scientific article; zbMATH DE number 5957408
From MaRDI portal
Publication:3174050
Recommendations
- Model selection consistency of Lasso for empirical data
- Lasso with convex loss: model selection consistency and estimation
- A note on the Lasso and related procedures in model selection
- A random model approach for the LASSO
- Strong consistency of Lasso estimators
- The Lasso as an \(\ell _{1}\)-ball model selection procedure
- Regularizing LASSO: a consistent variable selection method
- Model selection consistency of U-statistics with convex loss and weighted Lasso penalty
- Model selection with mixed variables on the Lasso path
- Improving Lasso for model selection and prediction
Cited in
(only showing first 100 items - show all)- Lasso-type recovery of sparse representations for high-dimensional data
- SCAD-penalized regression in high-dimensional partially linear models
- Elastic-net regularization in learning theory
- Sparsistency and rates of convergence in large covariance matrix estimation
- Estimating high-dimensional intervention effects from observational data
- Selection by partitioning the solution paths
- Kernel Knockoffs Selection for Nonparametric Additive Models
- A unified approach to model selection and sparse recovery using regularized least squares
- Nearly unbiased variable selection under minimax concave penalty
- Confidence intervals for high-dimensional inverse covariance estimation
- Latent variable graphical model selection via convex optimization
- An automated approach towards sparse single-equation cointegration modelling
- Estimator selection in the Gaussian setting
- Factor-Adjusted Regularized Model Selection
- Nonnegative-Lasso and application in index tracking
- LOL selection in high dimension
- Estimation of an oblique structure via penalized likelihood factor analysis
- Model selection consistency of Lasso for empirical data
- On the post selection inference constant under restricted isometry properties
- Statistics for big data: a perspective
- Nonparametric independence screening via favored smoothing bandwidth
- The slow, steady ascent of a hot solid sphere in a Newtonian fluid with strongly temperature-dependent viscosity
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments
- Variable selection and parameter estimation with the Atan regularization method
- Homogeneity detection for the high-dimensional generalized linear model
- Inference for biased transformation models
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Structured variable selection via prior-induced hierarchical penalty functions
- On stepwise pattern recovery of the fused Lasso
- On the sign consistency of the Lasso for the high-dimensional Cox model
- Moderately clipped Lasso
- Finding Dantzig selectors with a proximity operator based fixed-point algorithm
- The dual and degrees of freedom of linearly constrained generalized Lasso
- Forecasting macroeconomic variables in data-rich environments
- Generalized Kalman smoothing: modeling and algorithms
- A doubly sparse approach for group variable selection
- Quantile regression for additive coefficient models in high dimensions
- False discoveries occur early on the Lasso path
- A penalized likelihood method for structural equation modeling
- Sparse support recovery using correlation information in the presence of additive noise
- On the total variation regularized estimator over a class of tree graphs
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- Efficient LED-SAC sparse estimator using fast sequential adaptive coordinate-wise optimization (LED-2SAC)
- A systematic review on model selection in high-dimensional regression
- Determination of vector error correction models in high dimensions
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
- Regularization and the small-ball method. I: Sparse recovery
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Uniformly valid confidence sets based on the Lasso
- Broken adaptive ridge regression and its asymptotic properties
- Variable selection with Hamming loss
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- Robust estimation for an inverse problem arising in multiview geometry
- Model selection via standard error adjusted adaptive Lasso
- Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection
- Discussion: Latent variable graphical model selection via convex optimization
- Rejoinder: Latent variable graphical model selection via convex optimization
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Estimating networks with jumps
- The Lasso problem and uniqueness
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- On the asymptotic properties of the group lasso estimator for linear models
- Honest variable selection in linear and logistic regression models via \(\ell _{1}\) and \(\ell _{1}+\ell _{2}\) penalization
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- Thresholding-based iterative selection procedures for model selection and shrinkage
- On the conditions used to prove oracle results for the Lasso
- Self-concordant analysis for logistic regression
- Sparse regression with exact clustering
- Adaptive estimation of covariance matrices via Cholesky decomposition
- The Lasso as an \(\ell _{1}\)-ball model selection procedure
- The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
- Robust regression through the Huber's criterion and adaptive lasso penalty
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- Least squares after model selection in high-dimensional sparse models
- A partially proximal linearized alternating minimization method for finding Dantzig selectors
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- Sparse system identification for stochastic systems with general observation sequences
- Sparse principal component based high-dimensional mediation analysis
- Rate optimal estimation and confidence intervals for high-dimensional regression with missing covariates
- Adaptive group Lasso for high-dimensional generalized linear models
- Parametric and semiparametric reduced-rank regression with flexible sparsity
- A distribution-based Lasso for a general single-index model
- Consistency bounds and support recovery of d-stationary solutions of sparse sample average approximations
- Simultaneous feature selection and clustering based on square root optimization
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Robust high-dimensional factor models with applications to statistical machine learning
- Necessary and sufficient conditions for variable selection consistency of the Lasso in high dimensions
- High-dimensional variable selection via low-dimensional adaptive learning
- Graphical-model based high dimensional generalized linear models
- Iteratively reweighted _1-penalized robust regression
- Adaptive function-on-scalar regression with a smoothing elastic net
- \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models
- Evaluating visual properties via robust HodgeRank
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174050)
