Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
From MaRDI portal
(Redirected from Publication:2861817)
Cites work
- A unified approach to model selection and sparse recovery using regularized least squares
- High-Dimensional Sparse Additive Hazards Regression
- High-dimensional classification using features annealed independence rules
- High-dimensional generalized linear models and the lasso
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonconcave penalized likelihood with a diverging number of parameters.
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ 1 minimization
- Pathwise coordinate optimization
- Regularization of Wavelet Approximations
- Risk bounds for model selection via penalization
- Simultaneous analysis of Lasso and Dantzig selector
- Sparsity oracle inequalities for the Lasso
- Stable recovery of sparse overcomplete representations in the presence of noise
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
Cited in
(31)- Personalized federated learning on large-scale association networks
- Model selection for high-dimensional quadratic regression via regularization
- scientific article; zbMATH DE number 7559724 (Why is no real title available?)
- Model selection for generalized linear models with weak factors
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
- High dimensional generalized linear models for temporal dependent data
- Predictive stability criteria for penalty selection in linear models
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- A one-covariate-at-a-time multiple testing approach to variable selection in additive models
- Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis
- IPAD: stable interpretable forecasting with knockoffs inference
- High-dimensional statistical inference via DATE
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Principal varying coefficient estimator for high-dimensional models
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach
- Nonsparse learning with latent variables
- Regularized estimation in sparse high-dimensional time series models
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail
- Best subset selection via a modern optimization lens
- Innovated interaction screening for high-dimensional nonlinear classification
- Greedy forward regression for variable screening
- Asymptotic equivalence of regularization methods in thresholded parameter space
- Variable Selection With Second-Generation P-Values
- Nonuniformity of p-values can occur early in diverging dimensions
- Scalable interpretable multi-response regression via SEED
- Partitioned Approach for High-dimensional Confidence Intervals with Large Split Sizes
- Statistical insights into deep neural network learning in subspace classification
- Divide-and-conquer for debiased \(l_1\)-norm support vector machine in ultra-high dimensions
- Penalized least squares estimation with weakly dependent data
This page was built for publication: Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2861817)
