimization and its multistage adaptive applications
- Global solutions to folded concave penalized nonconvex learning
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Lasso-type recovery of sparse representations for high-dimensional data
- Least angle regression. (With discussion)
- Least squares after model selection in high-dimensional sparse models
- Near-ideal model selection by \(\ell _{1}\) minimization
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- One-step sparse estimates in nonconcave penalized likelihood models
- Restricted eigenvalue properties for correlated Gaussian designs
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong oracle optimality of folded concave penalized estimation
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The Lasso problem and uniqueness
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- The spike-and-slab LASSO
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(5)- Nonconvex fusion penalties for high-dimensional hierarchical categorical variables
- Multi-step adaptive elastic net for variable selection and classification in high-dimensional sparse logistic regression models
- Regression and autoregressive models via sparse Laplacian Shrinkage
- Combining random forest and multicollinearity modeling for index tracking
- Joint estimation of transfer learning on time series data
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