Model selection with mixed variables on the Lasso path
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Publication:2040668
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Cites work
- A significance test for the lasso
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Confidence intervals for low dimensional parameters in high dimensional linear models
- Controlling the false discovery rate via knockoffs
- Efficient signal inclusion with genomic applications
- Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses
- Exact post-selection inference, with application to the Lasso
- False discoveries occur early on the Lasso path
- scientific article; zbMATH DE number 6114077 (Why is no real title available?)
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Lower bounds for the number of false null hypotheses for multiple testing of associations under general dependence structures
- On asymptotically optimal confidence regions and tests for high-dimensional models
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Predictor ranking and false discovery proportion control in high-dimensional regression
- Sequential selection procedures and false discovery rate control
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- SLOPE-adaptive variable selection via convex optimization
- Variable selection in high-dimensional multivariate binary data with application to the analysis of microbial community DNA fingerprints
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