Designing penalty functions in high dimensional problems: the role of tuning parameters
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A unified approach to model selection and sparse recovery using regularized least squares
- Calibrating nonconvex penalized regression in ultra-high dimension
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- Estimating the dimension of a model
- Extended BIC for small-\(n\)-large-\(P\) sparse GLM
- Extended Bayesian information criteria for model selection with large model spaces
- Genomic Control for Association Studies
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On constrained and regularized high-dimensional regression
- One-step sparse estimates in nonconcave penalized likelihood models
- SparseNet: coordinate descent with nonconvex penalties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- A penalized structural equation modeling method accounting for secondary phenotypes for variable selection on genetically regulated expression from PrediXcan for Alzheimer's disease
- \(\mathsf{PenPC}\): a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
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- Designing penalty functions in high dimensional problems: the role of tuning parameters
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