scientific article; zbMATH DE number 5957408

zbMATH Open1222.62008MaRDI QIDQ3174050FDOQ3174050

Authors: Peng Zhao, Bin Yu 

Publication date: 12 October 2011

Full work available at URL: http://www.jmlr.org/papers/v7/zhao06a.html

Title of this publication is not available (Why is that?)

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zbMATH Keywords

consistencyregularizationsparsity

Mathematics Subject Classification ID

Multivariate analysis (62H99) Foundations and philosophical topics in statistics (62A01)

Cited In (only showing first 100 items - show all)

• Adaptive and reversed penalty for analysis of high-dimensional correlated data
• Fitting sparse linear models under the sufficient and necessary condition for model identification
• Nonsmoothness in machine learning: specific structure, proximal identification, and applications
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
• Penalized logspline density estimation using total variation penalty
• Image denoising via solution paths
• Estimation of an oblique structure via penalized likelihood factor analysis
• Structured variable selection via prior-induced hierarchical penalty functions
• A penalized likelihood method for structural equation modeling
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Regularization and the small-ball method. I: Sparse recovery
• Parametric and semiparametric reduced-rank regression with flexible sparsity
• Model selection consistency of Lasso for empirical data
• Nonparametric independence screening via favored smoothing bandwidth
• Linear hypothesis testing in dense high-dimensional linear models
• On the post selection inference constant under restricted isometry properties
• Broken adaptive ridge regression and its asymptotic properties
• Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
• Low complexity regularization of linear inverse problems
• Discussion: Latent variable graphical model selection via convex optimization
• Sensitivity analysis for mirror-stratifiable convex functions
• Penalized Regression for Multiple Types of Many Features With Missing Data
• A tuning-free robust and efficient approach to high-dimensional regression
• Robust machine learning by median-of-means: theory and practice
• Adaptive estimation of covariance matrices via Cholesky decomposition
• Uniformly valid confidence sets based on the Lasso
• Tuning parameter calibration for \(\ell_1\)-regularized logistic regression
• Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments
• Simultaneous feature selection and clustering based on square root optimization
• High-dimensional sparse portfolio selection with nonnegative constraint
• REMI: REGRESSION WITH MARGINAL INFORMATION AND ITS APPLICATION IN GENOME-WIDE ASSOCIATION STUDIES
• Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization
• Learning theory approach to a system identification problem involving atomic norm
• A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
• High-dimensional Cox models: the choice of penalty as part of the model building process
• Efficient nonconvex sparse group feature selection via continuous and discrete optimization
• Second-order Stein: SURE for SURE and other applications in high-dimensional inference
• Online streaming feature selection using rough sets
• Robust inference for high‐dimensional single index models
• Efficient Threshold Selection for Multivariate Total Variation Denoising
• High-dimensional model recovery from random sketched data by exploring intrinsic sparsity
• Lassoing the HAR model: a model selection perspective on realized volatility dynamics
• A review of Gaussian Markov models for conditional independence
• Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
• Penalized wavelet estimation and robust denoising for irregular spaced data
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• Risk consistency of cross-validation with Lasso-type procedures
• High-dimensional linear model selection motivated by multiple testing
• Sparse regression at scale: branch-and-bound rooted in first-order optimization
• High-dimensional regression with potential prior information on variable importance
• Large-scale multivariate sparse regression with applications to UK Biobank
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Some sharp performance bounds for least squares regression with \(L_1\) regularization
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models
• Learning high-dimensional directed acyclic graphs with latent and selection variables
• Covariate assisted screening and estimation
• Group selection in high-dimensional partially linear additive models
• Adaptive Dantzig density estimation
• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
• Influence measures and stability for graphical models
• High dimensional discrimination analysis via a semiparametric model
• Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
• Sub-optimality of some continuous shrinkage priors
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
• Bridge estimators and the adaptive Lasso under heteroscedasticity
• A note on the Lasso and related procedures in model selection
• Shrinkage estimation for identification of linear components in additive models
• Determination of vector error correction models in high dimensions
• Some theoretical results on the grouped variables Lasso
• An analysis of penalized interaction models
• Testing a single regression coefficient in high dimensional linear models
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• A majorization-minimization approach to variable selection using spike and slab priors
• Rejoinder: Latent variable graphical model selection via convex optimization
• Sparse regression with exact clustering
• The Lasso problem and uniqueness
• The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
• On constrained and regularized high-dimensional regression
• Graphical-model based high dimensional generalized linear models
• Bayesian linear regression with sparse priors
• Discussion: Latent variable graphical model selection via convex optimization
• Statistical consistency of coefficient-based conditional quantile regression
• LOL selection in high dimension
• High-dimensional variable screening and bias in subsequent inference, with an empirical comparison
• Prediction and estimation consistency of sparse multi-class penalized optimal scoring
• Near-ideal model selection by \(\ell _{1}\) minimization
• Bayesian factor-adjusted sparse regression
• The lasso under Poisson-like heteroscedasticity
• ``Preconditioning for feature selection and regression in high-dimensional problems
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Concentration estimates for learning with \(\ell ^{1}\)-regularizer and data dependent hypothesis spaces
• Sparse wavelet regression with multiple predictive curves
• QUADRO: a supervised dimension reduction method via Rayleigh quotient optimization
• On model selection consistency of regularized M-estimators
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Nonnegative-Lasso and application in index tracking
• An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors

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