scientific article; zbMATH DE number 5957408

MaRDI QIDQ3174050zbMATH OpenFDO

Authors Peng Zhao, Bin Yu

Publication date 12 October 2011

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

zbMATH Keywords

consistencyregularizationsparsity

Mathematics Subject Classification ID

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

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Cited in

(only showing first 100 items - show all)

• A bootstrap Lasso+partial ridge method to construct confidence intervals for parameters in high-dimensional sparse linear models
• Optimal variable selection in multi-group sparse discriminant analysis
• Kernel Ordinary Differential Equations
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models
• On path restoration for censored outcomes
• Penalized wavelet nonparametric univariate logistic regression for irregular spaced data
• High-Dimensional Cost-constrained Regression Via Nonconvex Optimization
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
• Adaptive and reversed penalty for analysis of high-dimensional correlated data
• Fitting sparse linear models under the sufficient and necessary condition for model identification
• A general theory of concave regularization for high-dimensional sparse estimation problems
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Variable selection and regularization via arbitrary rectangle-range generalized elastic net
• scientific article; zbMATH DE number 7626740 (Why is no real title available?)
• High-Dimensional Gaussian Graphical Regression Models with Covariates
• On stepwise pattern recovery of the fused Lasso
• High-dimensional linear regression with hard thresholding regularization: theory and algorithm
• Bayesian frequentist bounds for machine learning and system identification
• Consistent model selection procedure for general integer-valued time series
• Variable selection for semiparametric random-effects conditional density models with longitudinal data
• Model selection for high-dimensional quadratic regression via regularization
• Oracle efficient estimation of structural breaks in cointegrating regressions
• On estimation error bounds of the Elastic Net when p ≫ n
• Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics
• Numerical characterization of support recovery in sparse regression with correlated design
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• Hierarchical inference for genome-wide association studies: a view on methodology with software
• Some sharp performance bounds for least squares regression with L₁ regularization
• Recovery of partly sparse and dense signals
• A systematic review on model selection in high-dimensional regression
• Penalized and ridge-type shrinkage estimators in Poisson regression model
• Variable selection in the presence of missing data: imputation-based methods
• On the oracle property of adaptive group Lasso in high-dimensional linear models
• Sparse estimation via nonconcave penalized likelihood in factor analysis model
• Robust Lasso Regression Using Tukey's Biweight Criterion
• On regularization of generalized maximum entropy for linear models
• Shrinkage tuning parameter selection in precision matrices estimation
• On the conditions used to prove oracle results for the Lasso
• Elastic-net Regularized High-dimensional Negative Binomial Regression: Consistency and Weak Signal Detection
• Parametric or nonparametric? A parametricness index for model selection
• A statistical framework for pathway and gene identification from integrative analysis
• Learning high-dimensional directed acyclic graphs with latent and selection variables
• Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
• 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
• Model selection for high-dimensional linear regression with dependent observations
• Covariate assisted screening and estimation
• A consistent and numerically efficient variable selection method for sparse Poisson regression with applications to learning and signal recovery
• Sparse regression: scalable algorithms and empirical performance
• Simple expressions of the Lasso and SLOPE estimators in low-dimension
• The EAS approach to variable selection for multivariate response data in high-dimensional settings
• A power analysis for Model-X knockoffs with \(\ell_p\)-regularized statistics
• The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
• Lazy lasso for local regression
• Review of Bayesian selection methods for categorical predictors using JAGS
• Penalized interaction estimation for ultrahigh dimensional quadratic regression
• Robust Variable and Interaction Selection for Logistic Regression and General Index Models
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Group sparse recovery via group square-root elastic net and the iterative multivariate thresholding-based algorithm
• The revisited knockoffs method for variable selection in L₁-penalized regressions
• Group selection in high-dimensional partially linear additive models
• Sorted concave penalized regression
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Discussion: ``A significance test for the lasso
• Are Latent Factor Regression and Sparse Regression Adequate?
• Confidence intervals for low dimensional parameters in high dimensional linear models
• Gene-environment interaction analysis under the Cox model
• Adaptive Dantzig density estimation
• Least squares after model selection in high-dimensional sparse models
• Integrating Multisource Block-Wise Missing Data in Model Selection
• Robust estimation for an inverse problem arising in multiview geometry
• Statistics for big data: a perspective
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• Image denoising via solution paths
• The predictive Lasso
• Revisiting feature selection for linear models with FDR and power guarantees
• False discoveries occur early on the Lasso path
• Feature selection algorithms in generalized additive models under concurvity
• Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
• Predictive stability criteria for penalty selection in linear models
• Sign consistent estimation in a sparse Poisson model
• Multiple hypothesis testing for variable selection
• 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
• Multi-stage convex relaxation for feature selection
• Lasso with long memory regression errors
• Skills in demand for ICT and statistical occupations: Evidence from web‐based job vacancies
• Asymptotic properties of the residual bootstrap for lasso estimators
• Risk bound of transfer learning using parametric feature mapping and its application to sparse coding
• Sub-optimality of some continuous shrinkage priors
• Model selection via standard error adjusted adaptive Lasso
• Non-asymptotic oracle inequalities for the Lasso and group Lasso in high dimensional logistic model
• Non-negative least squares for high-dimensional linear models: consistency and sparse recovery without regularization
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• The slow, steady ascent of a hot solid sphere in a Newtonian fluid with strongly temperature-dependent viscosity

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