Modern variable selection in action: comment on the papers by HTT and BPV

DOI10.1214/20-STS808MaRDI QIDQ2225317FDOQ2225317

Edward I. George

Publication date: 8 February 2021

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ss/1605603634

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Best subset selection via a modern optimization lens
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The Spike-and-Slab LASSO
• Minimax estimation with thresholding and its application to wavelet analysis
• Sparse high-dimensional regression: exact scalable algorithms and phase transitions

Cited In (1)

• Rejoinder: ``Sparse regression: scalable algorithms and empirical performance

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