A unified approach to model selection and sparse recovery using regularized least squares
From MaRDI portal
Publication:117370
DOI10.1214/09-aos683zbMath1369.62156arXiv0905.3573OpenAlexW3100817920MaRDI QIDQ117370
Yingying Fan, Jinchi Lv, Yingying Fan, Jinchi Lv
Publication date: 1 December 2009
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0905.3573
model selectionhigh dimensionalitysparse recoveryregularized least squaresconcave penaltyweak oracle property
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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