A look at robustness and stability of _1-versus _0-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
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A look at robustness and stability of \(\ell 1\)-versus \(\ell 0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
A look at robustness and stability of \(\ell 1\)-versus \(\ell 0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
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Cites work
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- \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
- Algorithm for cardinality-constrained quadratic optimization
- Atomic decomposition by basis pursuit
- Bagging predictors
- Best subset selection via a modern optimization lens
- Better Subset Regression Using the Nonnegative Garrote
- Boosting for high-dimensional linear models
- Breakthroughs in statistics. Volume I: Foundations and basic theory
- Certifiably optimal low rank factor analysis
- Characterization of the equivalence of robustification and regularization in linear and matrix regression
- Efficient algorithms for computing the best subset regression models for large-scale problems
- Estimating the dimension of a model
- Exact spike train inference via \(\ell_{0}\) optimization
- For most large underdetermined systems of linear equations the minimal 𝓁1‐norm solution is also the sparsest solution
- Greed is Good: Algorithmic Results for Sparse Approximation
- Heuristics of instability and stabilization in model selection
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- Least angle regression. (With discussion)
- Logistic regression: from art to science
- Matching pursuits with time-frequency dictionaries
- On Sparse Representations in Arbitrary Redundant Bases
- On the conditions used to prove oracle results for the Lasso
- Orthogonal Matching Pursuit for Sparse Signal Recovery With Noise
- Regularization and Variable Selection Via the Elastic Net
- Relaxed Lasso
- Risk bounds for model selection via penalization
- Robust Regression and Lasso
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Sparse Recovery With Orthogonal Matching Pursuit Under RIP
- Statistics for big data: a perspective
- Statistics for high-dimensional data. Methods, theory and applications.
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- The Adaptive Lasso and Its Oracle Properties
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