Variable selection in high-dimension with random designs and orthogonal matching pursuit

MaRDI QIDQ2933865zbMATH OpenFDO

Authors Antony Joseph

Publication date 8 December 2014

Full work available at URL https://arxiv.org/abs/1109.0730, http://jmlr.csail.mit.edu/papers/v14/joseph13a.html

zbMATH Keywords

Lassohigh-dimensional regressioncompressed sensinggreedy algorithms

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07)

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Cited in

(5)

• Optimality of Graphlet Screening in High Dimensional Variable Selection
• Model pursuit and variable selection in the additive accelerated failure time model
• High Dimensional Variable Selection via Tilting
• High-dimensional variable selection with sparse random projections: measurement sparsity and statistical efficiency
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

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